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Stefan Thonhauser
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Optimality results for dividend problems in insurance
H Albrecher, S Thonhauser
RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009
2312009
Randomized observation periods for the compound Poisson risk model: Dividends
H Albrecher, ECK Cheung, S Thonhauser
ASTIN Bulletin: The Journal of the IAA 41 (2), 645-672, 2011
1372011
Dividend maximization under consideration of the time value of ruin
S Thonhauser, H Albrecher
Insurance: Mathematics and Economics 41 (1), 163-184, 2007
1092007
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
H Albrecher, ECK Cheung, S Thonhauser
Scandinavian Actuarial Journal 2013 (6), 424-452, 2013
1052013
Optimal dividend strategies for a risk process under force of interest
H Albrecher, S Thonhauser
Insurance: Mathematics and Economics 43 (1), 134-149, 2008
762008
Optimal dividend-payout in random discrete time
H Albrecher, N Bäuerle, S Thonhauser
Statistics & Risk Modeling 28 (3), 251-276, 2011
452011
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model
H Albrecher, J Hartinger, S Thonhauser
ASTIN Bulletin: The Journal of the IAA 37 (2), 203-233, 2007
422007
Optimal dividend strategies for a compound Poisson process under transaction costs and power utility
S Thonhauser, H Albrecher
Stochastic Models 27 (1), 120-140, 2011
382011
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion
G Leobacher, M Szölgyenyi, S Thonhauser
282015
Bayesian dividend optimization and finite time ruin probabilities
G Leobacher, M Szölgyenyi, S Thonhauser
Stochastic Models 30 (2), 216-249, 2014
152014
An optimal reinsurance problem in the Cramér–Lundberg model
A Cani, S Thonhauser
Mathematical methods of operations research 85, 179-205, 2017
142017
On optimal dividend strategies in insurance with a random time horizon
H Albrecher, S Thonhauser
Stochastic processes, finance and control: A festschrift in honor of Robert …, 2012
122012
Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model
M Preischl, S Thonhauser
Insurance: Mathematics and Economics 87, 82-91, 2019
82019
Optimal consumption under deterministic income
J Eisenberg, P Grandits, S Thonhauser
Journal of optimization theory and applications 160, 255-279, 2014
82014
Approximation methods for piecewise deterministic Markov processes and their costs
P Kritzer, G Leobacher, M Szölgyenyi, S Thonhauser
Scandinavian Actuarial Journal 2019 (4), 308-335, 2019
72019
Integral equations, quasi-Monte Carlo methods and risk modeling
M Preischl, S Thonhauser, RF Tichy
Contemporary Computational Mathematics-A Celebration of the 80th Birthday of …, 2018
52018
Distribution functions, extremal limits and optimal transport
MR Iacň, S Thonhauser, RF Tichy
Indagationes Mathematicae 26 (5), 823-841, 2015
52015
Ruin probabilities in a Markovian shot-noise environment
S Pojer, S Thonhauser
Journal of Applied Probability 60 (2), 542-556, 2023
42023
An extremal problem in uniform distribution theory
SM Thonhauser, R Tichy, MR Iaco, O Strauch, V Balaz
Uniform Distribution Theory 11 (2), 2016
4*2016
On Computations in Renewal Risk Models—Analytical and Statistical Aspects
JA Strini, S Thonhauser
Risks 8 (1), 24, 2020
32020
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