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Michael Julius Preischl

B.Sc. M.Sc.

20162019
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Fingerprint Dive into the research topics where Michael Julius Preischl is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Gerber-Shiu Function Mathematics
Reinsurance Mathematics
Optimal Stochastic Control Mathematics
Ruin Probability Mathematics
Control Function Mathematics
Penalty Function Mathematics
Existence and Uniqueness Mathematics
Minimise Mathematics

Research Output 2016 2019

Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model

Preischl, M. J. & Thonhauser, S., 2019, In : Insurance / Mathematics & economics. 87, 87, p. 82-91 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Gerber-Shiu Function
Reinsurance
Optimal Stochastic Control
Ruin Probability
Control Function

Integral Equations, Quasi-Monte Carlo Methods and Risk Modelling

Thonhauser, S. M., Tichy, R. & Preischl, M. J., 2018, Contemporary Computational Mathematics - a celebration of the 80th birthday of Ian Sloan. Dick, J., Kuo, F. & Woźniakowski, H. (eds.). Cham: Springer Verlag, p. 1051-1074 21 p.

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Bounds on integrals with respect to multivariate copulas

Preischl, M. J., 5 Dec 2016, In : Dependence Modeling. 4, 1

Research output: Contribution to journalArticleResearchpeer-review

Activities 2016 2016

  • 2 Conference or symposium (Participation in/Organisation of)
  • 1 Workshop, seminar or course (Participation in/Organisation of)
  • 1 Invited talk

Salzburg Workshop on Dependence Models & Copulas

Michael Julius Preischl (Participant)
19 Sep 201622 Sep 2016

Activity: Participation in or organisation ofConference or symposium (Participation in/Organisation of)

Dependence Modeling in Finance, Insurance and Environmental Science

Michael Julius Preischl (Participant)
17 May 201619 May 2016

Activity: Participation in or organisation ofConference or symposium (Participation in/Organisation of)

29th International Summer School of the Swiss Association of Actuaries

Michael Julius Preischl (Participant)
14 Aug 201619 Aug 2016

Activity: Participation in or organisation ofWorkshop, seminar or course (Participation in/Organisation of)

Mathematisches Seminar der JKU Linz

Michael Julius Preischl (Speaker)
15 Dec 2016

Activity: Talk or presentationInvited talkScience to science