Research Output per year
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Dividend
Mathematics
Transaction Costs
Mathematics
Compound Poisson
Mathematics
Insurance
Mathematics
Risk Theory
Mathematics
Optimal Investment
Mathematics
Compound Poisson Process
Mathematics
Black-Scholes
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2006 2019
Approximation methods for piecewise deterministic Markov processes and their costs
Thonhauser, S. M., Leobacher, G., Kritzer, P. A. & Szölgyenyi, M. Jan 2019 In : Scandinavian Actuarial Journal. 29 p.Research output: Contribution to journal › Article
Open Access
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 proceeding › Chapter
An optimal reinsurance problem in the Cramér–Lundberg model
Thonhauser, S. M. & Cani, A. 2017 In : Mathematical methods of operations research. 85, 2, p. 179-205 24 p.Research output: Contribution to journal › Article
An extremal problem in uniform distribution theory
Thonhauser, S. M., Tichy, R., Iaco, M. R., Strauch, O. & Balaz, V. 2016 In : Uniform Distribution Theory.Research output: Contribution to journal › Article
Risk theoretic modeling and optimization
Thonhauser, S. M. 2016Research output: Thesis › Habilitation
Activities 2006 2018
Approximation methods for PDMPs and applications in risk theory
Thonhauser, S. M. (Speaker)14 Sep 2018
Activity: Science to science › Talk at conference or symposium
Controlled risk models and an application of the QMC-method
Thonhauser, S. M. (Speaker)4 Dec 2018
Activity: Science to science › Talk at workshop, seminar or course
Rigorosum von Georg Wehowar (Dissertation: Equilibrium Models for Asset Bubbles)
Thonhauser, S. M. (Agent)29 Nov 2018
Activity: External examination
SFB Quasi-Monte Carlo Methods: Theory and ApplicationsKooperationsworkshop
Thonhauser, S. M. (Participant)19 Apr 2018 → 20 Apr 2018
Activity: Workshop, seminar or course (Participation in/Organisation of)
Approximation methods for PDMPs and applications in risk theory
Thonhauser, S. M. (Speaker)11 Sep 2018
Activity: Science to science › Talk at conference or symposium
Prizes
2. Gauss Preis 2011 der DAV und DGVFM
Stefan Michael Thonhauser (Recipient), 27 Apr 2012
Prize: Prizes / Medals / Awards
Projects 2005 2009
FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.
1/01/06 → 30/09/09
Project: Research project