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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 journalArticleResearchpeer-review

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 proceedingChapterResearchpeer-review

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 journalArticleResearchpeer-review

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 journalArticleResearchpeer-review

Risk theoretic modeling and optimization

Thonhauser, S. M., 2016

Research output: ThesisHabilitationResearch

Activities 2006 2019

Risk theoretic applications of PDMPs

Stefan Michael Thonhauser (Speaker)
19 Mar 2019

Activity: Talk or presentationTalk at workshop, seminar or courseScience to science

Controlled risk models and an application of the QMC-method

Stefan Michael Thonhauser (Speaker)
4 Dec 2018

Activity: Talk or presentationTalk at workshop, seminar or courseScience to science

SFB Quasi-Monte Carlo Methods: Theory and ApplicationsKooperationsworkshop

Stefan Michael Thonhauser (Participant)
19 Apr 201820 Apr 2018

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

Approximation methods for PDMPs and applications in risk theory

Stefan Michael Thonhauser (Speaker)
14 Sep 2018

Activity: Talk or presentationTalk at conference or symposiumScience to science

Rigorosum von Georg Wehowar (Dissertation: Equilibrium Models for Asset Bubbles)

Stefan Michael Thonhauser (Agent)
29 Nov 2018

Activity: Examination or supervisionExternal examination


2. Gauss Preis 2011 der DAV und DGVFM

Stefan Michael Thonhauser (Recipient), 27 Apr 2012

Prize: Prizes / Medals / Awards

Projects 2005 2009

Ruin Theory

Tichy, R. & Thonhauser, S. M.

1/01/05 → …

Project: Research areaResearch Area

FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk

Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.


Project: Research project