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.
- 3 Similar Profiles
Dividend
Mathematics
Insurance
Engineering & Materials Science
Transaction Costs
Mathematics
Compound Poisson
Mathematics
Risk Theory
Mathematics
Optimal Investment
Mathematics
Penalty Function
Mathematics
Piecewise Deterministic Markov Process
Mathematics
Network
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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., 2019, In : Scandinavian Actuarial Journal. 2019, 4, p. 308-335 28 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access
Piecewise Deterministic Markov Process
Approximation Methods
Smoothing Techniques
Insurance
Costs
On a dividend problem with random funding
Strini, J. A. & Thonhauser, S., 13 Jun 2019, In : European Actuarial Journal.Research output: Contribution to journal › Article › Research › peer-review
Open Access
Dividend
Transaction Costs
Optimal Strategy
Ruin Theory
Risk Process
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 journal › Article › Research › peer-review
Gerber-Shiu Function
Reinsurance
Optimal Stochastic Control
Ruin Probability
Hamilton-Jacobi-Bellman Equation
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 › Research › peer-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 journal › Article › Research › peer-review
Activities 2006 2019
Risk theoretic applications of PDMPs
Stefan Michael Thonhauser (Speaker)19 Mar 2019
Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science
Rigorosum von Georg Wehowar (Dissertation: Equilibrium Models for Asset Bubbles)
Stefan Michael Thonhauser (Agent)29 Nov 2018
Activity: Examination or supervision › External examination
SFB Quasi-Monte Carlo Methods: Theory and ApplicationsKooperationsworkshop
Stefan Michael Thonhauser (Participant)19 Apr 2018 → 20 Apr 2018
Activity: Participation in or organisation of › Workshop, 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 presentation › Talk at conference or symposium › Science to science
Controlled risk models and an application of the QMC-method
Stefan Michael Thonhauser (Speaker)4 Dec 2018
Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science
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