Research output per year
Research output per year
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Dive into the research topics where Stefan Michael Thonhauser is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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A mean-field extension of the LIBOR market model
Desmettre, S., Hochgerner, S., Omerovic, S. & Thonhauser, S., Jan 2022, (Accepted/In press) In: International journal of theoretical and applied finance. 35 p.Research output: Contribution to journal › Article › peer-review
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Ruin Probabilities in a Markovian Shot-Noise Environment
Pojer, S. & Thonhauser, S., May 2022, (Accepted/In press) In: Journal of Applied Probability.Research output: Contribution to journal › Article › peer-review
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On Computations in Renewal Risk Models—Analytical and Statistical Aspects
Strini, J. A. & Thonhauser, S., 4 Mar 2020, In: Risks. 8, 1, 24.Research output: Contribution to journal › Article › peer-review
Open Access -
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 › peer-review
Open Access -
On a dividend problem with random funding
Strini, J. A. & Thonhauser, S., Dec 2019, In: European Actuarial Journal . 9, 2, p. 607-633 27 p.Research output: Contribution to journal › Article › peer-review
Open Access
Activities
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13th International Workshop on Stochastic Models and Control
Stefan Michael Thonhauser (Participant)
14 Mar 2022 → 18 Mar 2022Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
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Austrian Stochastics Days 2021
Stefan Michael Thonhauser (Participant)
9 Sep 2021 → 10 Sep 2021Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
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Mean field extension of LIBOR market model
Stefan Michael Thonhauser (Speaker)
7 Jul 2021Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Dividend maximization with a penalty - time inconsistent view
Stefan Michael Thonhauser (Speaker)
29 Sep 2021Activity: Talk or presentation › Invited talk at conference or symposium › Science to science
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PDMPs in risk theory and QMC integration I, II & III
Stefan Michael Thonhauser (Speaker)
2 Nov 2020 → 6 Nov 2020Activity: Talk or presentation › Talk at conference or symposium › Science to science
Prizes
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2. Gauss Preis 2011 der DAV und DGVFM
Thonhauser, Stefan Michael (Recipient), 27 Apr 2012
Prize: Prizes / Medals / Awards
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FWF - Risk Modelling - Analysis, Simulation and Optimization
1/07/20 → 30/06/24
Project: Research project
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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