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Stefan Michael Thonhauser

Assoc.Prof. Dipl.-Ing. Dr.techn.

20052024

Research output per year

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Research Output

On Computations in Renewal Risk Models—Analytical and Statistical Aspects

Strini, J. A. & Thonhauser, S., 4 Mar 2020, In : Risks. 8, 1

Research output: Contribution to journal › Article › Research › 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 › Research › 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 › Research › peer-review

    Open Access

    • 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

    • 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

    Activities

    Simon Hochgerner

    Robert Tichy (Host), Stefan Michael Thonhauser (Host)
    24 May 2019 → 25 May 2019

    Activity: Hosting a visitor › Hosting an academic visitor

    Dynamic reinsurance and QMC integration

    Stefan Michael Thonhauser (Speaker)
    Jun 2019

    Activity: Talk or presentation › Invited talk at conference or symposium › Science to science

    Mihael Perman

    Robert Tichy (Host), Stefan Michael Thonhauser (Host)
    17 May 2019 → 18 May 2019

    Activity: Hosting a visitor › Hosting an academic visitor

    Jose Carlos Araujo Acuna

    Robert Tichy (Host), Stefan Michael Thonhauser (Host)
    2 Dec 2019 → 4 Dec 2019

    Activity: Hosting a visitor › Hosting an academic visitor

    Christoph Belak

    Robert Tichy (Host), Stefan Michael Thonhauser (Host)
    10 Dec 2019 → 12 Dec 2019

    Activity: Hosting a visitor › Hosting an academic visitor

    Prizes

    2. Gauss Preis 2011 der DAV und DGVFM

    Stefan Michael Thonhauser (Recipient), 27 Apr 2012

    Prize: Prizes / Medals / Awards

    Projects

    Ruin Theory

    Tichy, R. & Thonhauser, S. M.

    1/01/05 → …

    Project: Research area

    FWF - Risk Modelling - Analysis, Simulation and Optimization

    Thonhauser, S. M.

    1/07/20 → 30/06/24

    Project: Research project

    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