20052019
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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

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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 journalArticle

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 proceedingChapter

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 journalArticle

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 journalArticle

Risk theoretic modeling and optimization

Thonhauser, S. M. 2016

Research output: ThesisHabilitation

Activities 2006 2018

Approximation methods for PDMPs and applications in risk theory

Thonhauser, S. M. (Speaker)
14 Sep 2018

Activity: Science to scienceTalk at conference or symposium

Controlled risk models and an application of the QMC-method

Thonhauser, S. M. (Speaker)
4 Dec 2018

Activity: Science to scienceTalk at workshop, seminar or course

SFB Quasi-Monte Carlo Methods: Theory and ApplicationsKooperationsworkshop

Thonhauser, S. M. (Participant)
19 Apr 201820 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 scienceTalk 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

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.

1/01/0630/09/09

Project: Research project