# Fingerprint 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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### Mathematics

Dividend

Transaction Costs

Insurance

Compound Poisson

Risk Theory

Optimal Investment

Penalty Function

Piecewise Deterministic Markov Process

Gerber-Shiu Function

Reinsurance

Compound Poisson Process

Black-Scholes

Impulse Control

Discrete-time

Optimal Strategy

Model

Approximation Methods

Numerical Examples

Probability of Ruin

Horizon

Optimality

Risk Process

Smoothing Techniques

Renewal Process

Objective function

Expected Utility

Optimal Stochastic Control

Poisson process

Ruin Probability

Control Function

Strictly positive

Costs

Numerical Procedure

Approximation

Ruin Theory

Limiting

Directly proportional

Integro-partial Differential Equations

Value Function

Cubature

Monte Carlo Integration

Diffusion Limit

Quasi-Monte Carlo

Geometric Brownian Motion

Control Problem

Optimal Stopping Problem

Discounting

Strategy

Existence and Uniqueness

Risk Aversion

### Engineering & Materials Science

Insurance

Shareholders

Costs

Industry

### Business & Economics

Dividends

Risk model

Compound Poisson

Ruin