Stefan Michael Thonhauser

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

20052019
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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