Stefan Michael Thonhauser

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

20052019
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Mathematics

Approximation
Approximation Methods
Black-Scholes
Compound Poisson
Compound Poisson Process
Control Function
Control Problem
Costs
Cubature
Diffusion Limit
Directly proportional
Discounting
Discrete-time
Dividend
Existence and Uniqueness
Expected Utility
Geometric Brownian Motion
Gerber-Shiu Function
Horizon
Impulse Control
Insurance
Integro-partial Differential Equations
Limiting
Model
Monte Carlo Integration
Numerical Examples
Numerical Procedure
Objective function
Optimal Investment
Optimal Stochastic Control
Optimal Stopping Problem
Optimal Strategy
Optimality
Penalty Function
Piecewise Deterministic Markov Process
Poisson process
Probability of Ruin
Quasi-Monte Carlo
Reinsurance
Renewal Process
Risk Aversion
Risk Process
Risk Theory
Ruin Probability
Ruin Theory
Smoothing Techniques
Strategy
Strictly positive
Transaction Costs
Value Function

Engineering & Materials Science

Costs
Industry
Insurance
Shareholders

Business & Economics

Compound Poisson
Dividends
Risk model
Ruin