Stefan Thonhauser

Identifiers

No identifiers captured yet.

Papers (7)

1. On a dividend problem with random funding q-fin.PM · 2019 · author #2
2. Optimal Reinsurance for Gerber-Shiu Functions in the Cramer-Lundberg Model math.OC · 2018 · author #2
3. Approximation methods for piecewise deterministic Markov processes and their costs math.PR · 2017 · author #4
4. Integral equations, quasi-Monte Carlo methods and risk modelling math.PR · 2017 · author #2
5. Bayesian Dividend Optimization and Finite Time Ruin Probabilities q-fin.MF · 2016 · author #3
6. An extremal problem in uniform distribution theory math.OC · 2015 · author #4
7. Distribution functions, extremal limits and optimal transport math.OC · 2015 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors

• Robert F. Tichy 3 shared papers
• Gunther Leobacher 2 shared papers
• Maria Rita Iac\`o 2 shared papers
• Michaela Sz\"olgyenyi 2 shared papers
• Michael Preischl 2 shared papers
• Josef Anton Strini 1 shared papers
• Oto Strauch 1 shared papers
• Peter Kritzer 1 shared papers
• Vladimir Bal\'a\v{z} 1 shared papers