Stefan Thonhauser

Available identifiers

zbMath Open thonhauser.stefanWikidataQ102340106 ScholiaQ102340106MaRDI QIDQ487569

List of research outcomes

Publication	Date of Publication	Type
Regularity of a best-of option's payoff	2025-01-17	Paper
Time-inconsistent view on a dividend problem with penalty	2023-09-11	Paper
The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions	2023-07-04	Paper
Ruin probabilities in a Markovian shot-noise environment	2023-05-08	Paper
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	2023-04-06	Paper
A MEAN-FIELD EXTENSION OF THE LIBOR MARKET MODEL	2022-03-29	Paper
“On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006	2022-01-10	Paper
On a dividend problem with random funding	2020-03-06	Paper
Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model	2019-06-17	Paper
Approximation methods for piecewise deterministic Markov processes and their costs	2019-05-10	Paper
Integral Equations, Quasi-Monte Carlo Methods and Risk Modeling	2019-01-22	Paper
An Extremal Problem in Uniform Distribution Theory	2018-03-05	Paper
An optimal reinsurance problem in the Cramér-Lundberg model	2017-08-11	Paper
Distribution functions, extremal limits and optimal transport	2015-12-08	Paper
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion	2015-02-03	Paper
Optimal investment under transaction costs for an insurer	2015-01-22	Paper
Optimal consumption under deterministic income	2014-07-04	Paper
Bayesian Dividend Optimization and Finite Time Ruin Probabilities	2014-06-25	Paper
Randomized observation periods for the compound Poisson risk model: the discounted penalty function	2013-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q4925743	2013-06-12	Paper
Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility	2013-02-11	Paper
Randomized onservation periods for the compound Poisson risk model: dividends	2012-06-11	Paper
Optimal dividend-payout in random discrete time	2011-12-19	Paper
Risk averse asymptotics in a Black--Scholes market on a finite time horizon	2011-09-20	Paper
Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance	2010-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q5505898	2009-01-28	Paper
Optimal dividend strategies for a risk process under force of interest	2008-08-18	Paper
Dividend maximization under consideration of the time value of ruin	2007-07-19	Paper
The Mean Field Market Model Revisited	N/A	Paper

Research outcomes over time

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