The following pages link to Stefan Thonhauser (Q487569):
Displayed 28 items.
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356) (← links)
- Item:Q487569 (redirect page) (← links)
- Distribution functions, extremal limits and optimal transport (Q898076) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- On a dividend problem with random funding (Q2304004) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
- On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion (Q2514486) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- (Q2890529) (← links)
- Optimal dividend-payout in random discrete time (Q3104433) (← links)
- An Extremal Problem in Uniform Distribution Theory (Q4604716) (← links)
- Integral Equations, Quasi-Monte Carlo Methods and Risk Modeling (Q4611840) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
- (Q4925743) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006 (Q5019740) (← links)
- A MEAN-FIELD EXTENSION OF THE LIBOR MARKET MODEL (Q5066297) (← links)
- (Q5505898) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance (Q5852469) (← links)
- Time-inconsistent view on a dividend problem with penalty (Q6096077) (← links)
- Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
- Exact asymptotics of ruin probabilities with linear Hawkes arrivals (Q6432315) (← links)