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Author ID: thonhauser.stefan Recent zbMATH articles by "Thonhauser, Stefan"
Published as: Thonhauser, Stefan; Thonhauser, S.
External Links: MGP
Documents Indexed: 23 Publications since 2007
Co-Authors: 19 Co-Authors with 22 Joint Publications
346 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 337 times in 230 Documents Cited by Year
Optimality results for dividend problems in insurance. Zbl 1187.93138
Albrecher, Hansjörg; Thonhauser, Stefan
79
2009
Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
62
2011
Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
46
2013
Dividend maximization under consideration of the time value of ruin. Zbl 1119.91047
Thonhauser, Stefan; Albrecher, Hansjörg
39
2007
Optimal dividend strategies for a risk process under force of interest. Zbl 1140.91371
Albrecher, Hansjörg; Thonhauser, Stefan
27
2008
Optimal dividend-payout in random discrete time. Zbl 1233.91139
Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan
21
2011
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Zbl 1158.62071
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan
14
2007
Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. Zbl 1262.91096
Thonhauser, Stefan; Albrecher, Hansjörg
14
2011
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion. Zbl 1308.65013
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan
9
2015
On optimal dividend strategies in insurance with an random time horizon. Zbl 1287.91088
Albrecher, Hansjörg; Thonhauser, Stefan
6
2012
Bayesian dividend optimization and finite time ruin probabilities. Zbl 1292.91182
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan
5
2014
Distribution functions, extremal limits and optimal transport. Zbl 1334.90145
Iacò, M. R.; Thonhauser, S.; Tichy, R. F.
3
2015
An optimal reinsurance problem in the Cramér-Lundberg model. Zbl 1377.93174
Cani, Arian; Thonhauser, Stefan
3
2017
Optimal investment under transaction costs for an insurer. Zbl 1303.91161
Thonhauser, Stefan
3
2013
Optimal consumption under deterministic income. Zbl 1305.49034
Eisenberg, Julia; Grandits, Peter; Thonhauser, Stefan
3
2014
An extremal problem in uniform distribution theory. Zbl 1456.11133
Baláž, Vladimír; Iacò, Maria Rita; Strauch, Oto; Thonhauser, Stefan; Tichy, Robert F.
1
2016
Approximation methods for piecewise deterministic Markov processes and their costs. Zbl 1411.91294
Kritzer, Peter; Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan
1
2019
Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. Zbl 1410.91282
Preischl, M.; Thonhauser, S.
1
2019
Approximation methods for piecewise deterministic Markov processes and their costs. Zbl 1411.91294
Kritzer, Peter; Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan
1
2019
Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. Zbl 1410.91282
Preischl, M.; Thonhauser, S.
1
2019
An optimal reinsurance problem in the Cramér-Lundberg model. Zbl 1377.93174
Cani, Arian; Thonhauser, Stefan
3
2017
An extremal problem in uniform distribution theory. Zbl 1456.11133
Baláž, Vladimír; Iacò, Maria Rita; Strauch, Oto; Thonhauser, Stefan; Tichy, Robert F.
1
2016
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion. Zbl 1308.65013
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan
9
2015
Distribution functions, extremal limits and optimal transport. Zbl 1334.90145
Iacò, M. R.; Thonhauser, S.; Tichy, R. F.
3
2015
Bayesian dividend optimization and finite time ruin probabilities. Zbl 1292.91182
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan
5
2014
Optimal consumption under deterministic income. Zbl 1305.49034
Eisenberg, Julia; Grandits, Peter; Thonhauser, Stefan
3
2014
Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
46
2013
Optimal investment under transaction costs for an insurer. Zbl 1303.91161
Thonhauser, Stefan
3
2013
On optimal dividend strategies in insurance with an random time horizon. Zbl 1287.91088
Albrecher, Hansjörg; Thonhauser, Stefan
6
2012
Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
62
2011
Optimal dividend-payout in random discrete time. Zbl 1233.91139
Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan
21
2011
Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. Zbl 1262.91096
Thonhauser, Stefan; Albrecher, Hansjörg
14
2011
Optimality results for dividend problems in insurance. Zbl 1187.93138
Albrecher, Hansjörg; Thonhauser, Stefan
79
2009
Optimal dividend strategies for a risk process under force of interest. Zbl 1140.91371
Albrecher, Hansjörg; Thonhauser, Stefan
27
2008
Dividend maximization under consideration of the time value of ruin. Zbl 1119.91047
Thonhauser, Stefan; Albrecher, Hansjörg
39
2007
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Zbl 1158.62071
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan
14
2007
all top 5

Cited by 281 Authors

13 Albrecher, Hansjörg
12 Zhang, Zhimin
11 Yang, Hailiang
10 Avanzi, Benjamin
10 Cheung, Eric C. K.
9 Wong, Bernard
8 Szölgyenyi, Michaela
8 Thonhauser, Stefan
8 Yamazaki, Kazutoshi
8 Yin, Chuancun
7 Azcue, Pablo
7 Muler, Nora E.
6 Eisenberg, Julia
6 Pérez Garmendia, Jose Luis
6 Wang, Rongming
6 Wang, Wenyuan
6 Yuen, Kam Chuen
5 Bäuerle, Nicole
5 Dong, Hua
5 Palmowski, Zbigniew
5 Yang, Xiangqun
5 Yao, Dingjun
5 Young, Virginia R.
5 Zhou, Xiaowen
5 Zhu, Jinxia
4 Avram, Florin
4 Bai, Lihua
4 Chen, Ping
4 Gerber, Hans U.
4 Jin, Zhuo
4 Li, Bin
4 Shiu, Elias S. W.
4 Tan, Jiyang
4 Wong, Jeff T. Y.
4 Zhao, Yongxia
3 Chen, Shumin
3 Chen, Xu
3 Guo, Junyi
3 Hu, Yijun
3 Ivanovs, Jevgeņijs
3 Junca, Mauricio
3 Landriault, David
3 Lau, Hayden
3 Leobacher, Gunther
3 Li, Ziqiang
3 Liu, Chaolin
3 Liu, Guoxin
3 Preischl, Michael
3 Renaud, Jean-François
3 Tu, Vincent
3 Xu, Ran
3 Zeng, Yan
3 Zou, Bin
2 Abdelghani, Mohamed N.
2 Boxma, Onno Johan
2 Chen, Mi
2 Chen, Zhenlong
2 Czarna, Irmina
2 Durante, Fabrizio
2 Grandits, Peter
2 Hernández, Camilo
2 Jaśkiewicz, Anna
2 Li, Zhongfei
2 Liang, Xiaoqing
2 Liang, Zhibin
2 Lindensjö, Kristoffer
2 Liu, Wei
2 Liu, Xiao
2 Liu, Zhaoyang
2 Loeffen, Ronnie L.
2 Ma, Jin
2 Melnikov, Aleksander Viktorovich
2 Moreno-Franco, Harold A.
2 Muromskaya, Anastasia A.
2 Neuenkirch, Andreas
2 Noba, Kei
2 Przybyłowicz, Paweł
2 Schmidli, Hanspeter
2 Steffensen, Mogens
2 Tian, Linlin
2 Wang, Wei
2 Wei, Jiaqin
2 Wen, Yuzhen
2 Wu, Xueyuan
2 Xie, Jiayi
2 Xu, Di
2 Xu, Lin
2 Yaegashi, Yuta
2 Yano, Kouji
2 Yin, George Gang
2 Yoshioka, Hidekazu
2 Zhang, Chunsheng
2 Zhang, Lili
2 Zhou, Ming
1 Araujo-Acuna, José Carlos
1 Asimit, Alexandru V.
1 Aurzada, Frank
1 Badescu, Alexandru M.
1 Badía, Francisco German
1 Bai, Yizhou
...and 181 more Authors
all top 5

Cited in 76 Serials

46 Insurance Mathematics & Economics
14 Scandinavian Actuarial Journal
10 Journal of Industrial and Management Optimization
9 European Actuarial Journal
8 Journal of Computational and Applied Mathematics
7 Journal of Applied Probability
7 Journal of Optimization Theory and Applications
6 Advances in Applied Probability
6 Statistics & Probability Letters
6 ASTIN Bulletin
5 Stochastic Processes and their Applications
4 Applied Mathematics and Computation
4 Communications in Statistics. Theory and Methods
4 European Journal of Operational Research
4 Methodology and Computing in Applied Probability
4 North American Actuarial Journal
3 SIAM Journal on Control and Optimization
3 Acta Mathematicae Applicatae Sinica. English Series
3 Mathematical Methods of Operations Research
3 Journal of Systems Science and Complexity
3 Advances in Difference Equations
3 Frontiers of Mathematics in China
3 Statistics & Risk Modeling
2 Applied Mathematics and Optimization
2 Mathematics of Operations Research
2 Bulletin of the Iranian Mathematical Society
2 Mathematical and Computer Modelling
2 The Annals of Applied Probability
2 Communications in Statistics. Simulation and Computation
2 Probability in the Engineering and Informational Sciences
2 Stochastic Models
2 SIAM Journal on Financial Mathematics
1 Computers & Mathematics with Applications
1 Moscow University Mathematics Bulletin
1 Periodica Mathematica Hungarica
1 BIT
1 Fuzzy Sets and Systems
1 Mathematics and Computers in Simulation
1 Numerische Mathematik
1 SIAM Journal on Numerical Analysis
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Sequential Analysis
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Queueing Systems
1 Annals of Operations Research
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Indagationes Mathematicae. New Series
1 Cybernetics and Systems Analysis
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 Bernoulli
1 Finance and Stochastics
1 Mathematical Finance
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 International Journal of Theoretical and Applied Finance
1 Acta Mathematica Sinica. English Series
1 CEJOR. Central European Journal of Operations Research
1 The ANZIAM Journal
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of Applied Mathematics and Computing
1 Stochastics
1 Journal of the Korean Statistical Society
1 Journal of Biological Dynamics
1 Uniform Distribution Theory
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Science China. Mathematics
1 Statistics and Computing
1 Mathematical Control and Related Fields
1 Dependence Modeling
1 Journal of Function Spaces
1 Modern Stochastics. Theory and Applications
1 Cogent Mathematics
1 AIMS Mathematics

Citations by Year