Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI
Albrecher, Hansjörg; Thonhauser, Stefan On optimal dividend strategies in insurance with an random time horizon. (English) Zbl 1287.91088 Cohen, Samuel N. (ed.) et al., Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. Hackensack, NJ: World Scientific (ISBN 978-981-4383-30-1/hbk). Advances in Statistics, Probability and Actuarial Science 1, 157-179 (2012). Reviewer: C. L. Parihar (Indore) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Thonhauser}, Adv. Stat. Probab. Actuar. Sci. 1, 157--179 (2012; Zbl 1287.91088)
Thonhauser, Stefan; Albrecher, Hansjörg Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. (English) Zbl 1262.91096 Stoch. Models 27, No. 1, 120-140 (2011). MSC: 91B30 60K10 49N25 PDF BibTeX XML Cite \textit{S. Thonhauser} and \textit{H. Albrecher}, Stoch. Models 27, No. 1, 120--140 (2011; Zbl 1262.91096) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized onservation periods for the compound Poisson risk model: dividends. (English) Zbl 1239.91072 Astin Bull. 41, No. 2, 645-672 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., ASTIN Bull. 41, No. 2, 645--672 (2011; Zbl 1239.91072) Full Text: DOI
Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan Optimal dividend-payout in random discrete time. (English) Zbl 1233.91139 Stat. Risk. Model. 28, No. 3, 251-276 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 93E20 60K10 60J05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Stat. Risk. Model. 28, No. 3, 251--276 (2011; Zbl 1233.91139) Full Text: DOI
Albrecher, Hansjörg; Thonhauser, Stefan Optimality results for dividend problems in insurance. (English) Zbl 1187.93138 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 295-320 (2009). MSC: 93E20 62P05 91B30 60J25 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Thonhauser}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 295--320 (2009; Zbl 1187.93138) Full Text: DOI EuDML
Albrecher, Hansjörg; Thonhauser, Stefan Optimal dividend strategies for a risk process under force of interest. (English) Zbl 1140.91371 Insur. Math. Econ. 43, No. 1, 134-149 (2008). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Thonhauser}, Insur. Math. Econ. 43, No. 1, 134--149 (2008; Zbl 1140.91371) Full Text: DOI
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. (English) Zbl 1158.62071 Astin Bull. 37, No. 2, 203-233 (2007). MSC: 62P05 91B28 60K10 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., ASTIN Bull. 37, No. 2, 203--233 (2007; Zbl 1158.62071) Full Text: DOI
Thonhauser, Stefan; Albrecher, Hansjörg Dividend maximization under consideration of the time value of ruin. (English) Zbl 1119.91047 Insur. Math. Econ. 41, No. 1, 163-184 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Thonhauser} and \textit{H. Albrecher}, Insur. Math. Econ. 41, No. 1, 163--184 (2007; Zbl 1119.91047) Full Text: DOI