Kritzer, Peter; Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Approximation methods for piecewise deterministic Markov processes and their costs. (English) Zbl 1411.91294 Scand. Actuar. J. 2019, No. 4, 308-335 (2019). MSC: 91B30 60J25 91G60 65C05 PDF BibTeX XML Cite \textit{P. Kritzer} et al., Scand. Actuar. J. 2019, No. 4, 308--335 (2019; Zbl 1411.91294) Full Text: DOI
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion. (English) Zbl 1308.65013 Electron. Commun. Probab. 20, Paper No. 6, 14 p. (2015). MSC: 65C30 60H10 PDF BibTeX XML Cite \textit{G. Leobacher} et al., Electron. Commun. Probab. 20, Paper No. 6, 14 p. (2015; Zbl 1308.65013) Full Text: DOI arXiv
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Bayesian dividend optimization and finite time ruin probabilities. (English) Zbl 1292.91182 Stoch. Models 30, No. 2, 216-249 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G50 91B30 60J70 49L20 93E11 93E20 91G60 PDF BibTeX XML Cite \textit{G. Leobacher} et al., Stoch. Models 30, No. 2, 216--249 (2014; Zbl 1292.91182) Full Text: DOI