Preischl, M.; Thonhauser, S. Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. (English) Zbl 1410.91282 Insur. Math. Econ. 87, 82-91 (2019). MSC: 91B30 93E20 60K10 60J75 PDF BibTeX XML Cite \textit{M. Preischl} and \textit{S. Thonhauser}, Insur. Math. Econ. 87, 82--91 (2019; Zbl 1410.91282) Full Text: DOI
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
Cani, Arian; Thonhauser, Stefan An optimal reinsurance problem in the Cramér-Lundberg model. (English) Zbl 1377.93174 Math. Methods Oper. Res. 85, No. 2, 179-205 (2017). MSC: 93E20 91B30 93A30 60G99 PDF BibTeX XML Cite \textit{A. Cani} and \textit{S. Thonhauser}, Math. Methods Oper. Res. 85, No. 2, 179--205 (2017; Zbl 1377.93174) Full Text: DOI
Baláž, Vladimír; Iacò, Maria Rita; Strauch, Oto; Thonhauser, Stefan; Tichy, Robert F. An extremal problem in uniform distribution theory. (English) Zbl 06846993 Unif. Distrib. Theory 11, No. 2, 1-21 (2016). Reviewer: Jana Fialová (Trnava) MSC: 11K06 49Q20 60E05 60A10 PDF BibTeX XML Cite \textit{V. Baláž} et al., Unif. Distrib. Theory 11, No. 2, 1--21 (2016; Zbl 06846993) Full Text: DOI Link
Iacò, M. R.; Thonhauser, S.; Tichy, R. F. Distribution functions, extremal limits and optimal transport. (English) Zbl 1334.90145 Indag. Math., New Ser. 26, No. 5, 823-841 (2015). Reviewer: Oto Strauch (Bratislava) MSC: 90C27 60E05 90C46 PDF BibTeX XML Cite \textit{M. R. Iacò} et al., Indag. Math., New Ser. 26, No. 5, 823--841 (2015; Zbl 1334.90145) 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
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; 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