Strini, Josef Anton; Thonhauser, Stefan On a dividend problem with random funding. (English) Zbl 1433.91146 Eur. Actuar. J. 9, No. 2, 607-633 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{J. A. Strini} and \textit{S. Thonhauser}, Eur. Actuar. J. 9, No. 2, 607--633 (2019; Zbl 1433.91146) Full Text: DOI
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
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
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
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