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
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
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