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Hartinger, Jürgen

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Author ID: hartinger.jurgen Recent zbMATH articles by "Hartinger, Jürgen"
Published as: Hartinger, Jürgen
Homepage: http://www.ricam.oeaw.ac.at/people/page.cgi?firstn=J%FCrgen;lastn=Hartinger
External Links: MGP · Wikidata
Documents Indexed: 13 Publications since 2002

Publications by Year

Citations contained in zbMATH

11 Publications have been cited 67 times in 61 Documents Cited by Year
On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. Zbl 1092.91036
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F.
20
2005
On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. Zbl 1243.91059
Albrecher, Hansjörg; Hartinger, Jürgen
10
2006
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Zbl 1158.62071
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan
9
2007
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092
Hartinger, Jürgen; Kortschak, Dominik
7
2009
Quasi-Monte Carlo algorithms for unbounded, weighted integration problems. Zbl 1072.65001
Hartinger, Jürgen; Kainhofer, Reinhold F.; Tichy, Robert F.
7
2004
QMC techniques for CAT bond pricing. Zbl 1060.65501
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F.
4
2004
Non-uniform low-discrepancy sequence generation and integration of singular integrands. Zbl 1099.65004
Hartinger, Jürgen; Kainhofer, Reinhold
3
2006
Pricing Asian options in the hyperbolic model: A fast quasi-Monte Carlo approach. Zbl 1053.91059
Hartinger, Jürgen; Predota, Martin
3
2002
Simulation methods for valuing Asian option prices in a hyperbolic asset price model. Zbl 1073.91033
Hartinger, Jürgen; Predota, Martin
2
2003
On corner avoidance properties of random-start Halton sequences. Zbl 1142.11058
Hartinger, Jürgen; Ziegler, Volker
1
2007
On the corner avoidance properties of various low-discrepancy sequences. Zbl 1087.11050
Hartinger, Jürgen; Kainhofer, Reinhold; Ziegler, Volker
1
2005
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092
Hartinger, Jürgen; Kortschak, Dominik
7
2009
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Zbl 1158.62071
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan
9
2007
On corner avoidance properties of random-start Halton sequences. Zbl 1142.11058
Hartinger, Jürgen; Ziegler, Volker
1
2007
On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. Zbl 1243.91059
Albrecher, Hansjörg; Hartinger, Jürgen
10
2006
Non-uniform low-discrepancy sequence generation and integration of singular integrands. Zbl 1099.65004
Hartinger, Jürgen; Kainhofer, Reinhold
3
2006
On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. Zbl 1092.91036
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F.
20
2005
On the corner avoidance properties of various low-discrepancy sequences. Zbl 1087.11050
Hartinger, Jürgen; Kainhofer, Reinhold; Ziegler, Volker
1
2005
Quasi-Monte Carlo algorithms for unbounded, weighted integration problems. Zbl 1072.65001
Hartinger, Jürgen; Kainhofer, Reinhold F.; Tichy, Robert F.
7
2004
QMC techniques for CAT bond pricing. Zbl 1060.65501
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F.
4
2004
Simulation methods for valuing Asian option prices in a hyperbolic asset price model. Zbl 1073.91033
Hartinger, Jürgen; Predota, Martin
2
2003
Pricing Asian options in the hyperbolic model: A fast quasi-Monte Carlo approach. Zbl 1053.91059
Hartinger, Jürgen; Predota, Martin
3
2002
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Cited by 115 Authors

4 Hu, Yijun
3 Zhang, Zhimin
2 Albrecher, Hansjörg
2 Asmussen, Søren
2 Baake, Michael
2 Bai, Lihua
2 Dick, Josef
2 Grimm, Uwe
2 Kortschak, Dominik
2 Landriault, David
2 Lin, X. Sheldon
2 Liu, Donghai
2 Liu, Zaiming
2 Tan, Jiyang
2 Xie, Jiehua
2 Yang, Hu
2 Zou, Wei
1 Aistleitner, Christoph
1 Alouini, Mohamed-Slim
1 Avram, Florin
1 Badescu, Andrei L.
1 Baldeaux, Jan
1 Bao, Zhenhua
1 Ben Rached, Nadhir
1 Benkhelifa, Fatma
1 Cambou, Mathieu
1 Chen, Ping
1 Cheng, Yangjin
1 Claramunt, M. Mercè
1 Cools, Ronald
1 Cossette, Hélène
1 Dingeç, Kemal Dinçer
1 Drekic, Steve
1 Gao, Jianwei
1 Gerstner, Thomas
1 Ghamami, Samim
1 Griebel, Michael
1 Guo, Junyi
1 Han, Weiguo
1 Han, Xiao
1 Hartinger, Jürgen
1 Hofer, Markus
1 Hofert, Marius
1 Holtz, Markus
1 Hörmann, Wolfgang
1 Hürlimann, Werner
1 Jin, Can
1 Juneja, Sandeep
1 Kammoun, Abla
1 Lemieux, Christiane
1 Li, Manman
1 Li, Shuanming
1 Li, Ziqiang
1 Liu, Guoxin
1 Liu, Shaoyue
1 Liu, Yuying
1 Liu, Zhang
1 Liu, Zhaoyang
1 Löpker, Andreas H.
1 Lü, Zhaoyang
1 Ma, Jin
1 Marceau, Étienne
1 Mármol, Maite
1 Marri, Fouad
1 Minca, Andreea
1 Ming, Ruixing
1 Muromskaya, Anastasia A.
1 Nguyen, Nguyet Thanh
1 Nguyen, Quang Huy
1 Niemiro, Wojciech
1 Nowak, Piotr Stanislaw
1 Ökten, Giray
1 Pantelous, Athanasios A.
1 Papaioannou, Apostolos D.
1 Pavlova, Kristina P.
1 Peng, Dan
1 Perry, David
1 Pokarowski, Piotr
1 Predota, Martin
1 Priebe Frank, Natalie
1 Ragulina, Olena
1 Ramaswami, Vaidyanathan
1 Robert, Christian Yann
1 Robinson, E. Arthur jun.
1 Rojas-Nandayapa, Leonardo
1 Romaniuk, Maciej
1 Ross, Sheldon Mark
1 Schoutens, Wim
1 Sendova, Kristina P.
1 Shao, Jia
1 Shiraishi, Hiroshi
1 Sinescu, Vasile
1 Sun, Decai
1 Tempone, Raúl F.
1 Tian, Linlin
1 Vandewoestyne, Bart
1 Wang, Wei
1 Wang, Wenyuan
1 Wu, Xiu
1 Wu, Xueyuan
...and 15 more Authors

Citations by Year

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