Edit Profile Hartinger, Jürgen Compute Distance To: Compute Author ID: hartinger.jurgen 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 all top 5 Co-Authors 0 single-authored 5 Albrecher, Hansjörg 4 Tichy, Robert Franz 3 Kainhofer, Reinhold F. 2 Kortschak, Dominik 2 Predota, Martin 2 Ziegler, Volker 1 Thonhauser, Stefan all top 5 Serials 1 SIAM Journal on Numerical Analysis 1 Journal of Complexity 1 Grazer Mathematische Berichte 1 Monte Carlo Methods and Applications 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Integers 1 Scandinavian Actuarial Journal 1 IMA Journal of Management Mathematics 1 ASTIN Bulletin 1 HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) Fields 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Numerical analysis (65-XX) 4 Number theory (11-XX) 2 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications 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 1092.91036Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. 20 2005 On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. Zbl 1243.91059Albrecher, Hansjörg; Hartinger, Jürgen 10 2006 On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Zbl 1158.62071Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan 9 2007 On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092Hartinger, Jürgen; Kortschak, Dominik 7 2009 Quasi-Monte Carlo algorithms for unbounded, weighted integration problems. Zbl 1072.65001Hartinger, Jürgen; Kainhofer, Reinhold F.; Tichy, Robert F. 7 2004 QMC techniques for CAT bond pricing. Zbl 1060.65501Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. 4 2004 Non-uniform low-discrepancy sequence generation and integration of singular integrands. Zbl 1099.65004Hartinger, Jürgen; Kainhofer, Reinhold 3 2006 Pricing Asian options in the hyperbolic model: A fast quasi-Monte Carlo approach. Zbl 1053.91059Hartinger, Jürgen; Predota, Martin 3 2002 Simulation methods for valuing Asian option prices in a hyperbolic asset price model. Zbl 1073.91033Hartinger, Jürgen; Predota, Martin 2 2003 On corner avoidance properties of random-start Halton sequences. Zbl 1142.11058Hartinger, Jürgen; Ziegler, Volker 1 2007 On the corner avoidance properties of various low-discrepancy sequences. Zbl 1087.11050Hartinger, Jürgen; Kainhofer, Reinhold; Ziegler, Volker 1 2005 On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092Hartinger, Jürgen; Kortschak, Dominik 7 2009 On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Zbl 1158.62071Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan 9 2007 On corner avoidance properties of random-start Halton sequences. Zbl 1142.11058Hartinger, Jürgen; Ziegler, Volker 1 2007 On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. Zbl 1243.91059Albrecher, Hansjörg; Hartinger, Jürgen 10 2006 Non-uniform low-discrepancy sequence generation and integration of singular integrands. Zbl 1099.65004Hartinger, 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 1092.91036Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. 20 2005 On the corner avoidance properties of various low-discrepancy sequences. Zbl 1087.11050Hartinger, Jürgen; Kainhofer, Reinhold; Ziegler, Volker 1 2005 Quasi-Monte Carlo algorithms for unbounded, weighted integration problems. Zbl 1072.65001Hartinger, Jürgen; Kainhofer, Reinhold F.; Tichy, Robert F. 7 2004 QMC techniques for CAT bond pricing. Zbl 1060.65501Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. 4 2004 Simulation methods for valuing Asian option prices in a hyperbolic asset price model. Zbl 1073.91033Hartinger, Jürgen; Predota, Martin 2 2003 Pricing Asian options in the hyperbolic model: A fast quasi-Monte Carlo approach. Zbl 1053.91059Hartinger, Jürgen; Predota, Martin 3 2002 all cited Publications top 5 cited Publications all top 5 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 all top 5 Cited in 34 Serials 9 Journal of Computational and Applied Mathematics 7 Insurance Mathematics & Economics 4 Methodology and Computing in Applied Probability 3 Applied Mathematics and Computation 3 Queueing Systems 3 Monte Carlo Methods and Applications 2 Journal of Applied Probability 2 Scandinavian Actuarial Journal 2 Statistics and Computing 1 Advances in Applied Probability 1 Moscow University Mathematics Bulletin 1 Studia Mathematica 1 Theory of Probability and its Applications 1 Acta Arithmetica 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Statistics & Probability Letters 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Applied Mathematics. Series B (English Edition) 1 Computational and Applied Mathematics 1 Abstract and Applied Analysis 1 Acta Mathematica Sinica. English Series 1 Stochastic Models 1 North American Actuarial Journal 1 Journal of Industrial and Management Optimization 1 Journal of the Korean Statistical Society 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 European Actuarial Journal 1 Modern Stochastics. Theory and Applications 1 Cogent Mathematics all top 5 Cited in 18 Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 14 Numerical analysis (65-XX) 13 Statistics (62-XX) 5 Number theory (11-XX) 4 Operations research, mathematical programming (90-XX) 4 Systems theory; control (93-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Convex and discrete geometry (52-XX) 2 Computer science (68-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.