Optimality results for dividend problems in insurance H Albrecher, S Thonhauser RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009 | 231 | 2009 |
Randomized observation periods for the compound Poisson risk model: Dividends H Albrecher, ECK Cheung, S Thonhauser ASTIN Bulletin: The Journal of the IAA 41 (2), 645-672, 2011 | 137 | 2011 |
Dividend maximization under consideration of the time value of ruin S Thonhauser, H Albrecher Insurance: Mathematics and Economics 41 (1), 163-184, 2007 | 109 | 2007 |
Randomized observation periods for the compound Poisson risk model: the discounted penalty function H Albrecher, ECK Cheung, S Thonhauser Scandinavian Actuarial Journal 2013 (6), 424-452, 2013 | 105 | 2013 |
Optimal dividend strategies for a risk process under force of interest H Albrecher, S Thonhauser Insurance: Mathematics and Economics 43 (1), 134-149, 2008 | 76 | 2008 |
Optimal dividend-payout in random discrete time H Albrecher, N Bäuerle, S Thonhauser Statistics & Risk Modeling 28 (3), 251-276, 2011 | 45 | 2011 |
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model H Albrecher, J Hartinger, S Thonhauser ASTIN Bulletin: The Journal of the IAA 37 (2), 203-233, 2007 | 42 | 2007 |
Optimal dividend strategies for a compound Poisson process under transaction costs and power utility S Thonhauser, H Albrecher Stochastic Models 27 (1), 120-140, 2011 | 38 | 2011 |
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion G Leobacher, M Szölgyenyi, S Thonhauser | 29 | 2015 |
Bayesian dividend optimization and finite time ruin probabilities G Leobacher, M Szölgyenyi, S Thonhauser Stochastic Models 30 (2), 216-249, 2014 | 15 | 2014 |
An optimal reinsurance problem in the Cramér–Lundberg model A Cani, S Thonhauser Mathematical methods of operations research 85, 179-205, 2017 | 14 | 2017 |
On optimal dividend strategies in insurance with a random time horizon H Albrecher, S Thonhauser Stochastic processes, finance and control: A festschrift in honor of Robert …, 2012 | 12 | 2012 |
Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model M Preischl, S Thonhauser Insurance: Mathematics and Economics 87, 82-91, 2019 | 8 | 2019 |
Optimal consumption under deterministic income J Eisenberg, P Grandits, S Thonhauser Journal of optimization theory and applications 160, 255-279, 2014 | 8 | 2014 |
Approximation methods for piecewise deterministic Markov processes and their costs P Kritzer, G Leobacher, M Szölgyenyi, S Thonhauser Scandinavian Actuarial Journal 2019 (4), 308-335, 2019 | 7 | 2019 |
Integral equations, quasi-Monte Carlo methods and risk modeling M Preischl, S Thonhauser, RF Tichy Contemporary Computational Mathematics-A Celebration of the 80th Birthday of …, 2018 | 5 | 2018 |
Distribution functions, extremal limits and optimal transport MR Iacò, S Thonhauser, RF Tichy Indagationes Mathematicae 26 (5), 823-841, 2015 | 5 | 2015 |
Ruin probabilities in a Markovian shot-noise environment S Pojer, S Thonhauser Journal of Applied Probability 60 (2), 542-556, 2023 | 4 | 2023 |
An extremal problem in uniform distribution theory SM Thonhauser, R Tichy, MR Iaco, O Strauch, V Balaz Uniform Distribution Theory 11 (2), 2016 | 4* | 2016 |
On Computations in Renewal Risk Models—Analytical and Statistical Aspects JA Strini, S Thonhauser Risks 8 (1), 24, 2020 | 3 | 2020 |