PDMP based risk models

Thonhauser, S. M. (Speaker)

Institute of Statistics (5060)

Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science

Description

Talk at Research Seminar of Institute for Statistics and Mathematics

Period	11 Dec 2022
Held at	Wirtschaftsuniversität Wien, Austria
Degree of Recognition	Regional

Fields of Expertise

Information, Communication & Computing

Related content

Publications
Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model
Research output: Contribution to journal › Article › peer-review
Ruin Probabilities in a Markovian Shot-Noise Environment
Research output: Contribution to journal › Article › peer-review

Projects
FWF - Risk Modelling - Analysis, Simulation and Optimization
Project: Research project