Research output per year
Research output per year
Fingerprint
Dive into the research topics where Stefan Michael Thonhauser is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions
Pojer, S. & Thonhauser, S., Mar 2023, In: Methodology and Computing in Applied Probability. 25, 17.Research output: Contribution to journal › Article › peer-review
Open Access -
Time-inconsistent view on a dividend problem with penalty
Strini, J. A. & Thonhauser, S., Mar 2023, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 30 p.Research output: Contribution to journal › Article › peer-review
Open Access -
A mean-field extension of the LIBOR market model
Desmettre, S., Hochgerner, S., Omerovic, S. & Thonhauser, S., 1 Feb 2022, In: International journal of theoretical and applied finance. 25, 1, 35 p., 2250005.Research output: Contribution to journal › Article › peer-review
-
Ruin Probabilities in a Markovian Shot-Noise Environment
Pojer, S. & Thonhauser, S., Nov 2022, (E-pub ahead of print) In: Journal of Applied Probability. 15 p.Research output: Contribution to journal › Article › peer-review
-
On Computations in Renewal Risk Models—Analytical and Statistical Aspects
Strini, J. A. & Thonhauser, S., 4 Mar 2020, In: Risks. 8, 1, 24.Research output: Contribution to journal › Article › peer-review
Open Access
Activities
-
Option pricing and regularity of payoffs
Stefan Michael Thonhauser (Speaker)
21 Jul 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
-
13th International Workshop on Stochastic Models and Control
Stefan Michael Thonhauser (Participant)
14 Mar 2022 → 18 Mar 2022Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
-
Wrocław University of Science and Technology
Stefan Michael Thonhauser (Visitor)
16 Oct 2022 → 20 Oct 2022Activity: Visiting an external academic institution › Research at external institution
-
PDMP based risk models
Stefan Michael Thonhauser (Speaker)
11 Dec 2022Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science
-
Mean field extension of LIBOR market model
Stefan Michael Thonhauser (Speaker)
7 Jul 2021Activity: Talk or presentation › Talk at conference or symposium › Science to science
Prizes
-
2. Gauss Preis 2011 der DAV und DGVFM
Thonhauser, Stefan Michael (Recipient), 27 Apr 2012
Prize: Prizes / Medals / Awards
-
FWF - Risk Modelling - Analysis, Simulation and Optimization
1/07/20 → 30/06/24
Project: Research project
-
-
FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.
1/01/06 → 30/09/09
Project: Research project