Research output per year
Research output per year
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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.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Numerical computation of risk functionals in PDMP risk models
Enzi, L. M. & Thonhauser, S., 2024, Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2022: MCQMC 2022, Linz, Austria. Hinrichs, A., Pillichshammer, F. & Kritzer, P. (eds.). Cham: Springer Nature Switzerland AG, p. 223-240 18 p. (Springer Proceedings in Mathematics and Statistics; vol. 460).Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review
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Regularity of a best-of option's payoff
Nachbagauer, F. & Thonhauser, S., Nov 2024, Problèmes diophantiens : déterminisme, aléa et applications: Panoramas et Synthèses. Societe Mathematique de France, p. 191 215 p.Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review
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Ruin Probabilities in a Markovian Shot-Noise Environment
Pojer, S. & Thonhauser, S., 2023, In: Journal of Applied Probability. 60, 2, p. 542-556 15 p.Research output: Contribution to journal › Article › peer-review
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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., 2023, In: Scandinavian Actuarial Journal. 2023, 8, p. 811-833 23 p.Research output: Contribution to journal › Article › peer-review
Open Access
Activities
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Risk models driven by stochastic jump intensities
Thonhauser, S. M. (Speaker)
15 Jul 2024Activity: Talk or presentation › Talk at conference or symposium › Science to science
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14th International Workshop on Stochastic Models and Control
Thonhauser, S. M. (Organiser), Hasenbichler, M. (Organiser), Enzi, L. M. (Participant) & Neumann, M. (Participant)
27 Feb 2024 → 1 Mar 2024Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
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Kolloquium im Fachbereich Stochastik
Thonhauser, S. M. (Participant) & Hörmann, S. (Participant)
6 May 2024 → 8 May 2024Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
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Aspects of a Mean-Field Market Model
Thonhauser, S. M. (Speaker)
19 Mar 2024Activity: Talk or presentation › Talk at conference or symposium › Science to public
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Zbigniew Palmowski
Thonhauser, S. M. (Host)
18 Sept 2023 → 22 Sept 2023Activity: Hosting a visitor › Hosting a researcher (Inland)
Prizes
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2. Gauss Preis 2011 der DAV und DGVFM
Thonhauser, S. M. (Recipient), 27 Apr 2012
Prize: Prizes / Medals / Awards
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FWF - Risk Modelling - Analysis, Simulation and Optimization
Thonhauser, S. M. (Co-Investigator (CoI)) & Pojer, S. (Co-Investigator (CoI))
1/07/20 → 30/06/25
Project: Research project
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FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P. (Co-Investigator (CoI)), Thonhauser, S. M. (Co-Investigator (CoI)), Kortschak, D. (Co-Investigator (CoI)) & Albrecher, H. (Principal Investigator (PI))
1/01/06 → 30/09/09
Project: Research project
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Ruin Theory
Tichy, R. (Co-Investigator (CoI)) & Thonhauser, S. M. (Co-Investigator (CoI))
1/01/05 → 31/12/24
Project: Research area