Research output per year
Research output per year
Research output
- 4 Article
Search results
-
2023
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 -
2022
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