Stefan Thonhauser

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 2

Top Topics

Noisy Environments

Probability Distribution

Noise Reduction

Top Venues

J. Appl. Probab.

J. Optim. Theory Appl.

Math. Methods Oper. Res.

Publications

Simon Pojer, Stefan Thonhauser
Ruin probabilities in a Markovian shot-noise environment. J. Appl. Probab. 60 (2) (2023)
Arian Cani, Stefan Thonhauser
An optimal reinsurance problem in the Cramér-Lundberg model. Math. Methods Oper. Res. 85 (2) (2017)
Julia Eisenberg, Peter Grandits, Stefan Thonhauser
Optimal Consumption Under Deterministic Income. J. Optim. Theory Appl. 160 (1) (2014)
Peter Grandits, Stefan Thonhauser
Risk averse asymptotics in a Black-Scholes market on a finite time horizon. Math. Methods Oper. Res. 74 (1) (2011)