pith. sign in

Stefan Thonhauser

Identifiers

  • name variant Stefan Thonhauser 0.60 · backfill

Papers (7)

  1. On a dividend problem with random funding q-fin.PM · 2019 · author #2
  2. Optimal Reinsurance for Gerber-Shiu Functions in the Cramer-Lundberg Model math.OC · 2018 · author #2
  3. Approximation methods for piecewise deterministic Markov processes and their costs math.PR · 2017 · author #4
  4. Integral equations, quasi-Monte Carlo methods and risk modelling math.PR · 2017 · author #2
  5. Bayesian Dividend Optimization and Finite Time Ruin Probabilities q-fin.MF · 2016 · author #3
  6. An extremal problem in uniform distribution theory math.OC · 2015 · author #4
  7. Distribution functions, extremal limits and optimal transport math.OC · 2015 · author #2

Mentions

  • 1503.03980 #4 · backfill · confidence 0.70 Stefan Thonhauser
  • 1502.06839 #2 · backfill · confidence 0.70 Stefan Thonhauser

Frequent Coauthors