Stefan Thonhauser

According to our database, Stefan Thonhauser authored at least 4 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2023

Ruin probabilities in a Markovian shot-noise environment.

Simon Pojer, Stefan Thonhauser

J. Appl. Probab., June, 2023

2017

An optimal reinsurance problem in the Cramér-Lundberg model.

Arian Cani, Stefan Thonhauser

Math. Methods Oper. Res., 2017

2014

Optimal Consumption Under Deterministic Income.

Julia Eisenberg, Peter Grandits, Stefan Thonhauser

J. Optim. Theory Appl., 2014

2011

Risk averse asymptotics in a Black-Scholes market on a finite time horizon.

Peter Grandits, Stefan Thonhauser

Math. Methods Oper. Res., 2011