Concepedia

Stefan Thonhauser

ST

9

Publications

464

Citations

9

H-Index

2006

Active since

Affiliations

University of Lausanne(Current)

Austrian Academy of Sciences

Graz University of Technology

Johann Radon Institute for Computational and Applied Mathematics

University of Hong Kong

Stefan Thonhauser is an author at University of Lausanne specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingInsuranceFinancial EngineeringManagementRisk ManagementFinancial EconomicsOperations Research

Publications per year

2006–2016

9

Publications

9

Randomized observation periods for the compound Poisson risk model: Dividends

Hansjörg Albrecher, Eric C.K. Cheung, Stefan Thonhauser · Astin Bulletin · 2011 · 103 citations · Full text

Randomized observation periods for the compound Poisson risk model: the discounted penalty function

Hansjörg Albrecher, Eric C.K. Cheung, Stefan Thonhauser · Scandinavian Actuarial Journal · 2011 · 98 citations · Full text

Dividend maximization under consideration of the time value of ruin

Stefan Thonhauser, Hansjörg Albrecher · Insurance Mathematics and Economics · 2006 · 76 citations

Payout Policy, Asset Pricing, Dividend Maximization +2

Optimal dividend strategies for a risk process under force of interest

Hansjörg Albrecher, Stefan Thonhauser · Insurance Mathematics and Economics · 2008 · 67 citations

Portfolio Optimization, Asset Pricing, Risk Process +8

Optimal dividend-payout in random discrete time

Hansjörg Albrecher, Nicole Bäuerle, Stefan Thonhauser · Statistics & Risk Modeling · 2011 · 39 citations · Full text

Mathematical Programming, Engineering, Random Discounting +18

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