Former Member

Dr. Stefan Thonhauser

< back

Peer Reviewed Journal Publication
  • (2008) Optimal dividend strategies for a risk process under force of interest. Insurance: Mathematics & Economics, Bd. 43, S. 134-149.
  • H. Albrecher, J. Hartinger, S. Thonhauser (2007) Exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. Astin Bulletin.
  • H. Albrecher, S. Thonauser (2007) Discussion of ``On the Merger of Two Companies''.
  • H. Albrecher, S. Thonhauser (2006) Discussion of ``On the Merger of Two Companies''. North American Actuarial Journal, Bd. 11(2), S. 157-159.
  • H. Albrecher, S. Thonhauser (2006) Discussion of "Optimal Dividends in the Compound Poisson Model". North American Actuarial Journal, Bd. 10(3), S. 68-71.
  • S. Thonhauser, H. Albrecher (2006) Dividend maximization under consideration of the time value of ruin. Insurance: Mathematics & Economics, Bd. 41, S. 163-184.

Dissertation
  • Thonhauser, Stefan (2008) Stochastic Control and Analysis of Dividend Problems in Risk Theory. Doktorarbeit, Technisch-Naturwissenschaftliche Fakultät, TU Graz, Graz University of Technology, Graz.

Editorship
  • (2007) Dividend maximization under consideration of the time value of ruin.

Research Report
  • H. Albrecher, S. Thonhauser (2008) Optimal dividend strategies for a risk process under force of interest. Bericht-Nr. 20-2007; Johann Radon Institute for Computational and Applied Mathematics:.

Workingpaper
  • (2008) Some remarks on an impulse control problem in insurance.