Research output per year
Research output per year
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Dive into the research topics where Stefan Michael Thonhauser is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Exact asymptotics of ruin probabilities with linear Hawkes arrivals
Palmowski, Z., Pojer, S. & Thonhauser, S., Apr 2025, In: Stochastic Processes and their Applications . 182, 40 p., 104571.Research output: Contribution to journal › Article › peer-review
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Optimal reinsurance in a competitive market
Enzi, L. M. & Thonhauser, S., 23 Oct 2025, In: Mathematical Methods of Operations Research. 102, 1, p. 131-161 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
The Mean Field Market Model Revisited
Hasenbichler, M., Müller, W. & Thonhauser, S., Aug 2025, In: European Actuarial Journal . 15, 2, p. 445–467 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Numerical computation of risk functionals in PDMP risk models
Enzi, L. M. & Thonhauser, S., 2024, Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2022: MCQMC 2022, Linz, Austria. Hinrichs, A., Pillichshammer, F. & Kritzer, P. (eds.). Cham: Springer Nature Switzerland AG, p. 223-240 18 p. (Springer Proceedings in Mathematics and Statistics; vol. 460).Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review
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Regularity of a best-of option's payoff
Nachbagauer, F. & Thonhauser, S., Nov 2024, Problèmes diophantiens : déterminisme, aléa et applications: Panoramas et Synthèses. Societe Mathematique de France, p. 191 215 p.Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review
Activities
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A dynamic Reinsurance Game for classical Surplus Processes
Thonhauser, S. M. (Speaker)
10 Jul 2025Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Herbstakademie der Fakultät für Mathematik, Physik und Geodäsie 2025
Thonhauser, S. M. (Participant), Lammegger, R. (Participant) & Hübl, F. (Participant)
22 Oct 2025Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
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Bedingte Wahrscheinlichkeiten und Paradoxa
Thonhauser, S. M. (Speaker)
22 Oct 2025Activity: Public engagement › Schools engagement
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Fabio Colpo
Thonhauser, S. M. (Host)
4 Dec 2025 → 5 Dec 2025Activity: Hosting a visitor › Hosting a researcher (Inland)
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Kolloquium im Fachbereich Stochastik
Thonhauser, S. M. (Participant) & Hörmann, S. (Participant)
6 May 2024 → 8 May 2024Activity: Participation in or organisation of › Workshop, seminar or course (Participation in/Organisation of)
Prizes
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2. Gauss Preis 2011 der DAV und DGVFM
Thonhauser, S. M. (Recipient), 27 Apr 2012
Prize: Prizes / Medals / Awards
Projects
- 3 Finished
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FWF - Risk Modelling - Analysis, Simulation and Optimization
Thonhauser, S. M. (Project manager on research unit) & Pojer, S. (Attendee / Assistant)
1/07/20 → 30/06/25
Project: Research project
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FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Thonhauser, S. M. (Attendee / Assistant), Mayer, P. (Attendee / Assistant), Kortschak, D. (Attendee / Assistant) & Albrecher, H. (Project manager)
1/01/06 → 30/09/09
Project: Research project
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Ruin Theory
Thonhauser, S. M. (Contact person) & Tichy, R. (Contact person)
1/01/05 → 31/12/24
Project: Research area