Stefan Thonhauser

Management Science and Operations Research · 2007–2013

A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 28 citations into it; #1,833 of 11,946 by trust here, #4,746 by citations
• Demography — 21 citations into it; #429 of 4,236 by trust here, #1,509 by citations
• Finance — 19 citations into it; #3,778 of 10,518 by trust here, #5,938 by citations
• Statistics and Probability — 11 citations into it
• Economics and Econometrics — 9 citations into it; #15,622 of 23,481 by trust here, #22,774 by citations

Whom Stefan Thonhauser trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hanspeter Schmidli
2. Pablo Azcue
3. Christian Hipp
4. Rama Cont
5. Nora Muler
6. Wendell H. Fleming
7. D. Dickson
8. Hansjörg Albrecher *
9. Peter Tankov
10. Michael Vogt

Who trusts Stefan Thonhauser overall

1. Ronnie Loeffen
2. Chuancun Yin
3. Florin Avram
4. Jean-François Renaud
5. Yuzhen Wen
6. Hansjörg Albrecher *
7. Hans U. Gerber
8. Zbigniew Palmowski
9. E. Shiu
10. Martijn Pistorius

Papers from Stefan Thonhauser's perspective

Ordered by how strongly the researchers Stefan Thonhauser trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal investment for insurers
2. On minimizing the ruin probability by investment and reinsurance
3. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
4. Optimal Proportional Reinsurance Policies in a Dynamic Setting
5. Optimal Dynamic XL Reinsurance (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
7. Financial Modelling with Jump Processes
8. Dependent Risk Models with Bivariate Phase-Type Distributions (Journal of Applied Probability)
9. Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
10. The compound Poisson risk model with multiple thresholds

Their papers

• Randomized observation periods for the compound Poisson risk model: the discounted penalty function (2013) — 110 citations
• Dividend maximization under consideration of the time value of ruin (2007) — 88 citations
• Randomized Observation Periods for the Compound Poisson Risk Model: Dividends (2011) — 127 citations
• Optimal dividend strategies for a risk process under force of interest (2008) — 65 citations