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Stefan Thonhauser

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Methodology and Computing in Applied Probability|February 14, 2023
The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu FunctionsSimon Pojer, Stefan Thonhauser
European Actuarial Journal|December 7, 2019
On a dividend problem with random fundingJosef Anton Strini, Stefan Thonhauser
European Actuarial Journal|September 15, 2025
The mean field market model revisitedManuel Hasenbichler, Wolfgang Müller, Stefan Thonhauser
Scandinavian Actuarial Journal|May 7, 2019
Approximation methods for piecewise deterministic Markov processes and their costsPeter Kritzer, Gunther Leobacher, Michaela Szölgyenyi, et al.
Pageof 1

Showing results (1-10 of 4) with videos related to

Sort By:
Pageof 1
Methodology and Computing in Applied Probability|February 14, 2023
The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu FunctionsSimon Pojer, Stefan Thonhauser
European Actuarial Journal|December 7, 2019
On a dividend problem with random fundingJosef Anton Strini, Stefan Thonhauser
European Actuarial Journal|September 15, 2025
The mean field market model revisitedManuel Hasenbichler, Wolfgang Müller, Stefan Thonhauser
Scandinavian Actuarial Journal|May 7, 2019
Approximation methods for piecewise deterministic Markov processes and their costsPeter Kritzer, Gunther Leobacher, Michaela Szölgyenyi, et al.
Pageof 1