| Optimality results for dividend problems in insurance H Albrecher, S Thonhauser RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009 | 257 | 2009 |
| Randomized observation periods for the compound Poisson risk model: Dividends H Albrecher, ECK Cheung, S Thonhauser ASTIN Bulletin: The Journal of the IAA 41 (2), 645-672, 2011 | 155 | 2011 |
| Dividend maximization under consideration of the time value of ruin S Thonhauser, H Albrecher Insurance: Mathematics and Economics 41 (1), 163-184, 2007 | 121 | 2007 |
| Randomized observation periods for the compound Poisson risk model: the discounted penalty function H Albrecher, ECK Cheung, S Thonhauser Scandinavian Actuarial Journal 2013 (6), 424-452, 2013 | 120 | 2013 |
| Optimal dividend strategies for a risk process under force of interest H Albrecher, S Thonhauser Insurance: Mathematics and Economics 43 (1), 134-149, 2008 | 83 | 2008 |
| Optimal dividend payout in random discrete time H Albrecher, N Bäuerle, S Thonhauser Statistics and Risk Modeling 28 (3), 251-276, 2011 | 54 | 2011 |
| Optimal dividend strategies for a compound Poisson process under transaction costs and power utility S Thonhauser, H Albrecher Stochastic Models 27 (1), 120-140, 2011 | 45 | 2011 |
| On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model H Albrecher, J Hartinger, S Thonhauser ASTIN Bulletin: The Journal of the IAA 37 (2), 203-233, 2007 | 43 | 2007 |
| On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion G Leobacher, M Szölgyenyi, S Thonhauser | 34 | 2015 |
| An optimal reinsurance problem in the Cramér–Lundberg model A Cani, S Thonhauser Mathematical methods of operations research 85 (2), 179-205, 2017 | 19 | 2017 |
| Bayesian dividend optimization and finite time ruin probabilities G Leobacher, M Szölgyenyi, S Thonhauser Stochastic Models 30 (2), 216-249, 2014 | 16 | 2014 |
| On optimal dividend strategies in insurance with a random time horizon H Albrecher, S Thonhauser Advances in Statistics, Probability and Actuarial Science 1, 157-180, 2012 | 15 | 2012 |
| Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model M Preischl, S Thonhauser Insurance: Mathematics and Economics 87, 82-91, 2019 | 12 | 2019 |
| Approximation methods for piecewise deterministic Markov processes and their costs P Kritzer, G Leobacher, M Szölgyenyi, S Thonhauser Scandinavian actuarial journal 2019 (4), 308-335, 2019 | 12 | 2019 |
| Integral equations, quasi-Monte Carlo methods and risk modeling M Preischl, S Thonhauser, RF Tichy Contemporary Computational Mathematics-A Celebration of the 80th Birthday of …, 2018 | 8 | 2018 |
| Optimal consumption under deterministic income J Eisenberg, P Grandits, S Thonhauser Journal of Optimization Theory and Applications 160 (1), 255-279, 2014 | 8 | 2014 |
| Distribution functions, extremal limits and optimal transport MR Iacò, S Thonhauser, RF Tichy Indagationes Mathematicae 26 (5), 823-841, 2015 | 7 | 2015 |
| Ruin probabilities in a Markovian shot-noise environment S Pojer, S Thonhauser Journal of Applied Probability 60 (2), 542-556, 2023 | 6 | 2023 |
| Time-inconsistent view on a dividend problem with penalty JA Strini, S Thonhauser Scandinavian Actuarial Journal 2023 (8), 811-833, 2023 | 5 | 2023 |
| On a dividend problem with random funding JA Strini, S Thonhauser European actuarial journal 9 (2), 607-633, 2019 | 5 | 2019 |
