Stefan Thonhauser

685 total citations
20 papers, 429 citations indexed

About

Stefan Thonhauser is a scholar working on Management Science and Operations Research, Demography and Finance. According to data from OpenAlex, Stefan Thonhauser has authored 20 papers receiving a total of 429 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Management Science and Operations Research, 11 papers in Demography and 10 papers in Finance. Recurrent topics in Stefan Thonhauser's work include Probability and Risk Models (17 papers), Insurance, Mortality, Demography, Risk Management (11 papers) and Stochastic processes and financial applications (9 papers). Stefan Thonhauser is often cited by papers focused on Probability and Risk Models (17 papers), Insurance, Mortality, Demography, Risk Management (11 papers) and Stochastic processes and financial applications (9 papers). Stefan Thonhauser collaborates with scholars based in Austria, Switzerland and Hong Kong. Stefan Thonhauser's co-authors include Hansjörg Albrecher, Eric C.K. Cheung, Nicole Bäuerle, Peter Kritzer, Gunther Leobacher and Peter Grandits and has published in prestigious journals such as Journal of Optimization Theory and Applications, Journal of Applied Probability and Insurance Mathematics and Economics.

In The Last Decade

Stefan Thonhauser

20 papers receiving 411 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Stefan Thonhauser Austria 9 401 311 208 118 97 20 429
Bjarne Højgaard Denmark 9 385 1.0× 357 1.1× 263 1.3× 218 1.8× 56 0.6× 13 525
Harri Nyrhinen Finland 9 362 0.9× 207 0.7× 217 1.0× 81 0.7× 91 0.9× 22 410
Rongming Wang China 13 349 0.9× 328 1.1× 254 1.2× 219 1.9× 53 0.5× 58 491
Bernard Wong Australia 12 301 0.8× 215 0.7× 249 1.2× 149 1.3× 75 0.8× 44 435
Jae‐Kyung Woo Australia 11 403 1.0× 243 0.8× 190 0.9× 93 0.8× 204 2.1× 38 450
Alfredo D. Egı́dio dos Reis Portugal 10 301 0.8× 225 0.7× 127 0.6× 87 0.7× 109 1.1× 24 323
Masahiko Egami Japan 10 187 0.5× 124 0.4× 237 1.1× 130 1.1× 22 0.2× 34 341
J. Haezendonck Belgium 10 331 0.8× 209 0.7× 220 1.1× 199 1.7× 62 0.6× 18 451
Manuel Morales Canada 9 217 0.5× 137 0.4× 187 0.9× 71 0.6× 67 0.7× 23 294
Ronnie Loeffen United Kingdom 10 418 1.0× 270 0.9× 297 1.4× 121 1.0× 45 0.5× 14 464

Countries citing papers authored by Stefan Thonhauser

Since Specialization
Citations

This map shows the geographic impact of Stefan Thonhauser's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stefan Thonhauser with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stefan Thonhauser more than expected).

Fields of papers citing papers by Stefan Thonhauser

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stefan Thonhauser. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stefan Thonhauser. The network helps show where Stefan Thonhauser may publish in the future.

Co-authorship network of co-authors of Stefan Thonhauser

This figure shows the co-authorship network connecting the top 25 collaborators of Stefan Thonhauser. A scholar is included among the top collaborators of Stefan Thonhauser based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stefan Thonhauser. Stefan Thonhauser is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Thonhauser, Stefan, et al.. (2023). The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions. Methodology And Computing In Applied Probability. 25(1). 17–17. 1 indexed citations
2.
Thonhauser, Stefan, et al.. (2023). Time-inconsistent view on a dividend problem with penalty. Scandinavian Actuarial Journal. 2023(8). 811–833. 1 indexed citations
3.
Thonhauser, Stefan, et al.. (2022). Ruin probabilities in a Markovian shot-noise environment. Journal of Applied Probability. 60(2). 542–556. 2 indexed citations
4.
Thonhauser, Stefan, et al.. (2020). On Computations in Renewal Risk Models—Analytical and Statistical Aspects. Risks. 8(1). 24–24. 3 indexed citations
5.
Thonhauser, Stefan, et al.. (2019). Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model. Insurance Mathematics and Economics. 87. 82–91. 6 indexed citations
6.
Kritzer, Peter, et al.. (2019). Approximation methods for piecewise deterministic Markov processes and their costs. Scandinavian Actuarial Journal. 2019(4). 308–335. 5 indexed citations
7.
Thonhauser, Stefan, et al.. (2016). An optimal reinsurance problem in the Cramér–Lundberg model. Mathematical Methods of Operations Research. 85(2). 179–205. 2 indexed citations
8.
Thonhauser, Stefan. (2013). Optimal investment under transaction costs for an insurer. European Actuarial Journal. 3(2). 359–383. 2 indexed citations
9.
Grandits, Peter, et al.. (2013). Optimal Consumption Under Deterministic Income. Journal of Optimization Theory and Applications. 160(1). 255–279. 2 indexed citations
10.
Albrecher, Hansjörg, Eric C.K. Cheung, & Stefan Thonhauser. (2011). Randomized observation periods for the compound Poisson risk model: Dividends. Astin Bulletin. 41(2). 645–672. 80 indexed citations
11.
Grandits, Peter & Stefan Thonhauser. (2011). Risk averse asymptotics in a Black–Scholes market on a finite time horizon. Mathematical Methods of Operations Research. 74(1). 21–40. 1 indexed citations
12.
Albrecher, Hansjörg, Nicole Bäuerle, & Stefan Thonhauser. (2011). Optimal dividend-payout in random discrete time. Statistics & Risk Modeling. 28(3). 251–276. 24 indexed citations
13.
Albrecher, Hansjörg, Eric C.K. Cheung, & Stefan Thonhauser. (2011). Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Scandinavian Actuarial Journal. 2013(6). 424–452. 71 indexed citations
14.
Thonhauser, Stefan & Hansjörg Albrecher. (2011). Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility. Stochastic Models. 27(1). 120–140. 19 indexed citations
15.
Albrecher, Hansjörg & Stefan Thonhauser. (2009). Optimality results for dividend problems in insurance. Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas. 103(2). 295–320. 95 indexed citations
16.
Albrecher, Hansjörg & Stefan Thonhauser. (2008). Optimal dividend strategies for a risk process under force of interest. Insurance Mathematics and Economics. 43(1). 134–149. 38 indexed citations
17.
Albrecher, Hansjörg, et al.. (2007). On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model. Astin Bulletin. 37(2). 203–233. 7 indexed citations
18.
Albrecher, Hansjörg, et al.. (2007). On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model. Astin Bulletin. 37(2). 203–233. 18 indexed citations
19.
Albrecher, Hansjörg & Stefan Thonhauser. (2006). “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006. North American Actuarial Journal. 10(3). 68–71. 9 indexed citations
20.
Thonhauser, Stefan & Hansjörg Albrecher. (2006). Dividend maximization under consideration of the time value of ruin. Insurance Mathematics and Economics. 41(1). 163–184. 43 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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