Thonhauser Stefan

Stefan Thonhauser

Information about the author Stefan Thonhauser will soon be added to the site.
Found 3 papers in total
An optimal reinsurance problem in the Cramér‐Lundberg model
An optimal reinsurance problem in the Cramér‐Lundberg model
2017
In this article we consider the surplus process of an insurance company within the...
Optimal Consumption Under Deterministic Income
Optimal Consumption Under Deterministic Income
2014
We consider an individual or household endowed with an initial wealth, having an...
Risk averse asymptotics in a Black–Scholes market on a finite time horizon
Risk averse asymptotics in a Black–Scholes market on a finite time horizon
2011
We consider the optimal investment and consumption problem in a Black–Scholes...
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