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math.PR2026
A weak transport approach to the Schrödinger-Bass bridge
Manuel Hasenbichler, Gudmund Pammer, Stefan Thonhauser
We study the Schrödinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by , whose limiting regimes interpolate between the classica…
math.OC2026
To report or not to report: Optimal claim reporting in a bonus-malus system
Lea Enzi, Stefan Thonhauser
We study an optimal claim reporting problem in a bonus-malus setting. We assume, that the insurance contract consists of two regimes, where reporting a claim leads to a transition…