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Hansjoerg Albrecher

Contact

Full Professor
Department of Actuarial Science


Contact
Hansjoerg.Albrecher@unil.ch
Extranef, room 207
Tel 021.692.33.71

Postal address
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne

Teaching

master Probability and Stochastic Processes
Related programme
Master of Science (MSc) in Actuarial Science
master Risk Theory
Related programme
Master of Science (MSc) in Actuarial Science

Research

Research areas

Insurance

Les problèmes de contrôle et d'analyse des résultats

Risk Theory

Analysis of criteria for the stability and solvency of insurance companies

Mathematical Finance, in particular in relation with the evaluation of risk

Stochastic Simulation

Assistants

José Carlos Araujo Acuna
josecarlos.araujoacuna@unil.ch
Tel: (021 692) 3342
Room: EXT107

full description
  Martin Bladt
martin.bladt@unil.ch



full description
 
William Miguel Guevara Alarcon
william.guevaraalarcon@unil.ch
Tel: (021 692) 3375
Room: EXT/105

full description
  Eleni Vatamidou
eleni.vatamidou@unil.ch



full description
 

Publications

100 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Albrecher H. , Daily-Amir D. (in press). On Effects of Asymmetric Information on Non-Life Insurance Prices under Competition. International Journal of Data Analysis Techniques and Strategies. Peer Reviewed


Albrecher H. , Ivanovs J. (in press). On the joint distribution of tax payments and capital injections for a Lévy risk model. Probability and Mathematical Statistics. Peer Reviewed


Albrecher H., Azcue P. ; Muler N. (2017). Optimal dividend strategies for two collaborating insurance companies. Advances in Applied Probability, 49, 515-548. Peer Reviewed


Albrecher H., Boxma O.J., Essifi R. ; Kuijstermans R. (2017). A queueing model with randomized depletion of inventory. Probability in the Engineering and Informational Sciences, 31, 43-59. Peer Reviewed


Albrecher H. , Ivanovs J. (2017). Linking dividends and capital injections – a probabilistic approach. Scandinavian Actuarial Journal, 1-8. Peer Reviewed


Albrecher H. , Ivanovs J. (2017). Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Stochastic Processes and their Applications, 127, 643-656. Peer Reviewed


Prettenthaler F., Albrecher H., Asadi P. ; Köberl J. (2017). On flood risk pooling in Europe. Natural Hazards, 88, 1-20. Peer Reviewed


Albrecher H., Embrechts P., Filipovic D., Harrison G., Koch P., Loisel S. et al. (2016). Old-age provision: past, present, future. European Actuarial Journal, 6, 287-306. Peer Reviewed


Albrecher H., Ivanovs J. ; Zhou X. (2016). Exit identities for Levy processes observed at Poisson arrival times. Bernoulli, 22, 1364-1382. Peer Reviewed


Albrecher H. , Lautscham V. (2015). Dividends and the Time of Ruin under Barrier Strategies with a Capital-Exchange Agreement. Anales del Instituto de Actuarios Espanoles, 1-30. Peer Reviewed


Kaas R., Gerber H., Goovaerts M., Shiu E. ; Albrecher H. (2015). The impact factor of IME (Editorial). Insurance: Mathematics and Economics, 62, 1-4. Peer Reviewed


Albrecher H., Asadi P. ; Ivanovs J. (2014). Exact boundaries in sequential testing for phase-type distributions. Journal of Applied Probability, 51A, 347-358. Peer Reviewed


Albrecher H., Avram F., Constantinescu C. ; Ivanovs J. (2014). The tax identity for Markov additive risk processes. Methodology and Computing in Applied Probability, 16, 245-258. Peer Reviewed


Albrecher H., Boxma O.J. ; Ivanovs J. (2014). On simple ruin expressions in dependent Sparre Andersen risk models. Journal of Applied Probability, 51, 293-296. Peer Reviewed


Albrecher H. , Ivanovs J. (2014). Power identities for Lévy risk models under taxation and capital injections. Stochastic Systems, 4, 157-172. Peer Reviewed


Albrecher H., Robert C.Y. ; Teugels J.L. (2014). Joint asymptotic distributions of smallest and largest insurance claims. Risks, 2, 289-314. Peer Reviewed


Albrecher H., Cheung E.C.K. ; Thonhauser S. (2013). Randomized observation times for the compound Poisson risk model: The discounted penalty function. Scandinavian Actuarial Journal, 424-452. Peer Reviewed


Albrecher H., Constantinescu C., Palmowski Z., Regensburger M. ; Rosenkranz M. (2013). Exact and asymptotic results for insurance risk models with surplus-dependent premiums. SIAM Journal of Applied Mathematics, 73, 47-66. Peer Reviewed


Albrecher H., Guillaume F. ; Schoutens W. (2013). Implied liquidity: model sensitivity. Journal of Empirical Finance, 23, 48-67. Peer Reviewed


Albrecher H. , Ivanovs J. (2013). A risk model with an observer in a Markov environment. Risks, 1, 148-161. Peer Reviewed


Albrecher H. , Lautscham V. (2013). From ruin to bankruptcy for compound Poisson surplus processes. ASTIN Bulletin, 43, 213-243. Peer Reviewed


Dacorogna M., Albrecher H., Moller M. ; Sahiti S. (2013). Equalization Reserves for Natural Catastrophes and Shareholder Value: a Simulation Study. European Actuarial Journal, 3, 1-21. Peer Reviewed


Dutang C., Albrecher H. ; Loisel S. (2013). Competition among non-life insurers under solvency constraints: a game-theoretic approach. European Journal of Operational Research, 231, 702-711. Peer Reviewed


Albrecher H., Asmussen S. ; Kortschak D. (2012). Tail asymptotics for dependent subexponential differences. Siberian Mathematical Journal, 53, 965-983. Peer Reviewed


Albrecher H., Constantinescu C. ; Thomann E. (2012). Asymptotic results for renewal risk models with risky investments. Stochastic Processes And Their Applications, 122, 3767-3789. Peer Reviewed


Albrecher H., Kortschak D. ; Zhou X. (2012). Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Applied Mathematical Finance, 19, 97-129. Peer Reviewed


Prettenthaler F., Albrecher H., Köberl J. ; Kortschak D. (2012). Risk and insurability of storm damages to residential buildings in Austria. The Geneva Papers on Risk and Insurance - Issues and Practice, 37, 340-364. Peer Reviewed


Albrecher H., Baeuerle N. ; Thonhauser S. (2011). Optimal dividend payout in random discrete time. Statistics and Risk Modeling, 28, 251-276. Peer Reviewed


Albrecher H., Borst S., Boxma O. ; Resing J. (2011). Ruin excursions, the G/G/Infinity queue and tax payments in renewal risk models. Journal of Applied Probability, 48A, 3-14. Peer Reviewed


Albrecher H., Cheung E. C. K. ; Thonhauser S. (2011). Randomized observation periods for the compound Poisson risk model: Dividends. ASTIN Bulletin, 41, 645-672. Peer Reviewed


Albrecher H., Constantinescu C. ; Loisel S. (2011). Explicit ruin formulas for models with dependence among risks. Insurance: Mathematics & Economics, 48, 265-270. Peer Reviewed


Albrecher H., Gerber H. ; Shiu E. (2011). The optimal dividend barrier in the Gamma-Omega model. European Actuarial Journal, 1, 43-55. Peer Reviewed


Albrecher H. , Gerber H. U. (2011). A note on moments of dividends. Acta Mathematica Applicatae Sinica, 27, 353-354. Peer Reviewed


Albrecher H. , Haas S. (2011). Ruin Theory with Excess of Loss Reinsurance and Reinstatements. Applied Mathematics and Computation, 217, 8031-8043. Peer Reviewed


Thonhauser S. , Albrecher H. (2011). Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility. Stochastic Models, 27, 120-140. Peer Reviewed


Trufin J., Albrecher H. ; Denuit M. (2011). Properties of a risk measure derived from ruin theory. The Geneva Risk and Insurance Review, 36, 174-188. Peer Reviewed


Trufin J., Albrecher H. ; Denuit M. (2011). Ruin problems under IBNR Dynamics. Applied Stochastic Models in Business and Industry, 27, 619-632. Peer Reviewed


Albrecher H., Avram F. ; Kortschak D. (2010). On the efficient evaluation of ruin probabilities for completely monotone claim size distributions. Journal of Computational and Applied Mathematics, 233, 2724-2736. Peer Reviewed


Albrecher H., Constantinescu C. ; Garrido J. (2010). Editorial on the Special Issue on Gerber-Shiu Functions. Insurance: Mathematics & Economics, 46, 1-2.


Albrecher H., Constantinescu C., Pirsic G., Regensburger G. ; Rosenkranz M. (2010). An algebraic operator approach to the analysis of Gerber-Shiu functions. Insurance: Mathematics & Economics, 46, 42-51. Peer Reviewed


Albrecher H., Gerber H. ; Yang H. (2010). Reply to discussions on "A direct approach to the discounted penalty function". North American Actuarial Journal, 14, 445-447. Peer Reviewed


Albrecher H., Gerber H.U. ; Yang H. (2010). A direct approach to the discounted penalty function. North American Actuarial Journal, 14, 420-434. Peer Reviewed


Albrecher H., Hipp C. ; Kortschak D. (2010). Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Scandinavian Actuarial Journal, 105-135. Peer Reviewed


Albrecher H., Ladoucette S. ; Teugels J. (2010). Asymptotics of the Sample Coefficient of Variation and the Sample Dispersion. Journal of Statistical Planning and Inference, 140, 358-368. Peer Reviewed


Kortschak D. , Albrecher H. (2010). An asymptotic expansion for the tail of compound sums of Burr distributed random variables. Statistics and Probability Letters, 80, 612-620. Peer Reviewed


Albrecher H., Borst S., Boxma O. ; Resing J. (2009). The tax identity in risk theory - a simple proof and an extension. Insurance: Mathematics and Economics, 44, 304-306. Peer Reviewed


Albrecher H. , Gerber H.U. (2009). On the non-optimality of proportional reinsurance according to the dividend criterion. Bulletin of the Swiss Association of Actuaries, 94-95. Peer Reviewed


Albrecher H. , Kortschak D. (2009). On ruin probability and aggregate claim representations for Pareto claim size distributions. Insurance: Mathematics and Economics, 45, 362-373. Peer Reviewed


Albrecher H., Scheicher K. ; Teugels J. L. (2009). A combinatorial identity for a problem in asymptotic statistics. Applicable Analysis and Discrete Mathematics, 3, 64-68. Peer Reviewed


Albrecher H. , Thonhauser S. (2009). Optimality Results for Dividend Problems in Insurance. RACSAM - Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 103, 295-320. Peer Reviewed


Kortschak D. , Albrecher H. (2009). Asymptotic results for the sum of dependent non-identically distributed random variables. Methodology and Computing in Applied Probability, 11, 279-306. Peer Reviewed


Trufin J., Albrecher H. ; Denuit M. (2009). Impact of underwriting cycles on the solvency of an insurance company. North American Actuarial Journal, 13, 385-403. Peer Reviewed


Albrecher H., Badescu A. ; Landriault D. (2008). On the dual risk model with tax payments. Insurance: Mathematics & Economics, 42, 1086-1094. Peer Reviewed


Albrecher H., Mayer P. ; Schoutens W. (2008). General lower bounds for arithmetic Asian option prices. Applied Mathematical Finance, 15, 123-149. Peer Reviewed


Albrecher H., Renaud J. ; Zhou X. (2008). A Levy insurance risk process with tax. Journal of Applied Probability, 45, 363-375. Peer Reviewed


Albrecher H. , Teugels J. L. (2008). On Excess-of-Loss Reinsurance. Theory of Probability and Mathematical Statistics, 7-22. Peer Reviewed


Albrecher H. , Thonhauser S. (2008). Optimal dividend strategies for a risk process under force of interest. Insurance: Mathematics and Economics, 43, 134-149. Peer Reviewed


Kindermann S., Mayer P., Albrecher H. ; Engl H. (2008). Identification of the local speed function in a Levy model for option pricing. Journal of Integral Equations and Applications, 20, 161-200. Peer Reviewed


Albrecher H. (2007). The next step : collateralized debt obligations for catastrophe risks. WILMOTT, 6, 16-18.


Albrecher H., Drmota M., Goldstern M., Grabner P. ; Winkler R. (2007). Robert F.Tichy: 50 years - The unreasonable effectiveness of a number theorist. Uniform Distribution Theory, 2, 151-160.


Albrecher H. , Hartinger J. (2007). Reply to discussions on "A risk model with multilayer dividend strategy". North American Actuarial Journal, 11, 141-142.


Albrecher H. , Hartinger J. (2007). A risk model with multilayer dividend strategy. North American Actuarial Journal, 11, 43-64. Peer Reviewed


Albrecher H., Hartinger J. ; Thonhauser S. (2007). On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. ASTIN Bulletin, 37, 203-233. Peer Reviewed


Albrecher H. , Hipp C. (2007). Lundberg's risk process with tax. Blätter der DGVFM, 28, 13-28. Peer Reviewed


Albrecher H., Mayer P., Schoutens W. ; Tistaert J. (2007). The little Heston trap. WILMOTT, 83-92. Peer Reviewed


Albrecher H. , Teugels J. L. (2007). Asymptotic Analysis of a Measure of Variation. Theory of Probability and Mathematical Statistics, 74, 1-10. Peer Reviewed


Albrecher H. , Thonhauser S. (2007). Discussion of ''On the Merger of Two Companies'' by H. Gerber and E. Shiu. North American Actuarial Journal, 11, 157-159.


Thonhauser S. , Albrecher H. (2007). Dividend maximization under consideration of the time value of ruin. Insurance: Mathematics and Economics, 41, 163-184. Peer Reviewed


Albrecher H. , Asmussen S. (2006). Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Scandinavian Actuarial Journal, 86-110. Peer Reviewed


Albrecher H., Asmussen S. ; Kortschak D. (2006). Tail asymptotics for the sum of two heavy-tailed dependent risks. Extremes, 9, 107-130. Peer Reviewed


Albrecher H., Burkard R. E. ; Cela E. (2006). An asymptotical study of combinatorial optimization problems by means of statistical mechanics. Journal of Computational and Applied Mathematics, 186, 148-162. Peer Reviewed


Albrecher H. , Hartinger J. (2006). On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. Hermis J. Comp. Math. Appl., 7, 109-122. Peer Reviewed


Albrecher H. , Teugels J. L. (2006). Exponential behavior in the presence of dependence in risk theory. Journal of Applied Probability, 43, 257-273. Peer Reviewed


Albrecher H. , Thonhauser S. (2006). Discussion of ''On Optimal Dividend Strategies in the Compound Poisson Model'' by H. Gerber and E. Shiu. North American Actuarial Journal, 10, 68-71. Peer Reviewed


Albrecher H. (2005). A note on the asymptotic behaviour of bottleneck problems. Operations Research Letters, 33, 183-186. Peer Reviewed


Albrecher H. (2005). Discussion of ''The Time Value of Ruin in a Sparre Andersen Model'' by H. Gerber and E. Shiu. North American Actuarial Journal, 9, 71-73. Peer Reviewed


Albrecher H. (2005). Some Extensions of the Classical Ruin Model in Risk Theory. Grazer Mathematische Berichte, 348, 1-14. Peer Reviewed


Albrecher H. , Boxma O. (2005). On the discounted penalty function in a Markov-dependent risk model. Insurance: Mathematics and Economics, 37, 650-672. Peer Reviewed


Albrecher H., Claramunt M. ; Marmol M. (2005). On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times. Insurance: Mathematics and Economics, 37, 324-334. Peer Reviewed


Albrecher H., Dhaene J., Goovaerts M. ; Schoutens W. (2005). Static hedging of Asian options under Levy models. Journal of Derivatives, 12, 63-72. Peer Reviewed


Albrecher H., Hartinger J. ; Tichy R. (2005). On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. Scandinavian Actuarial Journal, 103-126. Peer Reviewed


Albrecher H. (2004). Discussion of ''Optimal Dividends: Analysis with Brownian Motion'' by A. C. Cebrián, H. Gerber and E. Shiu. North American Actuarial Journal, 8, 111-113. Peer Reviewed


Albrecher H. , Boxma O. (2004). A ruin model with dependence between claim sizes and claim intervals. Insurance: Mathematics and Economics, 35, 245-254. Peer Reviewed


Albrecher H., Hartinger J. ; Tichy R. (2004). Quasi-Monte Carlo techniques for CAT bond pricing. Monte Carlo Methods and Applications, 10, 197-211. Peer Reviewed


Albrecher H. , Predota M. (2004). On Asian option pricing for NIG Levy processes. Journal of Computational and Applied Mathematics, 172, 153-168. Peer Reviewed


Albrecher H., Kainhofer R. ; Tichy R. (2003). Simulation methods in ruin models with non-linear dividend barriers. Math. Comput. Simulation, 62, 277-287. Peer Reviewed


Albrecher H. (2002). Metric distribution results for sequences (qna). Mathematica Slovaca, 52, 195-206. Peer Reviewed


Albrecher H. , Kainhofer R. (2002). Risk theory with a non-linear dividend barrier. Computing, 68, 289-311. Peer Reviewed


Albrecher H., Kainhofer R. ; Tichy R. (2002). Efficient simulation techniques for a generalized ruin model. Grazer Mathematische Berichte, 345, 79-110. Peer Reviewed


Albrecher H. , Kantor J. (2002). Simulation of ruin probabilities for risk processes of Markovian type. Monte Carlo Methods and Applications, 8, 111-127. Peer Reviewed


Albrecher H. , Predota M. (2002). Bounds and approximations for discrete Asian options in a variance-gamma model. Grazer Mathematische Berichte, 345, 35-57. Peer Reviewed


Albrecher H., Teugels J. ; Tichy R. (2001). On a gamma series expansion for the time-dependent probability of collective ruin. Insurance: Mathematics and Economics, 29, 345-355. Peer Reviewed


Albrecher H., Matousek J. ; Tichy R. (2000). Discrepancy of point sequences on fractal sets. Publicationes Mathematicae Debrecen, 56, 233-249. Peer Reviewed


Albrecher H. , Tichy R. (2000). Zur Konvergenz eines Lösungsverfahrens für ein Risikomodell mit gammaverteilten Schäden. ASA Bulletin, 115-127. Peer Reviewed


Books

Albrecher H., Beirlant J. ; Teugels J.L. (2017). Reinsurance : Actuarial and Statistical Aspects. John Wiley & Sons, Ltd, Chichester. Peer Reviewed


Albrecher H., Binder A., Lautscham V. ; Mayer P. (2013). Introduction to Quantitative Methods for Financial Markets. Birkhaeuser, Basel.


(2012). Sturmschäden: Modellierung der versicherten Schäden in Österreich (8). Verlag der Österreichischen Akademie der Wissenschaften, Wien.


S. Asmussen , H. Albrecher (2010). Ruin probabilities (14). World Scientific, New Jersey.


(2009). Advanced Financial Modelling. de Gruyter, Berlin.


(2009). Hochwasser und dessen Versicherung in Österreich. Verlag der Österreichischen Akademie der Wissenschaften, Wien.


Curriculum

Competences



Actuarial Mathematics

Mathematical Finance

Stochastic Simulation

Applied Probability

Work experience

Habilitation (Venia Docendi) in Applied Mathematics, Graz University of Technology

Academic Positions
  • Professor of Actuarial Mathematics, University of Lausanne, since 2009

  • Faculty Member, Swiss Finance Institute, since 2011

  • Professor of Insurance Mathematics, University of Linz, 2007-2009

  • Deputy Director of the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, 2007-2009

  • Group Leader "Financial Mathematics" at the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, 2005-2009

  • Associate Professor at Graz University of Technology, 2005-2007

  • Visiting Associate Professor at the University of Aarhus, 2005

  • Assistant Professor at Graz University of Technology, 2001-2005

  • Postdoctoral Research Fellow, Katholieke Universiteit Leuven, 2003-2004

  • Visiting Scholar, International Institute of Applied Systems Analysis, Laxenburg, 1998


Professor at the University of Linz
2007-2009

Education
  • Habilitation (Venia Docendi) in Applied Mathematics, Graz University of Technology, 2005

  • Ph.D. in Technical Mathematics, Graz University of Technology, 2001

  • Studies of Technical Mathematics and Astronomy at Graz University of Technology, University of Limerick (Ireland) and Johns-Hopkins University Baltimore (Maryland, USA)


Deputy Director of the Radon Institute of the Austrian Academy of Sciences, Linz
2007-2009

Group Leader "Financial Mathematics" at the Radon Institute of the Austrian Academy of Sciences
2005-2009

Associate Professor, Department of Mathematics, Graz University of Technology
2005-2007

Project Leader ''Mathematical Models for Insurance Risk'', supported by the Austrian Science Fund
2006-2009

Visiting Associate Professor at the University of Aarhus
2005

Postdoctoral Research Fellow, Katholieke Universiteit Leuven
2003-2004

Assistant Professor, Graz University of Technology
2001-2005

Ph.D. in Technical Mathematics, Graz University of Technology
2001

Studies of Technical Mathematics and Astronomy at Graz University of Technology, Limerick (Ireland) and Johns-Hopkins University Baltimore (Maryland, USA)

Visiting Scholar, International Institute for Applied Systems Analysis (IIASA), Laxenburg
1998

Other activities

Editorial Responsibilities
  • Editor, Insurance: Mathematics & Economics, since 2010

  • Co-Editor-in-Chief, EAA Book Series, Springer, since 2012

  • Co-Editor, European Actuarial Journal, since 2011

  • Co-Editor, Statistics & Risk Modeling, since 2011

  • Associate Editor, Journal of Applied Probability, since 2009

  • Associate Editor, Advances in Applied Probability, since 2009

  • Member of the Editorial Board, Radon Series for Computational and Applied Mathematics, deGruyter Berlin, since 2006

  • Associate Editor, Mathematical Methods of Operations Research, 2007-2011

  • Editor, Bulletin of the Swiss Association of Actuaries, 2009-2010

  • Associate Editor, Blaetter der DGVFM, 2007-2010

  • Associate Editor, Insurance: Mathematics & Economics 2008-2009



Journal of Applied Probability
Associate Editor

Research Projects
  • Project Leader "Mathematical Analysis of Insurance Risk Processes II", supported
    by the Swiss National Science Foundation, 2012-2015
  • Project Leader "Mathematical Analysis of Insurance Risk Processes", supported
    by the Swiss National Science Foundation, since 2009

  • Co-Investigator "Impact2C", EU-FP7 Project, since 2011
  • Project Leader ''Mathematical Models for Insurance Risk'' supported by the Austrian Science Fund, 2006-2009

  • Research Associate, "Economics of Weather and Climate Risks I", supported by the Jubilee Fund of the Austrian National Bank, 2008-2009


Advances in Applied Probability
Associate Editor

Blaetter der DGVFM
Associate Editor

Mathematical Methods of Operations Research
Associate Editor

Radon Series on Computational and Applied Mathematics, de Gruyter, Berlin
Member of the Editorial Board

Academic honors

Hachemeister Prize of the Casual Actuarial Society (CAS)
Année : 2013

Récipiendaire : Hansjoerg Albrecher


Elected Member of the International Statistical Institute
Année : 2011

Récipiendaire : Hansjoerg Albrecher


Förderungspreis für Wissenschaft und Forschung des Landes Steiermark
Année : 2007

Récipiendaire : Hansjoerg Albrecher


Gauss-Prize of the German Association for Actuarial and Financial Mathematics
Année : 2005

Récipiendaire : Hansjoerg Albrecher


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