## Enkelejd Hashorva

### Coordonnées

Professeur ordinaire
Département de sciences actuarielles Contact Enkelejd.Hashorva@unil.ch Extranef, bureau 205 Tél 021.692.33.68 Fax 0216923435 Adresse postale Université de Lausanne Quartier UNIL-Dorigny Bâtiment Extranef 1015 Lausanne |

### Liens

### Enseignements

master Actuarial ModellingFormation concernéeMaîtrise universitaire ès Sciences en sciences actuarielles |

master Loss ModelsFormation concernéeMaîtrise universitaire ès Sciences en sciences actuarielles |

master Time SeriesFormation concernéeMaîtrise universitaire ès Sciences en sciences actuarielles |

### Recherches

### Axes de recherche

**Théorie des valeurs extrêmes**

**Processus Gaussiens**

### Compétences

**Major dedictions**

--Extreme value theory<br /> <br /> --Gaussian processes<br /> <br /> --Applied statistics<br /> <br /> --Rare-event simulation<br /> <br /> --Risk aggregation/disaggregation<br /> <br /> --Multivariate distributions <br /> <br /> --Non-Life Insurance: Pricing large portfolios, price optimisation, customer future balue, portfolio segmentation, portfolio cleaning systems, dynamic portfolio monitoring, KPI's for monitoring (cross-subsidy type matrix), tarif monitoring, optimal tarif, product design

### Assistants

Long Bai
long.bai@unil.ch Tél: (021 692) 3419 Bureau: EXT102 page personnelle |
Yulia Farkas
yulia.farkas@unil.ch Tél: (021 692) 3342 Bureau: EXT/107 page personnelle |
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Peng Liu
peng.liu@unil.ch Tél: (021 692) 3376 Bureau: EXT/106 page personnelle |
Maissa Tamraz
maissa.tamraz@unil.ch Tél: (021 692) 3426 Bureau: EXT 134 page personnelle |
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### Publications

139 publications classées par:

**type de publication**- année: Revue avec comité de lecture

### Articles

Asimit V., Hashorva E. ; Kortschak D. (in press). Aggregation of randomly weighted large risks. IMA Journal of Management Mathematics. [doi] |

Dȩbicki K, Hashorva E ; Liu P (in press). EXTREMES OF GAUSSIAN RANDOM FIELDS WITH REGULARLY VARYING DEPENDENCE STRUCTURE. Extremes. |

Hashorva E, Ratovomirija G ; Tamraz M (in press). Some New Dependence Models derived from Multivariate Collective Models in Insurance Applications. Scandinavian Actuarial Journal. |

Albin P, Hashorva E, Ji L ; Ling C (2016). Extremes and limit theorems for difference of chi-type processes. ESAIM: Probability and Statistics, 20, 349-366. [doi] |

Debicki K., Hashorva E. ; Ji L. (2016). Extremes of a class of non-homogeneous Gaussian random fields. Annals of Probability, 44, 984-1012. [doi] [abstract] |

Debicki K., Hashorva E. ; Ji L. (2016). On Parisian ruin over a finite-time horizon. Science China Mathematics, 59, 557-572. [doi] [abstract] |

Hashorva E. , Ji L. (2016). Extremes of alpha-t locally stationary Gaussian random fields. Transactions of the American Mathematical Society, 368, 1-26. [doi] [abstract] |

Hashorva E. , Ling C. (2016). Maxima of skew elliptical triangular arrays. Communications in Statistics - Theory and Methods, 45, 3692-3705. [doi] [abstract] |

Hashorva E., Peng Z. ; Weng Z. (2016). Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Methodology and Computing in Applied Probability, 18, 181-196. [doi] [abstract] |

Das B., Engelke S. ; Hashorva E. (2015). Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process. Stochastic Processes and their Applications, 125, 780-796. [doi] [abstract] |

Debicki K., Hashorva E. ; Ji L. (2015). Parisian ruin of self-similar Gaussian risk processes. Journal Applied Probability, 52, 688-702. [abstract] |

Dȩbicki K., Hashorva E. ; Ji L. (2015). Gaussian risk models with financial constraints. Scandinavian Actuarial Journal, 2015, 469-481. [doi] [abstract] |

Dȩbicki K., Hashorva E., Ji L. ; Ling C. (2015). Extremes of order statistics of stationary processes. TEST, 24, 229-248. [doi] [abstract] |

Dȩbicki K., Hashorva E., Ji L. ; Tabiś K. (2015). Extremes of vector-valued Gaussian processes: Exact asymptotics. Stochastic Processes and their Applications, 125, 4039-4065. [doi] [abstract] |

Debicki K., Hashorva E. ; Soja-Kukieła N. (2015). Extremes of homogeneous Gaussian random fields. Journal of Applied Probability, 52, 55-67. [abstract] |

Farkas J. , Hashorva E. (2015). Tail approximation for reinsurance portfolios of Gaussian-like risks. Scandinavian Actuarial Journal, 2015, 319-331. [doi] [abstract] |

Hashorva E. (2015). Extremes of aggregated Dirichlet risks. Journal of Multivariate Analysis, 133, 334-345. [doi] [abstract] |

Hashorva E. , Ji L. (2015). Piterbarg theorems for chi-processes with trend. Extremes, 18, 37-64. [doi] [abstract] |

Hashorva E., Korshunov D. ; Piterbarg V.I. (2015). Asymptotic expansion of Gaussian chaos via probabilistic approach. Extremes, 18, 315-347. [doi] [abstract] |

Hashorva E. , Li J. (2015). Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks. Stochastic Models, 31, 1-19. [doi] [abstract] |

Hashorva E., Mishura Y. ; Seleznjev O. (2015). Boundary non-crossing probabilities for fractional Brownian motion with trend. Stochastics An International Journal of Probability and Stochastic Processes, 87, 946-965. [doi] [abstract] |

Hashorva E., Peng L. ; Weng Z. (2015). Maxima of a triangular array of multivariate Gaussian sequence. Statistics & Probability Letters, 103, 62-72. [doi] [abstract] |

Hashorva E. , Ratovomirija G. (2015). On samanov mixed erlang risks in insurance applications. ASTIN Bulletin, 45, 175-205. [doi] [abstract] |

Hashorva E. , Tan Z. (2015). Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids. Statistics, 49, 338-360. [doi] [abstract] |

Hashorva E. , Weng Z. (2015). Limit Laws for Maxima of Contracted Stationary Gaussian Sequences. Communications in Statistics - Theory and Methods, 44, 4641-4650. [doi] [abstract] |

Korshunov D.A., Piterbarg V.I. ; Hashorva E. (2015). On the asymptotic Laplace method and its application to random chaos. Mathematical Notes, 97, 878-891. [doi] [abstract] |

Liu P., Hashorva E. ; Ji L. (2015). On the gamma-reflected processes with fBm input. Lithuanian Mathematical Journal, 55, 402-414. [doi] [abstract] |

Dębicki K., Hashorva E. ; Ji L. (2014). Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Extremes, 17, 411-429. [doi] [abstract] |

Debicki K., Hashorva E. ; Ji L. (2014). Gaussian approximation of perturbed chi-square risks. Statistics and Its Interface, 7, 363-373. [abstract] |

Debicki K., Hashorva E., Ji L. ; Tan Z. (2014). Finite-time ruin probability of aggregate Gaussian processes. Markov Processes and Related Fields, 20, 435-450. [abstract] |

Dȩbicki K., Hashorva E., Ji L. ; Tabiś K. (2014). On the probability of conjunctions of stationary Gaussian processes. Statistics & Probability Letters, 88, 141-148. [doi] |

Embrechts P., Hashorva E. ; Mikosch T. (2014). Aggregation of log-linear risks. Journal of Applied Probability, 51A, 203-212. [abstract] |

Hashorva E. , Ji L. (2014). Approximation of passage times of gamma-reflected processes with fBm input. Journal of Applied Probability, 51, 713-726. [abstract] |

Hashorva E. , Li J. (2014). Asymptotics for a discrete-time risk model with the emphasis on financial risk. Probability in the Engineering and Informational Sciences, 28, 573-588. [doi] [abstract] |

Hashorva E., Nadarajah S. ; Pogany TK. (2014). Extremes of perturbed bivariate Rayleigh risks. Revstat Statistical Journal, 12, 157-168. [abstract] |

Hashorva E. , Weng Z. (2014). Berman's inequality under random scaling. Statistics and Its Interface, 7, 339-349. [abstract] |

Hashorva E. , Ji L. (2014). Extremes and First Passage Times of Correlated Fractional Brownian Motions. Stochastic Models, 30, 272-299. [doi] |

Hashorva E. , Ji L. (2014). Random shifting and scaling of insurance risks. Risks, 2, 277-288. [doi] |

Hashorva E. , Ji L. (2014). Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process. Communications in Statistics - Theory and Methods, 43, 2540–2548. [doi] |

Hashorva E. , Kortschak D. (2014). Tail asymptotics of random sum and maximum of log-normal risks. Statistics & Probability Letters, 87, 167-174. [doi] |

Hashorva E., Ling C. ; Peng Z. (2014). Second-order tail asymptotics of deflated risks. Insurance: Mathematics and Economics, 56, 88-101. [doi] |

Hashorva E., Ling C. ; Peng Z. (2014). Tail asymptotic expansions for L-statistics. Science China Mathematics, 57, 1993-2012. [doi] |

Hashorva E., Ling C. ; Peng Z. (2014). Modeling of censored bivariate extremal events. Journal of the Korean Statistical Society, 43, 323-338. [doi] |

Hashorva E. , Mishura Y. (2014). Boundary Non-Crossings of Additive Wiener Fields. Lithuanian Math. J., 54, 277-289. |

Hashorva E., Peng Z. ; Weng Z. (2014). Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Probability and Mathematical Statistics, 34, 45-59. |

Hashorva E. , Weng Z. (2014). Maxima and minima of complete and incomplete stationary sequences. Stochastics An International Journal of Probability and Stochastic Processes, 86, 707-720. [doi] |

Hashorva E. , Weng Z. (2014). Tail asymptotic of Weibull-type risks. Statistics, 48, 1155-1165. [doi] |

Kortschak D. , Hashorva E. (2014). Second Order Asymptotics of Aggregated Log-Elliptical Risk. Methodology and Computing in Applied Probability, 16, 969-985. [doi] [abstract] |

Tan Z. , Hashorva E. (2014). On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes. Journal of Mathematical Analysis and Applications, 409, 299-314. [doi] |

Tan Z. , Hashorva E. (2014). On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes. Methodology and Computing in Applied Probability, 16, 169-185. [doi] |

Balakrishnan N. , Hashorva E. (2013). Scale Mixtures of Kotz-Dirichlet Distributions. Journal of Multivariate Analysis, 113, 48-58. [doi] |

Hashorva E. (2013). Exact tail asymptotics of aggregated parametrised risk. Journal of Mathematical Analysis and Applications, 400, 187-199. [doi] |

Hashorva E. (2013). Minima and maxima of elliptical triangular arrays and spherical processes. Bernoulli, 19, 886–904. |

Hashorva E. (2013). On beta-product convolutions. Scandinavian Actuarial Journal, 69–83. [doi] |

Hashorva E., Ji L. ; Piterbarg V. I. (2013). On the supremum of gamma-reflected processes with fractional Brownian motion as input. Stochastic Processes and their Applications, 123, 4111-4127. [doi] |

Hashorva E. , Li J. (2013). ECOMOR and LCR reinsurance with gamma-like claims. Insurance: Mathematics and Economics, 53, 206-215. [doi] |

Hashorva E., Macci C. ; Pacchiarotti B. (2013). Large deviations for proportions of observations which fall in random sets determined by order statistics. Methodology and Computing in Applied Probability, 15, 875-896. [doi] |

Hashorva E., Peng Z. ; Weng Z. (2013). On Piterbarg theorem for the maxima of stationary Gaussian sequences. Lithuanian Mathematical Journal, 53, 280-292. |

Hashorva E. , Tan Z. (2013). Large deviations of Shepp statistics for fractional Brownian motion. Statistics & Probability Letters, 83, 2242-2247. [doi] |

Hashorva E. , Weng Z. (2013). Limit laws for extremes of dependent stationary Gaussian arrays. Statistics & Probability Letters, 83, 320-330. [doi] |

Korshunov D.A., Piterbarg V.I. ; Hashorva E. (2013). On Extremal Behavior of Gaussian Chaos. Doklady Mathematics, 88, 566–568. [doi] |

Kortschak D. , Hashorva E. (2013). Efficient simulation of tail probabilities for sums of log-elliptical risks. Journal of Computational and Applied Mathematics, 247, 53-67. [doi] |

Merz M., Wüthrich M.V. ; Hashorva E. (2013). Dependence modelling in multivariate claims run-off triangles. Annals of Actuarial Science, 7, 3-25. [doi] |

Tan Z. , Hashorva E. (2013). Exact asymptotics and limit theorems for supremum of stationary chi-processes over a random interval. Stochastic Processes and their Applications, 123, 2983-2998. [doi] |

Tan Z. , Hashorva E. (2013). Exact tail asymptotics of the supremum of strongly dependent gaussian processes over a random interval. Lithuanian Mathematical Journal, 53, 91–102. |

Tan Z. , Hashorva E. (2013). Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes. Extremes, 16, 241-254. [doi] |

Yang Y. , Hashorva E. (2013). Extremes and products of multivariate AC-product risks. Insurance: Mathematics and Economics, 52, 312-319. [doi] |

Hashorva E. (2012). Exact tail asymptotics in bivariate scale mixture models. Extremes, 15, 109-128. [doi] |

Hashorva E. , Jaworski P. (2012). Gaussian approximation of conditional elliptical copulas. Journal of Multivariate Analysis, 111, 397-407. [doi] |

Hashorva E., Ji L. ; Tan Z. (2012). On the infinite sums of deflated Gaussian products. Electronic Communications in Probability, 17, 1-8. [doi] |

Hashorva E., Kabluchko Z. ; Wübker A. (2012). Extremes of independent chi-square random vectors. Extremes, 15, 35-42. [doi] |

Hashorva E. , Stepanov A. (2012). Limit theorems for the spacings of weak records. Metrika, 75, 163-180. [doi] |

Kume A. , Hashorva E. (2012). Calculation of Bayes premium for conditional elliptical risks. Insurance: Mathematics and Economics, 51, 632–635. [doi] |

Tan Z., Hashova E. ; Peng Z. (2012). Asymptotics of maxima of strongly dependent Gaussian processes. Journal of Applied Probability, 49, 1106–1118. [doi] |

Balakrishnan N. , Hashorva E. (2011). On Kotz-Pearson Dirichlet distributions. J. Multivariate Anal., 102, 948-957. |

Constantinescu C., Hashorva E. ; Ji L. (2011). Archimedean copulas in finite and infinite dimensions - with application to ruin problems. Insurance: Mathematics & Economics, 49, 487-495. |

Hashorva E. (2011). Comments on statistical models and methods for dependence in insurance data. J Korean Stat Soc, 40, 151-154. |

Hashorva E. (2011). Asymptotics of the convex hull of spherically symmetric samples. Discrete Applied Mathematics, 159, 201-211. |

Hashorva E. (2011). A convolution identity for exchangeable risks. Albanian Journal of Mathematics, 5, 43-45. |

Hashorva E. (2010). Boundary Non-crossings of Brownian Pillow. Journal of Theoretical Probability, 23, 193-208. [doi] |

Hashorva E. (2010). Asymptotics of the norm of elliptical random vectors. Journal of Multivariate Analysis, 101, 926-935. [doi] |

Hashorva E. (2010). On the residual dependence index of elliptical distributions. Statistics & Probability Letters, 80, 1070-1078. [doi] |

Hashorva E. , Pakes A.G. (2010). Tail asymptotics under beta random scaling. Journal of Mathematical Analysis and Applications, 372, 496-514. [doi] |

Hashorva E., Pakes A.G. ; Tang Q. (2010). Asymptotics of random contractions. Insurance: Mathematics and Economics, 47, 405-414. [doi] |

Balakrishnan N., Hashorva E. ; Huesler J. (2009). A note on near-extremes and related point processes. Albanian J. Math., 3, 63-74. |

Hashorva E. (2009). Asymptotics for Kotz Type III elliptical distributions. Statistics & Probability Letters, 79, 927-935. [doi] |

Hashorva E. (2009). Conditional limits of Wp scale mixture distributions. Journal of Statistical Planning and Inference, 139, 3501-3511. [doi] |

Hashorva E. (2009). Conditional limit results for type I polar distributions. Extremes, 12, 239-263. [doi] |

Hashorva E. , Kotz S. (2009). On the strong Kotz approximation of Dirichlet random vectors. Statistics, 43, 393-408. [doi] |

Hashorva E. (2008). On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays. Communications in Statistics - Theory and Methods, 37, 1543-1551. [doi] |

Hashorva E. (2008). Conditional limiting distribution of beta-independent random vectors. Journal of Multivariate Analysis, 99, 1438-1459. [doi] |

Hashorva E. (2008). A new family of bivariate max-infinitely divisible distributions. Metrika, 68, 289-304. [doi] |

Hashorva E. (2008). Tail asymptotic results for elliptical distributions. Insurance: Mathematics and Economics, 43, 158-164. [doi] |

Hashorva E. (2008). Book Review: Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. By R.-D. Reiss and M. Thomas. Biometrical Journal, 50, 625-625. [doi] |

Hashorva E. (2008). Extremes of weighted Dirichlet arrays. Extremes, 11, 393-420. [doi] |

Hashorva E. , Huesler J. (2008). Near m-extreme points and related sums. Albanian J. Math., 2, 33–43. |

Bischoff W., Hashorva E. ; Hüsler J. (2007). An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend. Communications in Statistics - Theory and Methods, 36, 2821-2828. [doi] |

Hashorva E. (2007). Sample extremes of L_p-norm asymptotically spherical distributions. Albanian J. Math., 1, 157-172. |

Hashorva E. (2007). Exact asymptotics for Type I bivariate elliptical distributions. Albanian J. Math., 1, 99-114. |

Hashorva E. (2007). Asymptotic properties of type I elliptical random vectors. Extremes, 10, 175-206. [doi] |

Hashorva E. (2007). On the asymptotic distribution of certain bivariate reinsurance treaties. Insurance: Mathematics and Economics, 40, 200-208. [doi] |

Hashorva E. (2007). Extremes of conditioned elliptical random vectors. Journal of Multivariate Analysis, 98, 1583-1591. [doi] |

Hashorva E. (2007). Conditional limiting distribution of Type III elliptical random vectors. Journal of Multivariate Analysis, 98, 282-294. [doi] |

Hashorva E., Kotz S. ; Kume A. (2007). L_p-norm generalised symmetrised Dirichlet distributions. Albanian J. Math., 1, 31-56. |

Hashorva E. (2006). A novel class of bivariate max-stable distributions. Statistics & Probability Letters, 76, 1047-1055. [doi] |

Hashorva E. (2006). On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays. Statistics & Probability Letters, 76, 2027-2035. [doi] |

Hashorva E. (2006). Gaussian approximation of conditional elliptical random vectors. Stochastic Models, 22, 441-457. [doi] |

Hashorva E. (2006). On the regular variation of elliptical random vectors. Statistics & Probability Letters, 76, 1427-1434. [doi] |

Bischoff W. , Hashorva E. (2005). A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. Statistics & Probability Letters, 74, 265-271. [doi] |

Bischoff W., Hashorva E., Hüsler J. ; Miller F. (2005). Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Metrika, 62, 85-98. [doi] |

Hashorva E. (2005). Exact Asymptotics for Boundary Crossing Probabilities of Brownian Motion with piecewise linear trend. Electronic Communications in Probability, 10, 207-217. [doi] |

Hashorva E. (2005). Elliptical triangular arrays in the max-domain of attraction of Huesler-Reiss distribution. Statistics & Probability Letters, 72, 125-135. [doi] |

Hashorva E. (2005). Asymptotics and Bounds for Multivariate Gaussian Tails. Journal of Theoretical Probability, 18, 79-97. [doi] |

Hashorva E. (2005). Extremes of asymptotically spherical and elliptical random vectors. Insurance: Mathematics and Economics, 36, 285-302. [doi] |

Hashorva E. (2005). On the max-domain of attractions of bivariate elliptical arrays. Extremes, 8, 225-233. [doi] |

Hashorva E. , Hüsler J. (2005). Multiple maxima in multivariate samples. Statistics & Probability Letters, 75, 11-17. [doi] |

Hashorva E. , Hüsler J. (2005). Estimation of Tails and Related Quantities Using the Number of Near-Extremes. Communications in Statistics - Theory and Methods, 34, 337-349. [doi] |

Bischoff W., Hashorva E., Huesler J. ; Miller F. (2004). On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. Statistics & Probability Letters, 66, 105-115. [doi] |

Brägger U., Gerber C., Joss A., Haenni S., Meier A., Hashorva E ; Lang N.P. (2004). Patterns of tissue remodeling after placement of ITI® dental implants using an osteotome technique: a longitudinal radiographic case cohort study. Clinical Oral Implants Research, 15, 158-166. [doi] |

Hashorva E. (2004). Bivariate maximum insurance claim and related point processes. Statistics & Probability Letters, 69, 117-128. [doi] |

Bischoff W., Hashorva E., Hüsler J. ; Miller F. (2003). Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test. Annals of the Institute of Statistical Mathematics, 55, 849-864. [doi] |

Bischoff W., Miller F., Hashorva E. ; Hüsler J. (2003). Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Methodology And Computing In Applied Probability, 5, 271-287. [doi] |

Hashorva E. (2003). On the number of near-maximum insurance claim under dependence. Insurance: Mathematics and Economics, 32, 37-49. [doi] |

Hashorva E. , Hüsler J. (2003). On multivariate Gaussian tails. Annals of the Institute of Statistical Mathematics, 55, 507-522. [doi] |

Hashorva E. (2002). Remarks on domination of maxima. Statistics & Probability Letters, 60, 101-109. [doi] |

Hashorva E. (2002). Asymptotics of the dominated Gaussian maxima. Extremes, 5, 353-368. [doi] |

Hashorva E. , Huesler J. (2002). Remarks on compound Poisson approximation of Gaussian random sequences. Statistics & Probability Letters, 57, 1-8. [doi] |

Hashorva E. , Hüsler J. (2002). On asymptotics of multivariate integrals with applications to records. Stochastic Models, 18, 41-69. [doi] |

Hashorva E. , Hüsler J. (2002). The neighbourhood of the bivariate maxima: with application to insurance. Suppl. Rendiconti del Circolo Matematico di Palermo, Serie II, 70, 361-376. |

Hashorva E. (2001). Asymptotic results for FGM random sequences. Statistics & Probability Letters, 54, 417-425. [doi] |

Hashorva E. (2001). On the number of points near the multivariate maxima. Statistics & Probability Letters, 55, 113-124. [doi] |

Hashorva E. , Hüsler J. (2000). Extremes of Gaussian processes with maximal variance near the boundary points. Methodology and Computing in Applied Probability, 2, 255-269. [doi] |

Hashorva E. , Hüsler J. (2000). On the number of near-maxima. Suppl. Rendiconti del Circolo Matematico di Palermo, Serie II, 65, 121-136. |

Hashorva E. , Hüsler J. (1999). Extreme values in FGM random sequences. Journal of Multivariate Analysis, 68, 212-225. [doi] |

### Parties de livre

Hashorva E., Lifshits M. ; Seleznjev O. (2015). Approximation of a random process with variable smoothness. Festschrift in honor of Paul Deheuvels (pp. 189-208). Springer International Publishing. [doi] |

Hashorva E. (2007). Extremes and asymptotic dependence of elliptical random vectors. Extreme Value Distributions (pp. 159-179). Ahsanulah M. Kirmani S., Nova Science Publishers. |

### Thèses

Ji L., Hashorva E. (Dir.) (2014). Ruin and related quantities in some advanced insurance risk models. Université de Lausanne, Faculté des hautes études commerciales. [abstract] |

Ling C., Hashorva E. (Dir.) (2014). Extremal properties of certain risk models. Université de Lausanne, Faculté des hautes études commerciales. [abstract] |

Weng Z., Hashorva E. (Dir.) (2014). Extremal behaviour of random scaling models. Université de Lausanne, Faculté des hautes études commerciales. |

### Curriculum

### Formations

**Academic Qualification**

--Habilitation in applied stochastic, University of Bern, 2004

--Aktuar ASA, 2003

--Ph.D. in applied probability, University of Bern, 1999

### Expériences professionnelles

**Positions**

--Professor of Actuarial Mathematics, University of Lausanne, since 2010

--Privat dozent, University of Bern, since 2004

--Actuary/Chief Actuary, Allianz Suisse Insurance Company, 2000-2010

--Assistant, University of Bern, 1998-2000

--Actuary/Chief Actuary, INSIG, 1994-1996

### Autres activités

**Research Projects**

-- Principal Investigator of the project

"Extremes of Threshold-Dependent Random Fields" supported by the Swiss National Science Foundation, 2016-2018.

More details here: http://p3.snf.ch/Project-166274

-- Principal Investigator of the project "Extremes of Gaussian processes and related random fields" supported by the Swiss National Science Foundation, 2012-2015

More details here: http://p3.snf.ch/Project-140633

-- Principal Investigator of the project "Extremal behaviour of random scaling models" supported by the Swiss National Science Foundation, 2011-2014

More details here: http://p3.snf.ch/project-134785

-- Co-Investigator of the project "Risk Analysis, Ruin and Extremes" (RARE), FP7 Marie Currie IRSES Fellowship, 2013-2016

More details here: http://www.liv.ac.uk/institute-for-financial-and-actuarial-mathematics/rare/partners/

**Editorial Activities**

-- Associate Editor: Journal of Applied Probability, since 2016

-- Associate Editor: Advances in Applied Probability, since 2016

-- Associate Editor: Statistics & Probability Letters, since 2012

-- Associate Editor: Extremes, since 2011

-- Associate Editor: European Actuarial Journal, since 2011

-- Editor: Albanian Journal of Mathematics, since 2007

### Prix et distinctions scientifiques

**2nd price in national olympiad of mathematics**

Année : 1986

Récipiendaire : Enkelejd Hashorva

**Faculty price 2000 for the best PhD thesis, University of Bern**

Année : 2000

Récipiendaire : Enkelejd Hashorva