## 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 |

### 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 |
|||

Peng Liu
peng.liu@unil.ch Tél: (021 692) 3376 Bureau: Extranef 106 page personnelle |

### Publications

140 publications classées par:
Dȩbicki K, Hashorva E & Liu P (soumis à l'éditeur). RUIN PROBABILITIES AND PASSAGE TIMES OF GAMMA-REFLECTED GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS.

Dȩbicki K, Hashorva E & Liu P (soumis à l'éditeur). EXTREMES OF GAUSSIAN RANDOM FIELDS WITH REGULARLY VARYING DEPENDENCE STRUCTURE.

L. Bai, K. Debicki, E. Hashorva & L. Luo (soumis à l'éditeur). On generalised Piterbarg Constants.

Albin P, Hashorva E, Ji L & Ling C (in press). Extremes and Limit Theorems for Difference of Chi-type processes.

Asimit V., Hashorva E. & Kortschak D. (in press). Aggregation of randomly weighted large risks.

Debicki K., Hashorva E. & Ji L. (2016). Extremes of a class of non-homogeneous Gaussian random fields.

Debicki K., Hashorva E. & Ji L. (2016). On Parisian ruin over a finite-time horizon.

Hashorva E. & Ji L. (2016). Extremes of alpha-t locally stationary Gaussian random fields.

Hashorva E. & Ling C. (2016). Maxima of skew elliptical triangular arrays.

Hashorva E., Peng Z. & Weng Z. (2016). Higher-order expansions of distributions of maxima in a Hüsler-Reiss model.

Dȩbicki K., Hashorva E. & Ji L. (2015). Gaussian risk models with financial constraints.

Dȩbicki K., Hashorva E., Ji L. & Ling C. (2015). Extremes of order statistics of stationary processes.

Dȩbicki K., Hashorva E., Ji L. & Tabiś K. (2015). Extremes of vector-valued Gaussian processes: Exact asymptotics.

Das B., Engelke S. & Hashorva E. (2015). Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process.

Debicki K., Hashorva E. & Ji L. (2015). Parisian ruin of self-similar Gaussian risk processes.

Debicki K., Hashorva E. & Soja-Kukieła N. (2015). Extremes of homogeneous Gaussian random fields.

Farkas J. & Hashorva E. (2015). Tail approximation for reinsurance portfolios of Gaussian-like risks.

Hashorva E. (2015). Extremes of aggregated Dirichlet risks.

Hashorva E. & Ji L. (2015). Piterbarg theorems for chi-processes with trend.

Hashorva E., Korshunov D. & Piterbarg V.I. (2015). Asymptotic expansion of Gaussian chaos via probabilistic approach.

Hashorva E. & Li J. (2015). Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks.

Hashorva E., Mishura Y. & Seleznjev O. (2015). Boundary non-crossing probabilities for fractional Brownian motion with trend.

Hashorva E., Peng L. & Weng Z. (2015). Maxima of a triangular array of multivariate Gaussian sequence.

Hashorva E. & Ratovomirija G. (2015). On samanov mixed erlang risks in insurance applications.

Hashorva E. & Tan Z. (2015). Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids.

Hashorva E. & Weng Z. (2015). Limit Laws for Maxima of Contracted Stationary Gaussian Sequences.

Korshunov D.A., Piterbarg V.I. & Hashorva E. (2015). On the asymptotic Laplace method and its application to random chaos.

Liu P., Hashorva E. & Ji L. (2015). On the gamma-reflected processes with fBm input.

Dębicki K., Hashorva E. & Ji L. (2014). Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals.

Dȩbicki K., Hashorva E., Ji L. & Tabiś K. (2014). On the probability of conjunctions of stationary Gaussian processes.

Debicki K., Hashorva E. & Ji L. (2014). Gaussian approximation of perturbed chi-square risks.

Debicki K., Hashorva E., Ji L. & Tan Z. (2014). Finite-time ruin probability of aggregate Gaussian processes.

Embrechts P., Hashorva E. & Mikosch T. (2014). Aggregation of log-linear risks.

Hashorva E. & Ji L. (2014). Approximation of passage times of gamma-reflected processes with fBm input.

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.

Hashorva E. & Ji L. (2014). Extremes and First Passage Times of Correlated Fractional Brownian Motions.

Hashorva E. & Ji L. (2014). Random shifting and scaling of insurance risks.

Hashorva E. & Kortschak D. (2014). Tail asymptotics of random sum and maximum of log-normal risks.

Hashorva E. & Li J. (2014). Asymptotics for a discrete-time risk model with the emphasis on financial risk.

Hashorva E., Ling C. & Peng Z. (2014). Tail asymptotic expansions for L-statistics.

Hashorva E., Ling C. & Peng Z. (2014). Modeling of censored bivariate extremal events.

Hashorva E., Ling C. & Peng Z. (2014). Second-order tail asymptotics of deflated risks.

Hashorva E. & Mishura Y. (2014). Boundary Non-Crossings of Additive Wiener Fields.

Hashorva E., Nadarajah S. & Pogany TK. (2014). Extremes of perturbed bivariate Rayleigh risks.

Hashorva E., Peng Z. & Weng Z. (2014). Limit properties of exceedances point processes of scaled stationary Gaussian sequences.

Hashorva E. & Weng Z. (2014). Tail asymptotic of Weibull-type risks.

Hashorva E. & Weng Z. (2014). Berman's inequality under random scaling.

Hashorva E. & Weng Z. (2014). Maxima and minima of complete and incomplete stationary sequences.

Kortschak D. & Hashorva E. (2014). Second Order Asymptotics of Aggregated Log-Elliptical Risk.

Tan Z. & Hashorva E. (2014). On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes.

Tan Z. & Hashorva E. (2014). On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes.

Balakrishnan N. & Hashorva E. (2013). Scale Mixtures of Kotz-Dirichlet Distributions.

Hashorva E. (2013). On beta-product convolutions.

Hashorva E. (2013). Minima and maxima of elliptical triangular arrays and spherical processes.

Hashorva E. (2013). Exact tail asymptotics of aggregated parametrised risk.

Hashorva E., Ji L. & Piterbarg V. I. (2013). On the supremum of gamma-reflected processes with fractional Brownian motion as input.

Hashorva E. & Li J. (2013). ECOMOR and LCR reinsurance with gamma-like claims.

Hashorva E., Macci C. & Pacchiarotti B. (2013). Large deviations for proportions of observations which fall in random sets determined by order statistics.

Hashorva E., Peng Z. & Weng Z. (2013). On Piterbarg theorem for the maxima of stationary Gaussian sequences.

Hashorva E. & Tan Z. (2013). Large deviations of Shepp statistics for fractional Brownian motion.

Hashorva E. & Weng Z. (2013). Limit laws for extremes of dependent stationary Gaussian arrays.

Korshunov D.A., Piterbarg V.I. & Hashorva E. (2013). On Extremal Behavior of Gaussian Chaos.

Kortschak D. & Hashorva E. (2013). Efficient simulation of tail probabilities for sums of log-elliptical risks.

Merz M., Wüthrich M.V. & Hashorva E. (2013). Dependence modelling in multivariate claims run-off triangles.

Tan Z. & Hashorva E. (2013). Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes.

Tan Z. & Hashorva E. (2013). Exact asymptotics and limit theorems for supremum of stationary chi-processes over a random interval.

Tan Z. & Hashorva E. (2013). Exact tail asymptotics of the supremum of strongly dependent gaussian processes over a random interval.

Yang Y. & Hashorva E. (2013). Extremes and products of multivariate AC-product risks.

Hashorva E. (2012). Exact tail asymptotics in bivariate scale mixture models.

Hashorva E. & Jaworski P. (2012). Gaussian approximation of conditional elliptical copulas.

Hashorva E., Ji L. & Tan Z. (2012). On the infinite sums of deflated Gaussian products.

Hashorva E., Kabluchko Z. & Wübker A. (2012). Extremes of independent chi-square random vectors.

Hashorva E. & Stepanov A. (2012). Limit theorems for the spacings of weak records.

Kume A. & Hashorva E. (2012). Calculation of Bayes premium for conditional elliptical risks.

Tan Z., Hashova E. & Peng Z. (2012). Asymptotics of maxima of strongly dependent Gaussian processes.

Balakrishnan N. & Hashorva E. (2011). On Kotz-Pearson Dirichlet distributions.

Constantinescu C., Hashorva E. & Ji L. (2011). Archimedean copulas in finite and infinite dimensions - with application to ruin problems.

Hashorva E. (2011). Comments on statistical models and methods for dependence in insurance data.

Hashorva E. (2011). A convolution identity for exchangeable risks.

Hashorva E. (2011). Asymptotics of the convex hull of spherically symmetric samples.

Hashorva E. (2010). Boundary Non-crossings of Brownian Pillow.

Hashorva E. (2010). Asymptotics of the norm of elliptical random vectors.

Hashorva E. (2010). On the residual dependence index of elliptical distributions.

Hashorva E. & Pakes A.G. (2010). Tail asymptotics under beta random scaling.

Hashorva E., Pakes A.G. & Tang Q. (2010). Asymptotics of random contractions.

Balakrishnan N., Hashorva E. & Huesler J. (2009). A note on near-extremes and related point processes.

Hashorva E. (2009). Asymptotics for Kotz Type III elliptical distributions.

Hashorva E. (2009). Conditional limit results for type I polar distributions.

Hashorva E. (2009). Conditional limits of Wp scale mixture distributions.

Hashorva E. & Kotz S. (2009). On the strong Kotz approximation of Dirichlet random vectors.

Hashorva E. (2008). Conditional limiting distribution of beta-independent random vectors.

Hashorva E. (2008). On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays.

Hashorva E. (2008). A new family of bivariate max-infinitely divisible distributions.

Hashorva E. (2008). Tail asymptotic results for elliptical distributions.

Hashorva E. (2008). Extremes of weighted Dirichlet arrays.

Hashorva E. & Huesler J. (2008). Near m-extreme points and related sums.

Bischoff W., Hashorva E. & Hüsler J. (2007). An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend.

Hashorva E. (2007). On the asymptotic distribution of certain bivariate reinsurance treaties.

Hashorva E. (2007). Asymptotic properties of type I elliptical random vectors.

Hashorva E. (2007). Conditional limiting distribution of Type III elliptical random vectors.

Hashorva E. (2007). Extremes of conditioned elliptical random vectors.

Hashorva E. (2007). Sample extremes of L_p-norm asymptotically spherical distributions.

Hashorva E. (2007). Exact asymptotics for Type I bivariate elliptical distributions.

Hashorva E., Kotz S. & Kume A. (2007). L_p-norm generalised symmetrised Dirichlet distributions.

Hashorva E. (2006). Gaussian approximation of conditional elliptical random vectors.

Hashorva E. (2006). A novel class of bivariate max-stable distributions.

Hashorva E. (2006). On the regular variation of elliptical random vectors.

Hashorva E. (2006). On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays.

Bischoff W. & Hashorva E. (2005). A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend.

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.

Hashorva E. (2005). Elliptical triangular arrays in the max-domain of attraction of Huesler-Reiss distribution.

Hashorva E. (2005). Asymptotics and Bounds for Multivariate Gaussian Tails.

Hashorva E. (2005). On the max-domain of attractions of bivariate elliptical arrays.

Hashorva E. (2005). Extremes of asymptotically spherical and elliptical random vectors.

Hashorva E. (2005). Exact Asymptotics for Boundary Crossing Probabilities of Brownian Motion with piecewise linear trend.

Hashorva E. & Hüsler J. (2005). Multiple maxima in multivariate samples.

Hashorva E. & Hüsler J. (2005). Estimation of Tails and Related Quantities Using the Number of Near-Extremes.

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.

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.

Hashorva E. (2004). Bivariate maximum insurance claim and related point processes.

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.

Bischoff W., Miller F., Hashorva E. & Hüsler J. (2003). Asymptotics of a boundary crossing probability of a Brownian bridge with general trend.

Hashorva E. (2003). On the number of near-maximum insurance claim under dependence.

Hashorva E. & Hüsler J. (2003). On multivariate Gaussian tails.

Hashorva E. (2002). Remarks on domination of maxima.

Hashorva E. (2002). Asymptotics of the dominated Gaussian maxima.

Hashorva E. & Huesler J. (2002). Remarks on compound Poisson approximation of Gaussian random sequences.

Hashorva E. & Hüsler J. (2002). The neighbourhood of the bivariate maxima: with application to insurance.

Hashorva E. & Hüsler J. (2002). On asymptotics of multivariate integrals with applications to records.

Hashorva E. (2001). On the number of points near the multivariate maxima.

Hashorva E. (2001). Asymptotic results for FGM random sequences.

Hashorva E. & Hüsler J. (2000). Extremes of Gaussian processes with maximal variance near the boundary points.

Hashorva E. & Hüsler J. (2000). On the number of near-maxima.

Hashorva E. & Hüsler J. (1999). Extreme values in FGM random sequences.

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.

Hashorva E., Lifshits M. & Seleznjev O. (2015). Approximation of a random process with variable smoothness. In Hallin M., Mason D., Pfeifer D. & Steinebach J. G. (Eds.),

Hashorva E. (2007). Extremes and asymptotic dependence of elliptical random vectors.

Ji L., Hashorva E. (Dir.) (2014).

Ling C., Hashorva E. (Dir.) (2014).

Weng Z., Hashorva E. (Dir.) (2014).

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

### Articles

*Bernoulli*. [pdf]*Extremes*. [pdf]*Comp. Meth. Appl. Probab*. [pdf]*ESAIM: P&S*. [pdf]*IMA Journal of Management Mathematics*. [doi] [pdf]*Annals of Probability*,*44*(2), 984-1012. [doi] [pdf] [web of science] [abstract]*Science China Mathematics*,*59*(3), 557-572. [doi] [pdf] [web of science] [abstract]*Transactions of the American Mathematical Society*,*368*(1), 1-26. [doi] [web of science] [abstract]*Communications in Statistics - Theory and Methods*,*45*(12), 3692-3705. [doi] [pdf] [web of science] [abstract]*Methodology and Computing in Applied Probability*,*18*(1), 181-196. [doi] [pdf] [web of science] [abstract]*Scandinavian Actuarial Journal*,*2015*(6), 469-481. [doi] [pdf] [web of science] [abstract]*TEST*,*24*(2), 229-248. [doi] [pdf] [web of science] [abstract]*Stochastic Processes and their Applications*,*125*(11), 4039-4065. [doi] [pdf] [web of science] [abstract]*Stochastic Processes and their Applications*,*125*(2), 780-796. [doi] [pdf] [web of science] [abstract]*Journal Applied Probability*,*52*(3), 688-702. [pdf] [web of science] [abstract]*Journal of Applied Probability*,*52*(1), 55-67. [pdf] [web of science] [abstract]*Scandinavian Actuarial Journal*,*2015*(4), 319-331. [doi] [pdf] [abstract]*Journal of Multivariate Analysis*,*133*, 334-345. [doi] [pdf] [web of science] [abstract]*Extremes*,*18*(1), 37-64. [doi] [pdf] [web of science] [abstract]*Extremes*,*18*(3), 315-347. [doi] [pdf] [web of science] [abstract]*Stochastic Models*,*31*(1), 1-19. [doi] [pdf] [web of science] [abstract]*Stochastics An International Journal of Probability and Stochastic Processes*,*87*(6), 946-965. [doi] [pdf] [web of science] [abstract]*Statistics & Probability Letters*,*103*, 62-72. [doi] [pdf] [web of science] [abstract]*ASTIN Bulletin*,*45*(1), 175-205. [doi] [pdf] [web of science] [abstract]*Statistics*,*49*(2), 338-360. [doi] [pdf] [web of science] [abstract]*Communications in Statistics - Theory and Methods*,*44*(21), 4641-4650. [doi] [pdf] [web of science] [abstract]*Mathematical Notes*,*97*(5-6), 878-891. [doi] [pdf] [web of science] [abstract]*Lithuanian Mathematical Journal*,*55*(3), 402-414. [doi] [pdf] [web of science] [abstract]*Extremes*,*17*(3), 411-429. [doi] [pdf] [web of science] [abstract]*Statistics & Probability Letters*,*88*, 141-148. [doi] [pdf]*Statistics and Its Interface*,*7*(3), 363-373. [pdf] [web of science] [abstract]*Markov Processes and Related Fields*,*20*(3), 435-450. [pdf] [web of science] [abstract]*Journal of Applied Probability*,*51A*, 203-212. [pdf] [abstract]*Journal of Applied Probability*,*51*(3), 713-726. [pdf] [web of science] [abstract]*Communications in Statistics - Theory and Methods*,*43*, 2540–2548. [doi] [pdf]*Stochastic Models*,*30*(3), 272-299. [doi] [pdf]*Risks*,*2*, 277-288. [doi] [pdf]*Statistics & Probability Letters*,*87*, 167-174. [doi] [pdf]*Probability in the Engineering and Informational Sciences*,*28*(4), 573-588. [doi] [pdf] [web of science] [abstract]*Science China Mathematics*,*57*(10), 1993-2012. [doi] [pdf]*Journal of the Korean Statistical Society*,*43*(3), 323-338. [doi] [pdf]*Insurance: Mathematics and Economics*,*56*, 88-101. [doi] [pdf]*Lithuanian Math. J.*,*54*(3), 277-289. [pdf]*Revstat Statistical Journal*,*12*(2), 157-168. [web of science] [abstract]*Probability and Mathematical Statistics*,*34*(1), 45-59. [pdf]*Statistics*,*48*(5), 1155-1165. [doi] [pdf] [web of science]*Statistics and Its Interface*,*7*(3), 339-349. [pdf] [web of science] [abstract]*Stochastics An International Journal of Probability and Stochastic Processes*,*86*(5), 707-720. [doi] [pdf]*Methodology and Computing in Applied Probability*,*16*(4), 969-985. [doi] [pdf] [web of science] [abstract]*Journal of Mathematical Analysis and Applications*,*409*(1), 299-314. [doi] [pdf]*Methodology and Computing in Applied Probability*,*16*(1), 169-185. [doi] [pdf]*Journal of Multivariate Analysis*,*113*, 48-58. [doi]*Scandinavian Actuarial Journal*, 69–83. [doi]*Bernoulli*,*19*(3), 886–904. [pdf]*Journal of Mathematical Analysis and Applications*,*400*(1), 187-199. [doi] [pdf]*Stochastic Processes and their Applications*,*123*(11), 4111-4127. [doi] [pdf]*Insurance: Mathematics and Economics*,*53*(1), 206-215. [doi] [pdf]*Methodology and Computing in Applied Probability*,*15*(4), 875-896. [doi]*Lithuanian Mathematical Journal*,*53*(3), 280-292. [pdf]*Statistics & Probability Letters*,*83*(10), 2242-2247. [doi] [pdf]*Statistics & Probability Letters*,*83*(1), 320-330. [doi]*Doklady Mathematics*,*88*(2), 566–568. [doi] [pdf]*Journal of Computational and Applied Mathematics*,*247*, 53-67. [doi] [pdf]*Annals of Actuarial Science*,*7*(1), 3-25. [doi]*Extremes*,*16*(2), 241-254. [doi]*Stochastic Processes and their Applications*,*123*(8), 2983-2998. [doi] [pdf]*Lithuanian Mathematical Journal*,*53*(1), 91–102. [pdf]*Insurance: Mathematics and Economics*,*52*(2), 312-319. [doi] [pdf]*Extremes*,*15*(1), 109-128. [doi]*Journal of Multivariate Analysis*,*111*, 397-407. [doi]*Electronic Communications in Probability*,*17*(31), 1-8. [doi]*Extremes*,*15*(1), 35-42. [doi]*Metrika*,*75*(2), 163-180. [doi]*Insurance: Mathematics and Economics*,*51*, 632–635. [doi] [pdf]*Journal of Applied Probability*,*49*(4), 1106–1118. [doi] [pdf]*J. Multivariate Anal.*,*102*, 948-957.*Insurance: Mathematics & Economics*,*49*(3), 487-495.*J Korean Stat Soc*,*40*, 151-154.*Albanian Journal of Mathematics*,*5*(1), 43-45.*Discrete Applied Mathematics*,*159*(4), 201-211.*Journal of Theoretical Probability*,*23*(1), 193-208. [doi]*Journal of Multivariate Analysis*,*101*(4), 926-935. [doi]*Statistics & Probability Letters*,*80*(13-14), 1070-1078. [doi]*Journal of Mathematical Analysis and Applications*,*372*(2), 496-514. [doi]*Insurance: Mathematics and Economics*,*47*(3), 405-414. [doi]*Albanian J. Math.*,*3*(2), 63-74.*Statistics & Probability Letters*,*79*(7), 927-935. [doi]*Extremes*,*12*(3), 239-263. [doi]*Journal of Statistical Planning and Inference*,*139*(10), 3501-3511. [doi]*Statistics*,*43*(4), 393-408. [doi]*Journal of Multivariate Analysis*,*99*(7), 1438-1459. [doi]*Communications in Statistics - Theory and Methods*,*37*(10), 1543-1551. [doi]*Metrika*,*68*(3), 289-304. [doi]*Insurance: Mathematics and Economics*,*43*(1), 158-164. [doi]*Extremes*,*11*(4), 393-420. [doi]*Albanian J. Math.*,*2*(1), 33–43.*Communications in Statistics - Theory and Methods*,*36*(16), 2821-2828. [doi]*Insurance: Mathematics and Economics*,*40*(2), 200-208. [doi]*Extremes*,*10*(4), 175-206. [doi]*Journal of Multivariate Analysis*,*98*(2), 282-294. [doi]*Journal of Multivariate Analysis*,*98*(8), 1583-1591. [doi]*Albanian J. Math.*,*1*(3), 157-172.*Albanian J. Math.*,*1*(2), 99-114. [pdf]*Albanian J. Math.*,*1*(1), 31-56. [pdf]*Stochastic Models*,*22*(3), 441-457. [doi]*Statistics & Probability Letters*,*76*(10), 1047-1055. [doi]*Statistics & Probability Letters*,*76*(14), 1427-1434. [doi]*Statistics & Probability Letters*,*76*(18), 2027-2035. [doi]*Statistics & Probability Letters*,*74*(3), 265-271. [doi]*Metrika*,*62*(1), 85-98. [doi]*Statistics & Probability Letters*,*72*(2), 125-135. [doi]*Journal of Theoretical Probability*,*18*(1), 79-97. [doi]*Extremes*,*8*(3), 225-233. [doi]*Insurance: Mathematics and Economics*,*36*(3), 285-302. [doi]*Electronic Communications in Probability*,*10*, 207-217. [doi]*Statistics & Probability Letters*,*75*(1), 11-17. [doi]*Communications in Statistics - Theory and Methods*,*34*(2), 337-349. [doi]*Statistics & Probability Letters*,*66*(2), 105-115. [doi]*Clinical Oral Implants Research*,*15*(2), 158-166. [doi]*Statistics & Probability Letters*,*69*(2), 117-128. [doi]*Annals of the Institute of Statistical Mathematics*,*55*(4), 849-864. [doi]*Methodology And Computing In Applied Probability*,*5*(3), 271-287. [doi]*Insurance: Mathematics and Economics*,*32*(1), 37-49. [doi]*Annals of the Institute of Statistical Mathematics*,*55*(3), 507-522. [doi]*Statistics & Probability Letters*,*60*(1), 101-109. [doi]*Extremes*,*5*(4), 353-368. [doi]*Statistics & Probability Letters*,*57*(1), 1-8. [doi]*Suppl. Rendiconti del Circolo Matematico di Palermo, Serie II*,*70*, 361-376.*Stochastic Models*,*18*(1), 41-69. [doi]*Statistics & Probability Letters*,*55*(2), 113-124. [doi]*Statistics & Probability Letters*,*54*(4), 417-425. [doi]*Methodology and Computing in Applied Probability*,*2*(3), 255-269. [doi]*Suppl. Rendiconti del Circolo Matematico di Palermo, Serie II*,*65*, 121-136.*Journal of Multivariate Analysis*,*68*(2), 212-225. [doi]#### Synthèse

*Biometrical Journal*,*50*(4), 625-625. [doi]### Parties de livre

*Festschrift in honor of Paul Deheuvels*(pp. 189-208). Springer International Publishing. [doi] [pdf]*Extreme Value Distributions*(pp. 159-179). Ahsanulah M.Kirmani S., Nova Science Publishers.### Thèses

*Ruin and related quantities in some advanced insurance risk models*. Université de Lausanne, Faculté des hautes études commerciales. [abstract]*Extremal properties of certain risk models*. Université de Lausanne, Faculté des hautes études commerciales. [abstract]*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

### Mots-clés

- assurance (4)
- mathématiques (3)
- probabilité appliquée (3)
- risque (4)
- sciences actuarielles (6)