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Hansjoerg Albrecher

Coordonnées

Professeur ordinaire
Département de sciences actuarielles


Contact
Hansjoerg.Albrecher@unil.ch
Extranef, bureau 207
Tél 021.692.33.71

Adresse postale
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne

Enseignements

master Probability and Stochastic Processes
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles
master Risk Theory
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles

Recherches

Axes de recherche

Assurance

Les problèmes de contrôle et d'analyse des résultats

Théorie du risque

Analyse des critères de stabilité et de solvabilité des institutions d'assurances

Mathématiques de la finance, essentiellement en relation avec l'évaluation des risques

Simulation stochastique

Assistants

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

page personnelle
  Martin Bladt
martin.bladt@unil.ch



page personnelle
 
William Miguel Guevara Alarcon
william.guevaraalarcon@unil.ch
Tél: (021 692) 3375
Bureau: EXT/105

  Eleni Vatamidou
eleni.vatamidou@unil.ch



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Publications

100 dernières publications classées par: type de publication  -  année

: Revue avec comité de lecture

Articles

Albrecher H , Ivanovs J (in press). Linking dividends and capital injections - a probabilistic approach. Scandinavian Actuarial Journal. Revue avec comité de lecture


Albrecher H., Azcue P. ; Muler N. (in press). Optimal Dividend Strategies for Two Collaborating Insurance Companies. Advances in Applied Probability. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H. , Ivanovs J. (in press). On the joint distribution of tax payments and capital injections for a L\'{e}vy risk model. Probability and Mathematical Statistics. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Prettenthaler F., Albrecher H., Asadi P. ; Koeberl J. (2017). On Flood Risk Pooling in Europe. Natural Hazards, 88, 1-20. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H., Ivanovs J. ; Zhou X. (2016). Exit identities for Levy processes observed at Poisson arrival times. Bernoulli, 22, 1364-1382. Revue avec comité de lecture


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. Revue avec comité de lecture


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


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H. , Ivanovs J. (2014). Power identities for Lévy risk models under taxation and capital injections. Stochastic Systems, 4, 157-172. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H., Guillaume F. ; Schoutens W. (2013). Implied liquidity: model sensitivity. Journal of Empirical Finance, 23, 48-67. Revue avec comité de lecture


Albrecher H. , Ivanovs J. (2013). A risk model with an observer in a Markov environment. Risks, 1, 148-161. Revue avec comité de lecture


Albrecher H. , Lautscham V. (2013). From ruin to bankruptcy for compound Poisson surplus processes. ASTIN Bulletin, 43, 213-243. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H., Asmussen S. ; Kortschak D. (2012). Tail asymptotics for dependent subexponential differences. Siberian Mathematical Journal, 53, 965-983. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H., Baeuerle N. ; Thonhauser S. (2011). Optimal dividend payout in random discrete time. Statistics and Risk Modeling, 28, 251-276. Revue avec comité de lecture


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. Revue avec comité de lecture


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


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


Albrecher H., Gerber H. ; Shiu E. (2011). The optimal dividend barrier in the Gamma-Omega model. European Actuarial Journal, 1, 43-55. Revue avec comité de lecture


Albrecher H. , Gerber H. U. (2011). A note on moments of dividends. Acta Mathematica Applicatae Sinica, 27, 353-354. Revue avec comité de lecture


Albrecher H. , Haas S. (2011). Ruin Theory with Excess of Loss Reinsurance and Reinstatements. Applied Mathematics and Computation, 217, 8031-8043. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H., Gerber H.U. ; Yang H. (2010). A direct approach to the discounted penalty function. North American Actuarial Journal, 14, 420-434. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


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


Albrecher H., Mayer P. ; Schoutens W. (2008). General lower bounds for arithmetic Asian option prices. Applied Mathematical Finance, 15, 123-149. Revue avec comité de lecture


Albrecher H., Renaud J. ; Zhou X. (2008). A Levy insurance risk process with tax. Journal of Applied Probability, 45, 363-375. Revue avec comité de lecture


Albrecher H. , Teugels J. L. (2008). On Excess-of-Loss Reinsurance. Theory of Probability and Mathematical Statistics, 7-22. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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). A risk model with multilayer dividend strategy. North American Actuarial Journal, 11, 43-64. Revue avec comité de lecture


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. ; 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. Revue avec comité de lecture


Albrecher H. , Hipp C. (2007). Lundberg's risk process with tax. Blätter der DGVFM, 28, 13-28. Revue avec comité de lecture


Albrecher H., Mayer P., Schoutens W. ; Tistaert J. (2007). The little Heston trap. WILMOTT, 83-92. Revue avec comité de lecture


Albrecher H. , Teugels J. L. (2007). Asymptotic Analysis of a Measure of Variation. Theory of Probability and Mathematical Statistics, 74, 1-10. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H. , Asmussen S. (2006). Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Scandinavian Actuarial Journal, 86-110. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H. , Teugels J. L. (2006). Exponential behavior in the presence of dependence in risk theory. Journal of Applied Probability, 43, 257-273. Revue avec comité de lecture


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H. (2005). Some Extensions of the Classical Ruin Model in Risk Theory. Grazer Mathematische Berichte, 348, 1-14. Revue avec comité de lecture


Albrecher H. (2005). A note on the asymptotic behaviour of bottleneck problems. Operations Research Letters, 33, 183-186. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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. Revue avec comité de lecture


Albrecher H. , Boxma O. (2004). A ruin model with dependence between claim sizes and claim intervals. Insurance: Mathematics and Economics, 35, 245-254. Revue avec comité de lecture


Albrecher H., Hartinger J. ; Tichy R. (2004). Quasi-Monte Carlo techniques for CAT bond pricing. Monte Carlo Methods and Applications, 10, 197-211. Revue avec comité de lecture


Albrecher H. , Predota M. (2004). On Asian option pricing for NIG Levy processes. Journal of Computational and Applied Mathematics, 172, 153-168. Revue avec comité de lecture


Albrecher H., Kainhofer R. ; Tichy R. (2003). Simulation methods in ruin models with non-linear dividend barriers. Math. Comput. Simulation, 62, 277-287. Revue avec comité de lecture


Albrecher H. (2002). Metric distribution results for sequences (qna). Mathematica Slovaca, 52, 195-206. Revue avec comité de lecture


Albrecher H. , Kainhofer R. (2002). Risk theory with a non-linear dividend barrier. Computing, 68, 289-311. Revue avec comité de lecture


Albrecher H., Kainhofer R. ; Tichy R. (2002). Efficient simulation techniques for a generalized ruin model. Grazer Mathematische Berichte, 345, 79-110. Revue avec comité de lecture


Albrecher H. , Kantor J. (2002). Simulation of ruin probabilities for risk processes of Markovian type. Monte Carlo Methods and Applications, 8, 111-127. Revue avec comité de lecture


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


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. Revue avec comité de lecture


Albrecher H., Matousek J. ; Tichy R. (2000). Discrepancy of point sequences on fractal sets. Publicationes Mathematicae Debrecen, 56, 233-249. Revue avec comité de lecture


Albrecher H. , Tichy R. (2000). Zur Konvergenz eines Lösungsverfahrens für ein Risikomodell mit gammaverteilten Schäden. ASA Bulletin, 115-127. Revue avec comité de lecture


Livres

Albrecher H, Beirlant J ; Teugels J (In Press). Reinsurance: Actuarial and Statistical Aspects. Wiley, Chichester. Revue avec comité de lecture


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


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


Curriculum

Compétences



Actuarial Mathematics

Mathematical Finance

Stochastic Simulation

Applied Probability

Expériences professionnelles

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

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

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

Autres activités

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, 2009-2012

  • 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

Prix et distinctions scientifiques

Prix Hachemeister de la Casualty 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


Mots-clés


 
 
Recherche


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