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Enkelejd Hashorva

Contact

Full Professor
Department of Actuarial Science


Contact
Enkelejd.Hashorva@unil.ch
Extranef, room 205
Tel 021.692.33.68
Fax 0216923435

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

Teaching

master Actuarial Modelling
Related programme
Master of Science (MSc) in Actuarial Science
master Loss Models
Related programme
Master of Science (MSc) in Actuarial Science
master Time Series
Related programme
Master of Science (MSc) in Actuarial Science

Research

Research areas

Extreme value theory

Gaussian processes

Assistants

Laura Iveth Aburto Barrera
lauraiveth.aburtobarrera@unil.ch

Room: EXT

full description
  Pavel Ievlev
pavel.ievlev@unil.ch
Tel: (021 692) 3426
Room: EXT 134

full description
 
Nikolai Kriukov
Nikolai.Kriukov@unil.ch
Tel: (021 692) 3375
Room: EXT 105

full description
  Svyatoslav Novikov
svyatoslav4@mail.ru

Room: Ext

 
Timofei Shashkov
7197163@mail.ru



 

Publications


this section is under maintenance

please refer to the author in unisciences


Curriculum

Competences



Current research areas
--Extreme value theory

--Gaussian random fields

--Max-stable random fields

--Rare-event simulation

--Risk aggregation/disaggregation

--Multivariate distributions

--Non-Life Insurance: Big data pricing; price optimisation

Education

Academic Qualification
--Habilitation in applied stochastics, University of Bern, 2004
--Aktuar ASA, 2003
--Ph.D. in applied probability, University of Bern, 1999

Work experience

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

Other activities

Research Projects
-- Principal Investigator of the following projects:
''Asymptotic Constants in Stochastic Models" supported by the Swiss National Science Foundation, 2021-2023.
More details here: https://p3.snf.ch/Project-196888

"Rare Events & Extremes of Multi-Valued Random Fields" supported by the Swiss National Science Foundation, 2018-2020.
More details here: http://p3.snf.ch/Project-175752

"Extremes of Threshold-Dependent Random Fields" supported by the Swiss National Science Foundation, 2016-2018.
More details here: http://p3.snf.ch/Project-166274

"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

"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: Alexandria Engineering Journal, since 2020
-- Associate Editor: Spanish Journal Statistics, since 2019
-- Associate Editor: Dependence Modelling, since 2018
-- 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, 2011-2019

Academic honors

2nd place in the national olympiad of mathematics
Année : 1986

Récipiendaire : Enkelejd Hashorva


Faculty price 2000 for the PhD thesis, University of Bern
Année : 2000

Récipiendaire : Enkelejd Hashorva


Keywords

  • actuarial science (6)
  • applied probability (4)
  • assurance (4)
  • mathematics
  • risk

 
 
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