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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 programmes
Master of Science (MSc) in Actuarial Science
Master of Science (MSc) in Actuarial Science
master Time Series
Related programmes
Master of Science (MSc) in Actuarial Science
Master of Science (MSc) in Actuarial Science

Research

Research areas

Extreme value theory

Gaussian processes

Assistants

Krzysztof Bisewski
Krzysztof.Bisewski@unil.ch
Tel: (021 692) 3342
Room: EXT 107

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
  Konrad Krystecki
konrad.krystecki@unil.ch
Tel: (021 692) 3426
Room: EXT 134

full description
 

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 project
"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
-- 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: 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, since 2011

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 (3)
  • assurance (4)
  • mathematics
  • risk

 
 
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