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Enkelejd Hashorva
Coordonnées
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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-Chamberonne Bâtiment Extranef 1015 Lausanne |
Enseignements
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master Actuarial Modelling Formation concernée Maîtrise universitaire ès Sciences en sciences actuarielles |
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master Loss Models Formation concernée Maîtrise universitaire ès Sciences en sciences actuarielles |
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master Time Series Formation concernée Maîtrise universitaire ès Sciences en sciences actuarielles |
Recherches
Axes de recherche
Théorie des valeurs extrêmesProcessus Gaussiens
Assistants
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Pavel Ievlev
pavel.ievlev@unil.ch Tél: (021 692) 3426 Bureau: EXT 134 page personnelle |
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Nikolai Kriukov
Nikolai.Kriukov@unil.ch Tél: (021 692) 3375 Bureau: EXT 105 page personnelle |
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Svyatoslav Novikov
Svyatoslav.Novikov@unil.ch Bureau: Ext page personnelle |
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Timofei Shashkov
timofei.shashkov@unil.ch page personnelle |
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Publications
Curriculum
Compétences
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
Formations
Academic Qualification--Habilitation in applied stochastics, 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 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
Prix et distinctions scientifiques
2nd place in the national olympiad of mathematicsAnnée : 1986
Récipiendaire : Enkelejd Hashorva
Faculty prize 2000 for the PhD thesis, University of Bern
Année : 2000
Récipiendaire : Enkelejd Hashorva
