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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-Chamberonne
Bâtiment Extranef
1015 Lausanne

Enseignements

master Actuarial Modelling
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles
master Loss Models
Formations concernées
Maîtrise universitaire ès Sciences en sciences actuarielles
Maîtrise universitaire ès Sciences en sciences actuarielles
master Time Series
Formations concernées
Maîtrise universitaire ès Sciences en sciences actuarielles
Maîtrise universitaire ès Sciences en sciences actuarielles

Recherches

Axes de recherche

Théorie des valeurs extrêmes

Processus Gaussiens 

Assistants

Krzysztof Bisewski
Krzysztof.Bisewski@unil.ch
Tél: (021 692) 3342
Bureau: EXT 107

page personnelle
  Pavel Ievlev
pavel.ievlev@unil.ch
Tél: (021 692) 3426
Bureau: EXT 134

page personnelle
 
Grigori Jasnovidov
grigori.jasnovidov@unil.ch



page personnelle
  Nikolai Kriukov
nikolai.kriukov@unil.ch
Tél: (021 692) 3375
Bureau: EXT 105

page personnelle
 
Konrad Krystecki
konrad.krystecki@unil.ch
Tél: (021 692) 3426
Bureau: EXT 134

page personnelle
 

Publications


this section is under maintenance

please refer to the author in unisciences


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 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


Prix et distinctions scientifiques

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

Récipiendaire : Enkelejd Hashorva


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

Récipiendaire : Enkelejd Hashorva


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