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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

Recherches

Axes de recherche

Théorie des valeurs extrêmes

Processus Gaussiens 

Publications




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 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 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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