Aller à : contenu haut bas recherche
 
 
EN     FR
Vous êtes ici:   UNIL > HEC Inst. > HEC App. > RECHERCHE
 
 
           

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
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles
master Time Series
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles

Recherches

Axes de recherche

Théorie des valeurs extrêmes

Processus Gaussiens 

Assistants

Laura Iveth Aburto Barrera
lauraiveth.aburtobarrera@unil.ch

Bureau: EXT

page personnelle
  Ikram Zohra Brahami Hakiki
IkramZohra.BrahamiHakiki@unil.ch



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

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

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 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


Mots-clés


 
 
Recherche


Internef - CH-1015 Lausanne - Suisse  -   Tél. +41 21 692 33 00  -   Fax +41 21 692 33 05
Swiss University