Hansjoerg Albrecher
Contact
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Full Professor
Department of Actuarial Science Contact Hansjoerg.Albrecher@unil.ch Extranef, room 207 Tel 021.692.33.71 Postal address Université de Lausanne Quartier UNIL-Chamberonne Bâtiment Extranef 1015 Lausanne |
Teaching
master Risk Theory Related programme Master of Science (MSc) in Actuarial Science |
Research
Research areas
InsuranceRisk Theory
Analysis of criteria for the stability and solvency of insurance companies
Mathematical Finance, in particular in relation with the evaluation of risk
Stochastic Simulation
Assistants
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Martin Bladt
martin.bladt@unil.ch Tel: (021 692) 3426 Room: EXT 134 full description |
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Dina Finger
dina.finger@unil.ch Tel: (021 692) 3376 Room: EXT 106 full description |
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Brandon Garcia Flores
Brandon.GarciaFlores@unil.ch Tel: (021 692) 3375 Room: EXT 105 full description |
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Alaric Mueller
alaric.mueller@unil.ch Tel: (021 692) 3419 Room: EXT 102 full description |
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Oscar Peralta Gutiérrez
oscar.peraltagutierrez@unil.ch Tel: (021 692) 3426 Room: EXT 134 full description |
Publications
Curriculum
Competences
Actuarial Mathematics
Mathematical Finance
Stochastic Simulation
Applied Probability
Work experience
Academic Positions- Professor of Actuarial Mathematics, University of Lausanne, since 2009
- Faculty Member, Swiss Finance Institute, since 2011
- Professor of Insurance Mathematics, University of Linz, 2007-2009
- Deputy Director of the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, 2007-2009
- Group Leader "Financial Mathematics" at the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, 2005-2009
- Associate Professor at Graz University of Technology, 2005-2007
- Visiting Associate Professor at the University of Aarhus, 2005
- Assistant Professor at Graz University of Technology, 2001-2005
- Postdoctoral Research Fellow, Katholieke Universiteit Leuven, 2003-2004
- Visiting Scholar, International Institute of Applied Systems Analysis, Laxenburg, 1998
Education
- Habilitation (Venia Docendi) in Applied Mathematics, Graz University of Technology, 2005
- Ph.D. in Technical Mathematics, Graz University of Technology, 2001
- Studies of Technical Mathematics and Astronomy at Graz University of Technology, University of Limerick (Ireland) and Johns-Hopkins University Baltimore (Maryland, USA)
Other activities
Editorial Responsibilities- Editor-in-Chief, European Actuarial Journal, since 2019
- Editor-in-Chief, Springer Actuarial Series, since 2012
- Co-Editor, Statistics & Risk Modeling, since 2011
- Associate Editor, Journal of Applied Probability, since 2009
- Associate Editor, Advances in Applied Probability, since 2009
- Member of the Editorial Board, Radon Series for Computational and Applied Mathematics, deGruyter Berlin, since 2006
- Associate Editor, Insurance: Mathematics & Economics, 2008-2009 and since 2019
- Editor, Insurance: Mathematics & Economics, 2010-2018
- Co-Editor, European Actuarial Journal, 2011-2018
- Associate Editor, Mathematical Methods of Operations Research, 2007-2011
- Editor, Bulletin of the Swiss Association of Actuaries, 2009-2010
- Associate Editor, Blaetter der DGVFM, 2007-2010
Research Projects
- Project Leader "Risk Modelling with Matrix Distributions", supported
by the Swiss National Science Foundation, 2020-2023 - Project Leader "High precision approximations in risk theory with heavy tails", supported
by the Swiss National Science Foundation, 2017-2019 - Co-Investigator "Impact 2C", EU-FP7 Grant, 2011-2015
- Project Leader "Mathematical Analysis of Insurance Risk Processes II", supported
by the Swiss National Science Foundation, 2012-2016 - Project Leader "Mathematical Analysis of Insurance Risk Processes", supported
by the Swiss National Science Foundation, 2009-2012 - Project Leader ''Mathematical Models for Insurance Risk'' supported by the Austrian Science Fund, 2006-2009
- Research Associate, "Economics of Weather and Climate Risks I", supported by the Jubilee Fund of the Austrian National Bank, 2008-2009
Academic honors
Hachemeister Prize of the Casual Actuarial Society (CAS)Année : 2013
Récipiendaire : Hansjoerg Albrecher
Elected Member of the International Statistical Institute
Année : 2011
Récipiendaire : Hansjoerg Albrecher
Förderungspreis für Wissenschaft und Forschung des Landes Steiermark
Année : 2007
Récipiendaire : Hansjoerg Albrecher
Gauss-Prize of the German Association for Actuarial and Financial Mathematics
Année : 2005
Récipiendaire : Hansjoerg Albrecher