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Hansjoerg Albrecher

Contact

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 programmes
Master of Science (MSc) in Actuarial Science
Master of Science (MSc) in Actuarial Science

Research

Research areas

Insurance

Risk 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

Martin Bladt
martin.bladt@unil.ch
Tel: (021 692) 3426
Room: EXT 134

full description
  Dina Finger
dina.finger@unil.ch
Tel: (021 692) 3419
Room: EXT 106

full description
 
Brandon Israel Garcia Flores
Brandon.GarciaFlores@unil.ch
Tel: (021 692) 3375
Room: EXT 105

full description
  Alaric Mueller
alaric.mueller@unil.ch
Tel: (021 692) 3375
Room: EXT 105

full description
 

Publications


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please refer to the author in unisciences


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


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