Hansjoerg Albrecher
Coordonnées
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Professeur ordinaire
Département de sciences actuarielles Contact Hansjoerg.Albrecher@unil.ch Extranef, bureau 207 Tél 021.692.33.71 Adresse postale Université de Lausanne Quartier UNIL-Chamberonne Bâtiment Extranef 1015 Lausanne |
Enseignements
master Risk Theory Formation concernée Maîtrise universitaire ès Sciences en sciences actuarielles |
Recherches
Axes de recherche
AssuranceThéorie du risque
Analyse des critères de stabilité et de solvabilité des institutions d'assurances
Mathématiques de la finance, essentiellement en relation avec l'évaluation des risques
Simulation stochastique
Assistants
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Martin Bladt
martin.bladt@unil.ch Tél: (021 692) 3426 Bureau: EXT 134 page personnelle |
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Dina Finger
dina.finger@unil.ch Tél: (021 692) 3376 Bureau: EXT 106 page personnelle |
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Brandon Garcia Flores
Brandon.GarciaFlores@unil.ch Tél: (021 692) 3375 Bureau: EXT 105 page personnelle |
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Alaric Mueller
alaric.mueller@unil.ch Tél: (021 692) 3419 Bureau: EXT 102 page personnelle |
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Oscar Peralta Gutiérrez
oscar.peraltagutierrez@unil.ch Tél: (021 692) 3426 Bureau: EXT 134 page personnelle |
Publications
Curriculum
Compétences
Actuarial Mathematics
Mathematical Finance
Stochastic Simulation
Applied Probability
Expériences professionnelles
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)
Autres activités
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
Prix et distinctions scientifiques
Prix Hachemeister de la Casualty 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