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Hansjörg Albrecher (1974-)

Mathematiker

Name	Hansjörg Albrecher
Time	1974- (Date of birth and death)
Place	Schweiz
Gender	männlich
Academic degree	Prof.
Profession	Mathematiker (characteristic profession)
Variant	Hansjoerg Albrecher H. Albrecher
Related	Swiss Finance Institute (Lausanne) Université de Lausanne
Topic	Personen zu Mathematik Personen zu Stochastik, Operations Research
Further information	Promotionsort: Univ. Graz
Record type	Person
GND-Identifier	138015244
Record ID	138015244
Involved in show all Empirical risk analysis of mining a Proof-of-Work blockchain Robust methods for risk and uncertainty modeling Optimal dividends under a drawdown constraint and a curious square-root rule Joint lifetime modeling with matrix distributions Optimal portfolios with sustainable assets: aspects for life insurers Penalised likelihood methods for phase-type dimension selection On The Randomized Schmitter Problem On a Markovian Game Model for Competitive Insurance Pricing Multivariate Fractional Phase—Type Distributions Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails Threshold selection and trimming in extremes Matrix Mittag–Leffler distributions and modeling heavy-tailed risks Multivariate matrix Mittag–Leffler distributions Insurance: models, digitalization, and data science Asset-liability management for long-term insurance business Reinsurance : Actuarial and Statistical Aspects Reinsurance : Actuarial and Statistical Aspects Old-age provision: past, present, future Introduction to quantitative methods for financial markets The Tax Identity For Markov Additive Risk Processes Risk and Insurability of Storm Damages to Residential Buildings in Austria Sturmschäden : Modellierung der versicherten Schäden in Österreich Properties of a Risk Measure Derived from Ruin Theory Advanced financial modelling Advanced Financial Modelling Einführung in die Finanzmathematik Hochwasserrisiko und dessen Versicherung in Österreich : Evaluierung und ökonomische Analyse des von der Versicherungswirtschaft vorgeschlagenen Modells NatKat

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Katalog der Deutschen Nationalbibliothek

Hansjörg Albrecher (1974-)

Empirical risk analysis of mining a Proof-of-Work blockchain

Robust methods for risk and uncertainty modeling

Optimal dividends under a drawdown constraint and a curious square-root rule

Joint lifetime modeling with matrix distributions

Optimal portfolios with sustainable assets: aspects for life insurers

Penalised likelihood methods for phase-type dimension selection

On The Randomized Schmitter Problem

On a Markovian Game Model for Competitive Insurance Pricing

Multivariate Fractional Phase—Type Distributions

Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails

Threshold selection and trimming in extremes

Matrix Mittag–Leffler distributions and modeling heavy-tailed risks

Multivariate matrix Mittag–Leffler distributions

Insurance: models, digitalization, and data science

Asset-liability management for long-term insurance business

Reinsurance : Actuarial and Statistical Aspects

Reinsurance : Actuarial and Statistical Aspects

Old-age provision: past, present, future

Introduction to quantitative methods for financial markets

The Tax Identity For Markov Additive Risk Processes

Risk and Insurability of Storm Damages to Residential Buildings in Austria

Sturmschäden : Modellierung der versicherten Schäden in Österreich

Properties of a Risk Measure Derived from Ruin Theory

Advanced financial modelling

Advanced Financial Modelling

Einführung in die Finanzmathematik

Hochwasserrisiko und dessen Versicherung in Österreich : Evaluierung und ökonomische Analyse des von der Versicherungswirtschaft vorgeschlagenen Modells NatKat