Albrecher Hansjörg
Université de Lausanne
H-index: 41
Europe-Switzerland
Top articles of Albrecher Hansjörg
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Informed censoring: the parametric combination of data and expert information | Journal of Statistical Planning and Inference | Hansjoerg Albrecher Martin Bladt | 2024 |
Introducing Credit Migration Risk in the Capital Allocation for Long-Tailed Insurance Business | Preprint, available at SSRN 4714166 | Hansjoerg Albrecher Michel Dacorogna | 2024 |
Optimal dividend bands revisited: A gradient-based method and evolutionary algorithms | Scandinavian Actuarial Journal | Hansjoerg Albrecher Brandon Garcia Flores | 2023 |
Optimal reinsurance from an optimal transport perspective | arxiv Preprint 2312.06811 | Beatrice Acciaio Hansjoerg Albrecher Brandon Garcia Flores | 2023 |
Optimal dividends under a drawdown constraint and a curious square-root rule | Finance and Stochastics | Hansjoerg Albrecher Pablo Azcue Nora Muler | 2023 |
Optimal dividend strategies for a catastrophe insurer | arXiv Preprint 2311.05781 | Hansjoerg Albrecher Pablo Azcue Nora Muler | 2023 |
Continuous scaled phase-type distributions | Stochastic Models | Hansjörg Albrecher Martin Bladt Mogens Bladt Jorge Yslas | 2023/4/3 |
Empirical risk analysis of mining a Proof-of-Work blockchain | Preprint, University of Lausanne | Hansjoerfg Albrecher Dina Finger Pierre-Olivier Goffard | 2023 |
Joint lifetime modelling with matrix distributions | Dependence Modeling | Hansjoerg Albrecher Martin Bladt Alaric Mueller | 2023 |
On the Cost-of-Capital Rate under Incomplete Market Valuation | Journal of Risk and Insurance | Hansjoerg Albrecher Karl-Theodor Eisele Mogens Steffensen Mario Wuethrich | 2022 |
Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case | Scandinavian Journal of Statistics | Hansjoerg Albrecher Mogens Bladt Jorge Yslas Altamirano | 2022 |
Asymptotic analysis of generalized Greenwood statistics for very heavy tails | Statistics & Probability Letters | Hansjoerg Albrecher Brandon Garcia Flores | 2022 |
Mortality modeling and regression with matrix distributions | Insurance: Mathematics and Economics | Hansjörg Albrecher Martin Bladt Mogens Bladt Jorge Yslas | 2022/11/1 |
On a Markovian game model for competitive insurance pricing | Methodology and Computing in Applied Probability | Claire Mouminoux Christophe Dutang Stéphane Loisel Hansjoerg Albrecher | 2022/6 |
Blockchain mining in pools: Analyzing the trade-off between profitability and ruin | Insurance: Mathematics & Economics | Hansjoerg Albrecher Dina Finger Pierre-Olivier Goffard | 2022 |
On the randomized Schmitter problem | Methodology and Computing in Applied Probability | Hansjoerg Albrecher Jose Carlos Araujo Acuna | 2022 |
Approximations of copulas via transformed moments | Methodology and Computing in Applied Probability | R. Mnatsakanov H. Albrecher S. Loisel | 2022 |
Space-grid approximations of hybrid stochastic differential equations and first passage properties | arXiv Preprint 2211.01844 | H Albrecher O. Peralta | 2022 |
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process | Insurance: Mathematics & Economics | H. Albrecher E.C.K. Cheung H. Liu J.K. Woo | 2022 |
Can 7000 Years of Flood History Inform Actual Flood Risk Management? A Case Study on Lake Mondsee, Austria | International Journal of Disaster Risk Reduction | Franz Prettenthaler Dominik Kortschak Hansjörg Albrecher Judith Köberl Martina Stangl | 2022 |
Co-Authors
