Hansjoerg Albrecher

Education and work experience

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)

Others activities

Editorial Responsibilities

  • Editor, Insurance: Mathematics & Economics, since 2010

  • Co-Editor-in-Chief, EAA Book Series, Springer, since 2012

  • Co-Editor, European Actuarial Journal, since 2011

  • 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, Mathematical Methods of Operations Research, 2007-2011

  • Editor, Bulletin of the Swiss Association of Actuaries, 2009-2010

  • Associate Editor, Blaetter der DGVFM, 2007-2010

  • Associate Editor, Insurance: Mathematics & Economics 2008-2009

Research Projects

  • Project Leader "Mathematical Analysis of Insurance Risk Processes II", supported
    by the Swiss National Science Foundation, 2012-2015
  • Project Leader "Mathematical Analysis of Insurance Risk Processes", supported
    by the Swiss National Science Foundation, since 2009

  • Co-Investigator "Impact2C", EU-FP7 Project, since 2011
  • 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

Competences

Actuarial Mathematics

Mathematical Finance

Stochastic Simulation

Applied Probability

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