Hansjoerg Albrecher

Publications | Phd and Masters theses

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Phd theses

11 Publications

2024
Optimal dividend strategies and reinsurance from an optimal transport perspective
García Flores Brandon Israel, 2024/01/29., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjörg (dir.).
[URN][serval:BIB_7A9FB14C8F59]
OPTIMIZING THE TRADE-OFF BETWEEN RISK AND PROFITABILITY IN CRYPTOCURRENCY MINING AND UNDER MISCLASSIFICATION IN INSURANCE
FINGER Dina, 2024., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjoerg (dir.).
[URN][serval:BIB_2D8AA750EE76]
2022
Model Uncertainty, Tail Risk and Structured Reinsurance
Vincent Léonard, 2022/07/04., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjörg (dir.).
[URN][serval:BIB_F966BE70780B]
2021
TEMPERING AND SEASONALITY IN NON-LIFE INSURANCE MODELING
ARAUJO ACUNA José Carlos, 2021/02/23., Université de Lausanne, Faculté des hautes études commerciales, ALBRECHER Hansjoerg (dir.).
[URN][serval:BIB_2EB2AE54BD9B]
2020
Statistics of extremes, matrix distributions and applications in non-life insurance modeling
BLADT Martin, 2020., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjörg (dir.).
[URN][serval:BIB_F8A1A3724876]
2019
 
Data Compression Algorithms, Marine Liability Modeling, and Hierarchical Risk Aggregation in Reinsurance
Guevara Alarcón William Miguel, 2019/05/20., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjörg (dir.).
[URN][serval:BIB_14E97DA0A4D8]
MARKET SHARE ANALYSIS AND NON-COOPERATIVE GAME THEORY WITH APPLICATIONS IN SWISS HEALTH INSURANCE
DAILY-AMIR Dalit, 2019., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjörg (dir.).
[URN][serval:BIB_F5117BCAA833]
2018
REINSURANCE AND DIVIDEND PROBLEMS IN INSURANCE
Cani Arian, 2018., Université de Lausanne, Faculté des hautes études commerciales, Albrecher Hansjoerg (dir.).
[URN][serval:BIB_2B62A007F1C3]
2016
 
Extremes on river networks and flood loss modeling
Asadi P., 2016. 128, Université de Lausanne, Faculté des hautes études commerciales, ALBRECHER H. (dir.).
[serval:BIB_0B10F853D28D]
2013
 
Solvency modelling in insurance : quantitative aspects and simulation techniques
Lautscham V., 2013. 116, Université de Lausanne, Faculté des hautes études commerciales, Albrecher H. (dir.).
[serval:BIB_B73E3E1A8292]
2012
 
Optimal reinsurance forms and solvency
Haas S., 2012. 112, Université de Lausanne, Faculté des hautes études commerciales, Albrecher H. (dir.).
[serval:BIB_EF4D9BD5EC5B]
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