Hansjörg Albrecher
professor
Actuarial Science
University of Lausanne
Switzerland
Biography
Hansjörg Albrecher is Professor of Actuarial Science at the University of Lausanne and has been an SFI Faculty Member since 2010. Prof. Albrecher is a regular speaker at leading conferences on insurance. He has published extensively and also serves on the editorial boards of the top academic journals in his areas of research expertis
Research Interest
quantitative aspects of insurance and risk management
Publications
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Exit Identities for Levy Processes Observed at Poisson Arrival Times, H. Albrecher, J. Ivanovs and X. Zhou, Bernoulli, forthcoming.
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Asymmetric Information and Insurance, in Les Cahiers Louis Bachelier, H. Albrecher ed., Institut Louis Bachelier, 2016, (Paris) forthcoming
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N°16-55: Old-Age Provision: Past, Present, Future, H. Albrecher, P. Embrechts, D. Filipovic, G. Harrison, P. Koch-Medina, S. Loisel, P. Vanini, and J. Wagner, 2016.
