Albrecher Hansjörg

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Stefan ThonhauserGraz University of TechnologyVerified email at tugraz.at
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityVerified email at imf.au.dk
Dominik KortschakJOANNEUM RESEARCHVerified email at joanneum.at
Wim SchoutensVerified email at kuleuven.be
Martin BladtAssociate Professor at University of CopenhagenVerified email at math.ku.dk
Onno BoxmaProfessor of Stochastic Operations Research. Eindhoven University of TechnologyVerified email at tue.nl
Andreas BinderManaging Director, MathConsult GmbHVerified email at mathconsult.co.at
Jan BeirlantKU LeuvenVerified email at wis.kuleuven.be
Robert TichyProfessor of Mathematics, Graz University of TechnologyVerified email at tugraz.at
Jevgenijs IvanovsArhus UniversityVerified email at math.au.dk
Stéphane LoiselProfesseur des universités, ISFA, Université lyon 1Verified email at univ-lyon1.fr
Corina D. ConstantinescuProfessor of Actuarial Mathematics, University of LiverpoolVerified email at liv.ac.uk
Hans-Ulrich GerberDepartment of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
Franz PrettenthalerDirektor, Joanneum Research - LIFEVerified email at joanneum.at
Pablo AzcueProfessor of Mathematics, Universidad Torcuato Di TellaVerified email at utdt.edu
Nora MulerProfessor of Mathematics Universidad Torcuato di TellaVerified email at utdt.edu
Eric C.K. CheungUniversity of New South WalesVerified email at unsw.edu.au
Julien TrufinProfessor of actuarial science at ULBVerified email at ulb.ac.be
Damir FilipovicEPFL, Swiss Finance InstituteVerified email at epfl.ch
Jacques ResingEindhoven University of technologyVerified email at tue.nl

Albrecher Hansjörg

Professor of Actuarial Science, Faculty of Business and Economics (HEC), University of Lausanne

Verified email at unil.ch - Homepage

Actuarial Mathematics Applied Probability Actuarial Science Insurance Mathematics Risk Theory


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Ruin probabilities S Asmussen, H Albrecher World Scientific Publishing Company Incorporated, 2010	3053	2010
The little Heston trap H Albrecher, P Mayer, W Schoutens, J Tistaert WILMOTT 6, 83-92, 2007	377	2007
Reinsurance: Actuarial and Statistical Aspects H Albrecher, J Beirlant, J Teugels John Wiley & Sons, 2017	274*	2017
A ruin model with dependence between claim sizes and claim intervals H Albrecher, OJ Boxma Insurance: Mathematics and Economics 35 (2), 245-254, 2004	236	2004
Optimality results for dividend problems in insurance H Albrecher, S Thonhauser Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie …, 2009	235	2009
Exponential behavior in the presence of dependence in risk theory H Albrecher, JL Teugels Journal of Applied Probability 43 (1), 257-273, 2006	235	2006
On the discounted penalty function in a Markov-dependent risk model H Albrecher, OJ Boxma Insurance: Mathematics and Economics 37 (3), 650-672, 2005	155	2005
Randomized observation periods for the compound Poisson risk model: Dividends H Albrecher, ECK Cheung, S Thonhauser Astin Bulletin 41 (2), 645-672, 2011	141	2011
Explicit ruin formulas for models with dependence among risks H Albrecher, C Constantinescu, S Loisel Insurance: Mathematics and Economics 48 (2), 265-270, 2011	132	2011
A generic one-factor Lévy model for pricing synthetic CDOs H Albrecher, S Ladoucette, W Schoutens Advances in mathematical finance, 259-277, 2007	127*	2007
Lundberg’s risk process with tax H Albrecher, C Hipp Blätter der DGVFM 28 (1), 13-28, 2007	119	2007
Dividend maximization under consideration of the time value of ruin S Thonhauser, H Albrecher Insurance: Mathematics and Economics 41 (1), 163-184, 2007	112	2007
Exit identities for Levy processes observed at Poisson arrival times H Albrecher, J Ivanovs, X Zhou Bernoulli 22 (3), 1364-1382, 2016	111	2016
A Lévy insurance risk process with tax H Albrecher, JF Renaud, X Zhou Journal of Applied Probability 45 (2), 363-375, 2008	110	2008
On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang (n) interclaim times H Albrecher, MM Claramunt, M Marmol Insurance: Mathematics and Economics 37 (2), 324-334, 2005	110	2005
On the dual risk model with tax payments H Albrecher, A Badescu, D Landriault Insurance: Mathematics and Economics 42 (3), 1086-1094, 2008	109	2008
Randomized observation periods for the compound Poisson risk model: the discounted penalty function H Albrecher, ECK Cheung, S Thonhauser Scandinavian Actuarial Journal, 424-452, 2013	108	2013
Tail asymptotics for the sum of two heavy-tailed dependent risks H Albrecher, S Asmussen, D Kortschak Extremes 9 (2), 107-130, 2006	108	2006
The optimal dividend barrier in the Gamma–Omega model H Albrecher, HU Gerber, ESW Shiu European Actuarial Journal 1 (1), 43-55, 2011	107	2011
Risk theory with a nonlinear dividend barrier H Albrecher, R Kainhofer Computing 68 (4), 289-311, 2002	107	2002

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