Hansjörg Albrecher - Publications, H-index & Citations

Hansjörg Albrecher

university of lausanne

39H指数

256论文数

4.9K被引数

收录论文 12

发表时间

Cost-of-capital valuation with risky assets 含风险资产的成本资本估值

ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION

IF1.8

2026-01-01

OAAI

Albrecher, Hansjorg; Lindskog, Filip; Zumbach, Herve

Regularized matrix exponential distributions and lapse modeling: the case of the French credit life insurance market 正则化矩阵指数分布与遗漏建模：法国信用人寿保险市场的案例

ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION

IF1.8

2026-01-01

OAAI

Muller, Alaric Jules Antoine; Albrecher, Hansjoerg; Bladt, Martin

Space-grid approximations of hybrid stochastic differential equations and first-passage properties 混合随机微分方程的空间网格近似与首次穿越性质

Journal of Applied Probability

IF0.7

2025-12-01

OAAI

Albrecher, Hansjoerg; Peralta, Oscar

Optimal dividends for a NatCat insurer in the presence of a climate tipping point 气候临界点情况下自然灾害保险商的最优股息

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE

IF1

2025-11-01

OAAI

Albrecher, Hansjorg; Azcue, Pablo; Muler, Nora

Can 7000 Years of flood history inform actual flood risk management? A case study on Lake Mondsee, Austria

INTERNATIONAL JOURNAL OF DISASTER RISK REDUCTION

IF4.5

2022-10-01

PREAI

Prettenthaler, Franz; Kortschak, Dominik; Albrecher, Hansjoerg; Koeberl, Judith; Stangl, Martina; Swierczynski, Tina

Spatial Dependence Modeling of Flood Risk Using Max-Stable Processes: The Example of Austria

WATER

IF3

2020-06-24

OAAI

Albrecher, Hansjorg; Kortschak, Dominik; Prettenthaler, Franz

Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps)

GLOBAL AND PLANETARY CHANGE

IF4

2019-07-01

PREAI

Albrecher, Hansjorg; Bladt, Martin; Kortschak, Dominik; Prettenthaler, Franz; Swierczynski, Tina

On flood risk pooling in Europe

NATURAL HAZARDS

IF3.7

2017-06-24

OAAI

Prettenthaler, Franz; Albrecher, Hansjorg; Asadi, Peiman; Koeberl, Judith

Competition among non-life insurers under solvency constraints: A game-theoretic approach

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2013-12-01

OAAI

Dutang, Christophe; Albrecher, Hansjoerg; Loisel, Stephane

Ruin theory with excess of loss reinsurance and reinstatements

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2011-06-01

OAAI

Albrecher, Hansjoerg; Haas, Sandra

A Generic One-Factor Levy Model for Pricing Synthetic CDOs

ADVANCES IN MATHEMATICAL FINANCE

IF0

2007-01-01

OAAI

Albrecher, Hansjoerg; Ladoucette, Sophie A.; Schoutens, Wim

Risk theory with a nonlinear dividend barrier

COMPUTING

IF2.8

2002-07-01

PREAI

Albrecher, H; Kainhofer, R

研究方向