H. Albrecher

Discipline

Economies et finances (44) Sciences de l'information et de la communication (3) Gestion et management (2)

Type de document

Articles (58) Livres et chapitres d'ouvrages (4)

Co-auteur

Date

Source

Mot-clé

risque (34) Risk (34) Example (34) modèle (33) papier (25) Process (Law) (25) Probabilities (25) Paper (25) Insurance (18) assurance (17) Insurance (17) temps (durée) (16) Time (16) Models (14) abords (agglomération) (13) Dividends (12) puits (11) surplus (10) distribution (10) Claims (8) Value (8) Claims (8) Capital (8) Behavior (8) spectacle (7) marché (7) analyse (7) Case (7) Illustrations (7) Specimens (7)

Documents écrit par H. Albrecher (62) | parle de H. Albrecher (0)

Optimal dividend bands revisited: A gradient-based method and evolutionary algorithms
H. Albrecher et al. (2023)
Joint lifetime modelling with matrix distributions
H. Albrecher et al. (2023)
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
H. Albrecher et al. (2022)
On the profitability of selfish blockchain mining under consideration of ruin
H. Albrecher et al. (2022)
On the Cost-of-Capital Rate under Incomplete Market Valuation
H. Albrecher et al. (2022)
Multivariate Matrix Mittag-Leffler distributions
H. Albrecher et al. (2021)
Tempered Pareto-type modelling using Weibull distributions
H. Albrecher et al. (2021)
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails
H. Albrecher et al. (2021)
On marine liability portfolio modeling
W. Guevara-Alarcon et al. (2020)
Combined tail estimation using censored data and expert information
M. Bladt et al. (2020)
On market share drivers in the Swiss mandatory health insurance sector
D. Daily-Amir et al. (7 nov. 2019)
On randomized reinsurance contracts
H. Albrecher et al. (2019)
Insurance: Models, Digitalization, and Data Science
H. Albrecher et al. (2019)
Ruin probability approximations in Sparre Andersen models with completely monotone claims
H. Albrecher et al. (2019)
Asset-liability management for long-term insurance business
H. Albrecher et al.
Linking dividends and capital injections – a probabilistic approach
H. Albrecher et al. (2018)
On flood risk pooling in Europe
F. Prettenthaler et al.
Optimal dividend strategies for two collaborating insurance companies
H. Albrecher et al.
On the joint distribution of tax payments and capital injections for a Lévy risk model
H. Albrecher et al. (2017)
Risk Theory with Affine Dividend Payment Strategies
H. Albrecher et al. (2017)
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
H. Albrecher et al. (2017)
A queueing model with randomized depletion of inventory
H. Albrecher et al. (2017)
Exit identities for Levy processes observed at Poisson arrival times
H. Albrecher et al.
Old-age provision: past, present, future
H. Albrecher et al. (2016)
Dividends and the Time of Ruin under Barrier Strategies with a Capital-Exchange Agreement
H. Albrecher et al. (2015)

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