Hansjörg Albrecher

Priv.-Doz. Dipl.-Ing. Dr.techn. Prof.

19942013
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Dividend Mathematics
Insurance Engineering & Materials Science
Compound Poisson Mathematics
Risk Theory Mathematics
Compound Poisson Process Mathematics
Shareholders Engineering & Materials Science
Transaction Costs Mathematics
Discrete-time Mathematics

Research Output 1998 2013

Randomized observation periods for the compound Poisson risk model: the discounted penalty function

Albrecher, H., Cheung, E. C. K. & Thonhauser, S. 1 Nov 2013 In : Scandinavian Actuarial Journal. 6, p. 424-452 29 p.

Research output: Contribution to journalArticle

Compound Poisson
Penalty Function
Risk Theory
Approximation Scheme
Continuous Time

Optimal dividend-payout in random discrete time

Albrecher, H., Thonhauser, S. & Bäuerle, N. 1 Jan 2011 In : Statistics & Risk Modeling. 28, 3, p. 251-276 26 p.

Research output: Contribution to journalArticle

Shareholders
Dividend
Insurance
Discrete-time
Renewal Process
Compound Poisson Process
Transaction Costs
Dividend
Insurance
Impulse Control

Randomized observation periods for the compound Poisson risk model: Dividends

Albrecher, H., Cheung, E. C. K. & Thonhauser, S. 1 Dec 2011 In : ASTIN Bulletin. 41, 2, p. 645-672 28 p.

Research output: Contribution to journalArticle

Risk model
Compound Poisson
Dividends
Ruin
Compound Poisson process

Activities 1997 2008

  • 45 Talk at conference or symposium
  • 21 Talk at workshop, seminar or course
  • 6 Invited talk
  • 1 Public lecture or debate

Int. Workshop on Evaluating and Covering Extreme Risks, University of Paris-Dauphine

Albrecher, H. (Keynote speaker)
10 Jun 2008

Activity: Science to scienceTalk at workshop, seminar or course

Invited Lecture Series

Albrecher, H. (Speaker)
28 Apr 200830 Apr 2008

Activity: Science to scienceTalk at conference or symposium

Int. Cologne Workshop on Actuarial Mathematics

Albrecher, H. (Keynote speaker)
10 Mar 200812 Mar 2008

Activity: Science to scienceTalk at workshop, seminar or course

Stochastisches Kolloquium

Albrecher, H. (Speaker)
13 Mar 2008

Activity: Science to scienceTalk at conference or symposium

ISA Seminaire

Albrecher, H. (Speaker)
26 Jan 2008

Activity: Science to scienceTalk at conference or symposium

Prizes

Förderungspreis für Wissenschaft und Forschung

Hansjörg Albrecher (Recipient), 7 Dec 2007

Prize: Prizes / Medals / Awards

Gauss-Preis

Hansjörg Albrecher (Recipient), 27 Apr 2005

Prize: Prizes / Medals / Awards

Projects 1994 2009

FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk

Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.

1/01/0630/09/09

Project: Research project

Fractal Geometry

Thuswaldner, J., Grabner, P., Cristea, L., Teufl, E. & Albrecher, H.

1/01/9831/01/05

Project: Research project

Special Research Area (SFB) "Optimization and Control"

Pleschiutschnig, C., Klinz, B., Pferschy, U., Guta Wordofa, B., Rudolf, R., Heuberger, C., Saurer, C., Gassner, E., Richter, K. R., Aurenhammer, F., Wöginger, G. J., Dragoti-Cela, E., Aichholzer, O., Albrecher, H., Scharfetter, H., Hatzl, J., Magele, C., Rothe, G., Tenfelde-Podehl, D., Brandstätter, B., Bachhiesl, P., Burkard, R., Beale, I., Fortuna, T., Hutten, H., Kenyon, A., Dollani, H., Dudas, T. & Meyer, C.

1/08/9431/12/03

Project: Research project