Hansjörg Albrecher

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

19942013

Research output per year

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Research Output

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 journalArticleResearchpeer-review

  • 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 journalArticleResearchpeer-review

  • Optimal dividend strategies for a compound poisson process under transaction costs and power utility

    Thonhauser, S. & Albrecher, H., 1 Jan 2011, In : Stochastic Models. 27, 1, p. 120-140 21 p.

    Research output: Contribution to journalArticleResearchpeer-review

  • 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 journalArticleResearchpeer-review

  • Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables

    Kortschak, D. & Albrecher, H., 2009, In : Methodology and computing in applied probability. 11, 3, p. 279-306

    Research output: Contribution to journalArticleResearchpeer-review

    Activities

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

    Stochastisches Kolloquium

    Hansjörg Albrecher (Speaker)
    13 Mar 2008

    Activity: Talk or presentationTalk at conference or symposiumScience to science

    Invited Lecture Series

    Hansjörg Albrecher (Speaker)
    28 Apr 200830 Apr 2008

    Activity: Talk or presentationTalk at conference or symposiumScience to science

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

    Hansjörg Albrecher (Keynote speaker)
    10 Jun 2008

    Activity: Talk or presentationTalk at workshop, seminar or courseScience to science

    Int. Cologne Workshop on Actuarial Mathematics

    Hansjörg Albrecher (Keynote speaker)
    10 Mar 200812 Mar 2008

    Activity: Talk or presentationTalk at workshop, seminar or courseScience to science

    ISA Seminaire

    Hansjörg Albrecher (Speaker)
    26 Jan 2008

    Activity: Talk or presentationTalk at conference or symposiumScience to science

    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

    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