What is he best known for?
The fields of study he is best known for:
- Statistics
- Finance
- Mathematical analysis
His scientific interests lie mostly in Mathematical economics, Dividend, Type, Laplace transform and Dividend payment.
In his works, he conducts interdisciplinary research on Mathematical economics and Ruin theory.
His Gambler's ruin study, which is part of a larger body of work in Ruin theory, is frequently linked to Distribution, Analytical expressions, Function and Generalization, bridging the gap between disciplines.
His Dividend study combines topics from a wide range of disciplines, such as Discount points, Financial economics, Value and Wiener process.
His biological study spans a wide range of topics, including Erlang, Present value, Moment-generating function, First-hitting-time model and Calculus.
In his articles, Hansjörg Albrecher combines various disciplines, including Dividend payment and Risk theory.
His most cited work include:
- The little Heston trap (146 citations)
- Exponential behavior in the presence of dependence in risk theory (137 citations)
- A ruin model with dependence between claim sizes and claim intervals (129 citations)
What are the main themes of his work throughout his whole career to date?
His primary areas of study are Mathematical economics, Applied mathematics, Actuarial science, Econometrics and Dividend.
His studies examine the connections between Mathematical economics and genetics, as well as such issues in Exponential function, with regards to Maximization and Bellman equation.
His study focuses on the intersection of Applied mathematics and fields such as Distribution with connections in the field of Random variable and Moment.
His Actuarial science research focuses on subjects like Risk management, which are linked to Diversification.
His research in Econometrics intersects with topics in Poisson distribution, Large deviations theory and Insurance portfolio.
The concepts of his Dividend study are interwoven with issues in Financial economics, Laplace transform, Present value and Expected value.
He most often published in these fields:
- Mathematical economics (29.41%)
- Applied mathematics (24.84%)
- Actuarial science (22.88%)
What were the highlights of his more recent work (between 2015-2021)?
- Actuarial science (22.88%)
- Reinsurance (6.54%)
- Type (15.69%)
In recent papers he was focusing on the following fields of study:
The scientist’s investigation covers issues in Actuarial science, Reinsurance, Type, Econometrics and Flood myth.
His Actuarial science study integrates concerns from other disciplines, such as Market share, Randomness and Service level.
His Reinsurance research is multidisciplinary, incorporating perspectives in Large deviations theory, Rare event simulation and Insurance portfolio.
His Type research encompasses a variety of disciplines, including Applied mathematics, Matrix, Phase, Mixing and Distribution.
His work deals with themes such as Single server queue, Random variable and Duality, which intersect with Applied mathematics.
His Econometrics research incorporates elements of Dividend and Lévy process.
Between 2015 and 2021, his most popular works were:
- Exit identities for Lévy processes observed at Poisson arrival times (81 citations)
- Reinsurance: Actuarial and Statistical Aspects (64 citations)
- On flood risk pooling in Europe (14 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Mathematical analysis
- Finance
His main research concerns Actuarial science, Risk management, Flood myth, Probabilistic logic and Type.
His Actuarial science study combines topics in areas such as Financial risk management, Risk financing, Diversification and Inefficiency.
His study in Dividend extends to Probabilistic logic with its themes.
Particularly relevant to Dividend policy is his body of work in Dividend.
His research integrates issues of Capital, Probabilistic analysis of algorithms and Econometrics in his study of Lévy process.
His studies in Laplace transform integrate themes in fields like Hypergeometric function, Mathematical economics and Affine transformation.
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