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 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.
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.
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.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
The little Heston trap
Hansjörg Albrecher;Philipp Arnold Mayer;Wim Schoutens;Jurgen Tistaert.
Exponential behavior in the presence of dependence in risk theory
Hansjörg Albrecher;Jef L. Teugels.
Journal of Applied Probability (2006)
Optimality Results for Dividend Problems in Insurance
Hansjörg Albrecher;Stefan Thonhauser.
Revista De La Real Academia De Ciencias Exactas Fisicas Y Naturales Serie A-matematicas (2009)
A ruin model with dependence between claim sizes and claim intervals
Hansjörg Albrecher;Onno J. Boxma.
Insurance Mathematics & Economics (2004)
On the discounted penalty function in a Markov-dependent risk model
Hansjörg Albrecher;Hansjörg Albrecher;Onno J. Boxma.
Insurance Mathematics & Economics (2005)
Randomized observation periods for the compound Poisson risk model: Dividends
Hansjörg Albrecher;Eric C.K. Cheung;Stefan Thonhauser.
Astin Bulletin (2011)
Reinsurance: Actuarial and Statistical Aspects
Hansjörg Albrecher;Jan Beirlant;Jozef L. Teugels.
Explicit ruin formulas for models with dependence among risks
Hansjoerg Albrecher;Corina Constantinescu;Stéphane Loisel.
Insurance Mathematics & Economics (2011)
A Generic One-Factor Lévy Model for Pricing Synthetic CDOs
Hansjörg Albrecher;Sophie A. Ladoucette;Wim Schoutens.
On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
Hansjörg Albrecher;Hansjörg Albrecher;M.Mercè Claramunt;Maite Mármol.
Insurance Mathematics & Economics (2005)
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