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Hansjörg Albrecher

Hansjörg Albrecher

D-Index & Metrics

Mathematics

D-Index
39
Citations
5524
World Ranking
2235
National Ranking
37

Hansjörg Albrecher publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Hansjörg Albrecher sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 175 publications — 51st percentile

51% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Hansjörg Albrecher D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Hansjörg Albrecher sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 39 D-Index — 41st percentile

41% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Hansjörg Albrecher is affiliated with the University of Lausanne in Switzerland and has made contributions spanning several interrelated fields, including Economics, Econometrics and Finance, Decision Sciences, and Mathematics. Their research mainly addresses topics in Probability and Risk Models, Statistical Distribution Estimation and Applications, and Financial Risk and Volatility Modeling, alongside work in Insurance, Mortality, Demography, and Risk Management.

Their academic output includes frequent publications in notable venues such as arXiv (Cornell University), Insurance Mathematics and Economics, Methodology And Computing In Applied Probability, Scandinavian Actuarial Journal, and Extremes.

Hansjörg Albrecher has co-authored extensively with several researchers. Frequent collaborators include Martin Bladt, Mogens Bladt, Pierre-Olivier Goffard, Pablo Azcue, and Jan Beirlant.

Recent publications exemplify the scope of their research interests and include the following:

  • On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin (2021, Operations Research)
  • Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (2020, North American Actuarial Journal)
  • TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS (2021, Astin Bulletin)
  • Blockchain mining in pools: Analyzing the trade-off between profitability and ruin (2022, Insurance Mathematics and Economics)
  • Multivariate matrix Mittag-Leffler distributions (2020, Annals of the Institute of Statistical Mathematics)

Key subfields of study associated with Hansjörg Albrecher's work include Management Science and Operations Research, Finance, Statistics and Probability, Demography, and Economics and Econometrics.

Best Publications

  • The little Heston trap

    Hansjörg Albrecher;Philipp Arnold Mayer;Wim Schoutens;Jurgen Tistaert

  • Optimality Results for Dividend Problems in Insurance

    Hansjörg Albrecher;Stefan Thonhauser

  • Exponential behavior in the presence of dependence in risk theory

    Hansjörg Albrecher;Jef L. Teugels

  • A ruin model with dependence between claim sizes and claim intervals

    Hansjörg Albrecher;Onno J. Boxma

  • Reinsurance: Actuarial and Statistical Aspects

    Hansjörg Albrecher;Jan Beirlant;Jozef L. Teugels

  • On the discounted penalty function in a Markov-dependent risk model

    Hansjörg Albrecher;Hansjörg Albrecher;Onno J. Boxma

  • Randomized observation periods for the compound Poisson risk model: Dividends

    Hansjörg Albrecher;Eric C.K. Cheung;Stefan Thonhauser

  • Explicit ruin formulas for models with dependence among risks

    Hansjoerg Albrecher;Corina Constantinescu;Stéphane Loisel

  • A Generic One-Factor Lévy Model for Pricing Synthetic CDOs

    Hansjörg Albrecher;Sophie A. Ladoucette;Wim Schoutens

  • Lundberg’s risk process with tax

    Hansjörg Albrecher;Christian Hipp

  • On the dual risk model with tax payments

    Hansjörg Albrecher;Andrei Badescu;David Landriault

  • The optimal dividend barrier in the Gamma–Omega model

    Hansjörg Albrecher;Hans U. Gerber;Elias S. W. Shiu

  • Exit identities for L'evy processes observed at Poisson arrival times

    Hansjoerg Albrecher;Jevgenijs Ivanovs;Xiaowen Zhou

  • Risk theory with a nonlinear dividend barrier

    H. Albrecher;R. Kainhofer

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

    Hansjörg Albrecher;Eric C.K. Cheung;Stefan Thonhauser

  • 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

  • Dividend maximization under consideration of the time value of ruin

    Stefan Michael Thonhauser;Hansjörg Albrecher;Hansjörg Albrecher

  • A Lévy insurance risk process with tax

    Hansjörg Albrecher;Jean-François Renaud;Xiaowen Zhou

  • Ruin probabilities and aggregrate claims distributions for shot noise Cox processes

    Hansjörg Albrecher

  • Static Hedging of Asian Options under Lévy Models

    Hansjörg Albrecher;Jan Dhaene;Marc Goovaerts;Wim Schoutens

  • Multilevel quasi-Monte Carlo path simulation

    Hansjörg Albrecher;Wolfgang J. Runggaldier;Walter Schachermayer

Frequent Co-Authors

Jan Beirlant
Jan Beirlant KU Leuven
Søren Asmussen
Søren Asmussen Aarhus University
Onno Boxma
Onno Boxma Eindhoven University of Technology
Hans U. Gerber
Hans U. Gerber University of Lausanne
Damir Filipović
Damir Filipović École Polytechnique Fédérale de Lausanne
Wim Schoutens
Wim Schoutens KU Leuven
Sem Borst
Sem Borst Eindhoven University of Technology
Paul Embrechts
Paul Embrechts ETH Zurich
Michel Denuit
Michel Denuit Université Catholique de Louvain

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