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1

Insurance: models, digitalization, and data science

Albrecher, Hansjörg, Bommier, Antoine, Filipović, Damir, Koch-Medina, Pablo, Loisel, Stéphane, Schmeiser, Hato

Journal:

European Actuarial Journal

Year:

2019

Language:

english

File:

PDF, 417 KB

english, 2019

2

Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps

Albrecher, Hansjörg, Kortschak, Dominik, Zhou, Xiaowen

Journal:

Applied Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 448 KB

english, 2012

3

Static Hedging of Asian Options under Lévy Models

Albrecher, Hansjörg, Dhaene, Jan, Goovaerts, Marc, Schoutens, Wim

Journal:

The Journal of Derivatives

Year:

2005

Language:

english

File:

PDF, 284 KB

english, 2005

4

Asset-liability management for long-term insurance business

Albrecher, Hansjörg, Bauer, Daniel, Embrechts, Paul, Filipović, Damir, Koch-Medina, Pablo, Korn, Ralf, Loisel, Stéphane, Pelsser, Antoon, Schiller, Frank, Schmeiser, Hato, Wagner, Joël

Journal:

European Actuarial Journal

Year:

2018

Language:

english

File:

PDF, 463 KB

english, 2018

5

On Asian option pricing for NIG Lévy processes

Hansjörg Albrecher, Martin Predota

Journal:

Journal of Computational and Applied Mathematics

Year:

2004

Language:

english

File:

PDF, 274 KB

english, 2004

6

A ruin model with dependence between claim sizes and claim intervals

Hansjörg Albrecher, Onno J. Boxma

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 113 KB

english, 2004

7

Explicit ruin formulas for models with dependence among risks

Hansjörg Albrecher, Corina Constantinescu, Stephane Loisel

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 240 KB

english, 2011

8

[Compact Textbooks in Mathematics] Introduction to Quantitative Methods for Financial Markets ||

Albrecher, Hansjoerg, Binder, Andreas, Lautscham, Volkmar, Mayer, Philipp

Year:

2013

Language:

english

File:

PDF, 3.07 MB

english, 2013

9

Competition among non-life insurers under solvency constraints: A game-theoretic approach

Dutang, Christophe, Albrecher, Hansjoerg, Loisel, Stéphane

Journal:

European Journal of Operational Research

Year:

2013

Language:

english

File:

PDF, 515 KB

english, 2013

10

Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility

Thonhauser, Stefan, Albrecher, Hansjörg

Journal:

Stochastic Models

Year:

2011

Language:

english

File:

PDF, 267 KB

english, 2011

11

General Lower Bounds for Arithmetic Asian Option Prices

Albrecher, H., Mayer, P. A., Schoutens, W.

Journal:

Applied Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 603 KB

english, 2008

12

QMC techniques for CAT bond pricing *

Albrecher, Hansjörg, Hartinger, Jürgen, Tichy, Robert F.

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 274 KB

english, 2004

13

Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes

Albrecher, HansjÃ¶rg, Chen, Bohan, Vatamidou, Eleni, Zwart, Bert

Journal:

Journal of Applied Probability

Year:

2020

File:

PDF, 372 KB

2020

14

Ruin theory with excess of loss reinsurance and reinstatements

Hansjörg Albrecher, Sandra Haas

Journal:

Applied Mathematics and Computation

Year:

2011

Language:

english

File:

PDF, 479 KB

english, 2011

15

On the efficient evaluation of ruin probabilities for completely monotone claim distributions

Hansjörg Albrecher, Florin Avram, Dominik Kortschak

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 765 KB

english, 2010

16

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

Hansjörg Albrecher, Onno J. Boxma

Journal:

Insurance: Mathematics and Economics

Year:

2005

Language:

english

File:

PDF, 278 KB

english, 2005

17

On ruin probability and aggregate claim representations for Pareto claim size distributions

Hansjörg Albrecher, Dominik Kortschak

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.85 MB

english, 2009

18

Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums

Albrecher, Hansjörg, Constantinescu, Corina, Palmowski, Zbigniew, Regensburger, Georg, Rosenkranz, Markus

Journal:

SIAM Journal on Applied Mathematics

Year:

2013

Language:

english

File:

PDF, 263 KB

english, 2013

19

Two ancient human genomes reveal Polynesian ancestry among the indigenous Botocudos of Brazil

Malaspinas, Anna-Sapfo, Lao, Oscar, Schroeder, Hannes, Rasmussen, Morten, Raghavan, Maanasa, Moltke, Ida, Campos, Paula F., Sagredo, Francisca Santana, Rasmussen, Simon, Gonçalves, Vanessa F., Albrech

Journal:

Current Biology

Year:

2014

Language:

english

File:

PDF, 280 KB

english, 2014

20

Impact of Underwriting Cycles on the Solvency of an Insurance Company

Trufin, Julien, Albrecher, Hansjörg, Denuit, Michel

Journal:

North American Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 724 KB

english, 2009

21

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

Albrecher, Hansjörg

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 207 KB

english, 2005

22

On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models

Albrecher, Hansjörg, Boxma, Onno J., Ivanovs, Jevgenijs

Journal:

Journal of Applied Probability

Year:

2014

Language:

english

File:

PDF, 72 KB

english, 2014

23

A QUEUEING MODEL WITH RANDOMIZED DEPLETION OF INVENTORY

Albrecher, Hansjörg, Boxma, Onno, Essifi, Rim, Kuijstermans, Richard

Journal:

Probability in the Engineering and Informational Sciences

Year:

2017

Language:

english

File:

PDF, 1.08 MB

english, 2017

24

Amyloid-beta impairs insulin signaling by accelerating autophagy-lysosomal degradation of LRP-1 and IR-β in blood-brain barrier endothelial cells in vitro and in 3XTg-AD mice

Gali, Chaitanya Chakravarthi, Fanaee-Danesh, Elham, Zandl-Lang, Martina, Albrecher, Nicole Maria, Tam-Amersdorfer, Carmen, Stracke, Anika, Sachdev, Vinay, Reichmann, Florian, Sun, Yidan, Avdili, Afrim

Journal:

Molecular and Cellular Neuroscience

Year:

2019

Language:

english

File:

PDF, 31.42 MB

english, 2019

25

Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims

Albrecher, Hansjörg, Vatamidou, Eleni

Journal:

Year:

2019

Language:

english

File:

PDF, 507 KB

english, 2019

26

[Radon Series on Computational and Applied Mathematics] Advanced Financial Modelling || Multilevel quasi-Monte Carlo path simulation

Albrecher, Hansjörg, Runggaldier, Wolfgang J., Schachermayer, Walter

Year:

2009

Language:

english

File:

PDF, 385 KB

english, 2009

27

Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data

Albrecher, HansjÃ¶rg, Araujo-Acuna, JosÃ© Carlos, Beirlant, Jan

Journal:

North American Actuarial Journal

Year:

2020

File:

PDF, 2.46 MB

2020

28

Spatial Dependence Modeling of Flood Risk Using Max-Stable Processes: The Example of Austria

Albrecher, HansjÃ¶rg, Kortschak, Dominik, Prettenthaler, Franz

Journal:

Year:

2020

File:

PDF, 984 KB

2020

29

Fitting inhomogeneous PhaseâType distributions to data: The univariate and the multivariate case

Albrecher, HansjÃ¶rg, Bladt, Mogens, Yslas, Jorge

Journal:

Scandinavian Journal of Statistics

Year:

2020

File:

PDF, 1.54 MB

2020

30

Interrupter technique versus plethysmography for measurement of respiratory resistance in children with asthma or cystic fibrosis

M. Oswald-Mammosser, A. Charloux, L. Donato, C. Albrech, J.P. Speich, E. Lampert, J. Lonsdorfer

Journal:

Pediatric Pulmonology

Year:

2000

Language:

english

File:

PDF, 106 KB

english, 2000

31

Ruin problems under IBNR dynamics

Julien Trufin, Hansjörg Albrecher, Michel Denuit

Journal:

Applied Stochastic Models in Business and Industry

Year:

2011

Language:

english

File:

PDF, 163 KB

english, 2011

32

High-resolution one-and two-dimensional 1H MRS of human brain tumor and normal glial cells

Klaus Kotitschke, Hans Jung, Stephan Nekolla, Axel Haase, Albrech Bauer, Ulrich Bogdahn

Journal:

NMR in Biomedicine

Year:

1994

Language:

english

File:

PDF, 987 KB

english, 1994

33

An asymptotical study of combinatorial optimization problems by means of statistical mechanics

Hansjörg Albrecher, Rainer E. Burkard, Eranda Çela

Journal:

Journal of Computational and Applied Mathematics

Year:

2006

Language:

english

File:

PDF, 239 KB

english, 2006

34

Dividend maximization under consideration of the time value of ruin

Stefan Thonhauser, Hansjörg Albrecher

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 654 KB

english, 2007

35

On the dual risk model with tax payments

Hansjörg Albrecher, Andrei Badescu, David Landriault

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 359 KB

english, 2008

36

Optimal dividend strategies for a risk process under force of interest

Hansjörg Albrecher, Stefan Thonhauser

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 674 KB

english, 2008

37

An algebraic operator approach to the analysis of Gerber–Shiu functions

Hansjörg Albrecher, Corina Constantinescu, Gottlieb Pirsic, Georg Regensburger, Markus Rosenkranz

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 1.74 MB

english, 2010

38

Editorial for the special issue on Gerber–Shiu functions

Hansjörg Albrecher, Corina Constantinescu, Jose Garrido

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 369 KB

english, 2010

39

A note on the asymptotic behaviour of bottleneck problems

Hansjörg Albrecher

Journal:

Operations Research Letters

Year:

2005

Language:

english

File:

PDF, 183 KB

english, 2005

40

An asymptotic expansion for the tail of compound sums of Burr distributed random variables

Dominik Kortschak, Hansjörg Albrecher

Journal:

Statistics & Probability Letters

Year:

2010

Language:

english

File:

PDF, 903 KB

english, 2010

41

On a gamma series expansion for the time-dependent probability of collective ruin

Hansjörg Albrecher, Jozef L. Teugels, Robert F. Tichy

Journal:

Insurance: Mathematics and Economics

Year:

2001

Language:

english

File:

PDF, 154 KB

english, 2001

42

Simulation methods in ruin models with non-linear dividend barriers

Hansjörg Albrecher, Reinhold Kainhofer, Robert F. Tichy

Journal:

Mathematics and Computers in Simulation

Year:

2003

Language:

english

File:

PDF, 185 KB

english, 2003

43

5618483 Process of making flexible cellulose fibers

Pete Weigel, Albrech Bauer, Konrad Frigge, Juml urge Gensrich, Wolfgan Wagenknecht

Journal:

Magnetic Resonance Imaging

Year:

1997

Language:

english

File:

PDF, 113 KB

english, 1997

44

Bericht zur Prüfung im März 2001 über Finanzmathematik (Grundwissen)

Journal:

Blätter der DGVFM

Year:

2001

Language:

german

File:

PDF, 199 KB

german, 2001

45

Optimality results for dividend problems in insurance

Hansjörg Albrecher, Stefan Thonhauser

Journal:

Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas

Year:

2009

Language:

english

File:

PDF, 296 KB

english, 2009

46

Predictive power of screening for antibodies against insulinoma-associated protein 2 beta (IA-2β) and zinc transporter-8 to select first-degree relatives of type 1 diabetic patients with risk of rapid progression to clinical onset of the disease: implications for prevention trials

J. De Grijse, M. Asanghanwa, B. Nouthe, N. Albrecher, P. Goubert, I. Vermeulen, S. Van Der Meeren, K. Decochez, I. Weets, B. Keymeulen, V. Lampasona, J. Wenzlau, J. C. Hutton, D. Pipeleers, F. K. Goru

Journal:

Year:

2010

Language:

english

File:

PDF, 174 KB

english, 2010

47

Risk Theory with a nonlinear Dividend Barrier

H. Albrecher, R. Kainhofer

Journal:

Year:

2002

Language:

english

File:

PDF, 348 KB

english, 2002

48

Notfälle im Kindesalter

K.-H. Altemeyer, T. Schlechtriemen, M. Albrech

Journal:

Notfall + Rettungsmedizin

Year:

2000

Language:

german

File:

PDF, 187 KB

german, 2000

49

MEES im Kindesalter

M. Albrech, Th. Schlechtriemen, K. -H. Altemeyer

Journal:

Notfall + Rettungsmedizin

Year:

1999

Language:

german

File:

PDF, 113 KB

german, 1999

50

Kindernotfälle im Luftrettungsdienst

M. Albrech, J. Berner, K.H. Altemeyer

Journal:

Notfall + Rettungsmedizin

Year:

2000

Language:

german

File:

PDF, 513 KB

german, 2000

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