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Hansjörg Albrecher is Professor of Actuarial Mathematics at the University of Lausanne. Professor Albrecher is a regular speaker at leading conferences on insurance. He has published extensively and serves on the editorial boards of the top academic journals in his areas of research expertise.

Expertise

Professor Albrecher studies various aspects of modeling and managing risks in insurance and finance. His recent activities include the appropriate multi-period valuation of insurance liabilities for regulatory purposes, as well as the assessment of changes of natural catastrophe risks in the light of climate change, which is a considerable challenge for the insurance industry and the society at large. 

Expertise Fields

  • Financial Markets
    • Systemic Risk and Regulation
  • Financial Institutions
    • Insurance Companies
  • Corporate Finance and Governance
    • Bankruptcy and Liquidation
    • Capital Budgeting and Investment Policy
    • Financial Risk and Risk Management
    • Financing Policy and Capital Structure
  • Frontier Topics
    • Operations Research and Decision Theory

Current Publications:

N°24-73: Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks

N° 19-26: Insurance: Models, Digitalization, and Data Science

N°18-33: On Randomized Reinsurance Contracts, H. Albrecher and A. Cani, 2018.

N°18-32: Dividends: From Refracting to Ratcheting, H. Albrecher, N. Bäuerle, and M. Bladt, 2018.

N°17-69: Asset-Liability Management for Long-Term Insurance Business

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