Research output per year
Research output per year
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Dive into the research topics where Hansjörg Albrecher is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Randomized observation periods for the compound Poisson risk model: the discounted penalty function
Albrecher, H., Cheung, E. C. K. & Thonhauser, S., 1 Nov 2013, In: Scandinavian Actuarial Journal. 2013, 6, p. 424-452 29 p.Research output: Contribution to journal › Article › peer-review
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Optimal dividend-payout in random discrete time
Albrecher, H., Thonhauser, S. & Bäuerle, N., 1 Jan 2011, In: Statistics & Risk Modeling. 28, 3, p. 251-276 26 p.Research output: Contribution to journal › Article › peer-review
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Optimal dividend strategies for a compound poisson process under transaction costs and power utility
Thonhauser, S. & Albrecher, H., 1 Jan 2011, In: Stochastic Models. 27, 1, p. 120-140 21 p.Research output: Contribution to journal › Article › peer-review
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Randomized observation periods for the compound Poisson risk model: Dividends
Albrecher, H., Cheung, E. C. K. & Thonhauser, S., 1 Dec 2011, In: ASTIN Bulletin. 41, 2, p. 645-672 28 p.Research output: Contribution to journal › Article › peer-review
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Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
Kortschak, D. & Albrecher, H., 2009, In: Methodology and Computing in Applied Probability. 11, 3, p. 279-306Research output: Contribution to journal › Article › peer-review
Activities
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Int. Cologne Workshop on Actuarial Mathematics
Hansjörg Albrecher (Keynote speaker)
10 Mar 2008 → 12 Mar 2008Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science
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Invited Lecture Series
Hansjörg Albrecher (Speaker)
28 Apr 2008 → 30 Apr 2008Activity: Talk or presentation › Talk at conference or symposium › Science to science
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ISA Seminaire
Hansjörg Albrecher (Speaker)
26 Jan 2008Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Int. Workshop on Evaluating and Covering Extreme Risks, University of Paris-Dauphine
Hansjörg Albrecher (Keynote speaker)
10 Jun 2008Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science
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Stochastisches Kolloquium
Hansjörg Albrecher (Speaker)
13 Mar 2008Activity: Talk or presentation › Talk at conference or symposium › Science to science
Prizes
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Förderungspreis für Wissenschaft und Forschung
Albrecher, Hansjörg (Recipient), 7 Dec 2007
Prize: Prizes / Medals / Awards
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Projects
- 4 Finished
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FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.
1/01/06 → 30/09/09
Project: Research project
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Number-Theoretic Algorithms and their Applications (FSP)
Grabner, P., Albrecher, H., Fuchs, C. J., Tichy, R., Predota, M., Stoll, T., Heuberger, C., Koch, W., Frisch, S., Hartinger, J., Ziegler, V., Lamberger, M. & Kainhofer, R.
1/01/00 → 31/12/05
Project: Research project
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Fractal Geometry
Thuswaldner, J., Grabner, P., Cristea, L., Teufl, E. & Albrecher, H.
1/01/98 → 31/01/05
Project: Research project
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Special Research Area (SFB) "Optimization and Control"
Hartinger, C., Klinz, B., Pferschy, U., Guta Wordofa, B., Rudolf, R., Heuberger, C., Saurer, C., Frankl, E., Richter, K. R., Aurenhammer, F., Wöginger, G. J., Dragoti-Cela, E., Aichholzer, O., Albrecher, H., Scharfetter, H., Hatzl, J., Magele, C., Rothe, G., Tenfelde-Podehl, D., Brandstätter, B., Bachhiesl, P., Burkard, R., Beale, I., Fortuna, T., Hutten, H., Kenyon, A., Dollani, H., Dudas, T. & Meyer, C.
1/08/94 → 31/12/03
Project: Research project