Hansjörg Albrecher
SFI Faculty Member, Professor of Actuarial Science, Université de Lausanne
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 development of randomized triggers that can serve as the basis of efficient indexed reinsurance treaties and the probabilistic analysis of the profitability of blockchain mining when the risk of ruin of the miner is also considered. This latter study provides a more complete understanding of mining pools' needs and concrete optimal designs.
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