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Search: person:"Albrecher, Hansjörg"
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Albrecher, Hansjörg
27
Albrecher, Hansjorg
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Constantinescu, Corina
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Bladt, Martin
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Albrecher, Hansjoerg
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2
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ECONIS (ZBW)
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1
On the profitability of selfish blockchain mining under consideration of ruin
Albrecher, Hansjörg
;
Goffard, Pierre-Olivier
- In:
Operations research
70
(
2022
)
1
,
pp. 179-200
Persistent link: https://www.econbiz.de/10012820652
Saved in:
2
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg
;
Cheung, Eric C. K.
;
Liu, Haibo
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
Saved in:
3
Blockchain mining in pools : analyzing the trade-off between profitability and ruin
Albrecher, Hansjörg
;
Finger, Dina
;
Goffard, Pierre-Olivier
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 313-335
Persistent link: https://www.econbiz.de/10013349056
Saved in:
4
Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
Saved in:
5
Structured reinsurance deals with reference to relative market performance
Vincent, Léonard
;
Albrecher, Hansjörg
;
Krvavych, Yuriy
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10012793914
Saved in:
6
Tempered pareto-type modelling using Weibull distributions
Albrecher, Hansjörg
;
Araujo Acuna, José Carlos
; …
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 509-538
Persistent link: https://www.econbiz.de/10012523254
Saved in:
7
Fitting nonstationary cox processes : an application to fire insurance data
Albrecher, Hansjörg
;
Araujo Acuna, José Carlos
; …
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
2
,
pp. 135-162
Persistent link: https://www.econbiz.de/10012549748
Saved in:
8
Combined tail estimation using censored data and expert information
Bladt, Martin
;
Albrecher, Hansjörg
;
Beirlant, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
Saved in:
9
On marine liability portfolio modeling
Guevara Alarcon, William
;
Albrecher, Hansjörg
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10012194112
Saved in:
10
On randomized reinsurance contracts
Albrecher, Hansjörg
;
Cani, Arian
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 67-78
Persistent link: https://www.econbiz.de/10011990436
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