Hansj\"org Albrecher

Identifiers

• name variant Hansj\"org Albrecher 0.60 · backfill

Papers (6)

1. Cost-of-capital valuation with risky assets q-fin.RM · 2025 · author #1
2. Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes math.PR · 2019 · author #1
3. Inhomogeneous phase--type distributions and heavy tails math.PR · 2018 · author #1
4. Exit identities for L\'evy processes observed at Poisson arrival times math.PR · 2014 · author #1
5. Exact boundaries in sequential testing for phase-type distributions math.PR · 2013 · author #1
6. Exact and asymptotic results for insurance risk models with surplus-dependent premiums q-fin.CP · 2011 · author #1

Mentions

• 1110.5276 #1 · backfill · confidence 0.70 Hansj\"org Albrecher

Frequent Coauthors

• Jevgenijs Ivanovs 2 shared papers
• Bert Zwart 1 shared papers
• Bohan Chen 1 shared papers
• Corina Constantinescu 1 shared papers
• Eleni Vatamidou 1 shared papers
• Filip Lindskog 1 shared papers
• Georg Regensburger 1 shared papers
• Herv\'e Zumbach 1 shared papers
• Markus Rosenkranz 1 shared papers
• Mogens Bladt 1 shared papers
• Peiman Asadi 1 shared papers
• Xiaowen Zhou 1 shared papers
• Zbigniew Palmowski 1 shared papers