Members
Prof. Joël Wagner | Director
- Aburto Barrera Laura Iveth
- Beringhs Antonin
- Botteron Sylvain
- Cordonier Estelle
- Cimbru Ion
- Huggenberger Yashka
- Kovač Enej
- Lorenz Lucien
- Maggi Marco
- Rindisbacher Nina
- Stricker Lukas
Prof. Hansjoerg Albrecher | Professor
Hansjörg Albrecher is Full Professor of Actuarial Science at HEC Lausanne and Faculty Member of the Swiss Finance Institute.
His research focuses on insurance risk modelling, risk theory, reinsurance and applied probability in general. He is particularly interested in bridging theory and practice in this field. He has published four books and more than 90 journal articles, and is a regular speaker at international conferences. Hansjörg Albrecher serves on the editorial board of several journals and book series, including Insurance: Mathematics & Economics, European Actuarial Journal and Journal of Applied Probability.
Before joining HEC Lausanne, he was Group Leader and Deputy Director of the Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences as well as Full Professor at the Johannes Kepler University Linz, and prior to that he held faculty and visiting positions at Graz University of Technology, KU Leuven and University of Aarhus.
- Burkhalter David
- Müller Alaric
- Tounsi Mohamed Bilel
- Zumbach Hervé
Prof. Séverine Arnold | Professor
Séverine Arnold is Full Professor of Actuarial Science at HEC Lausanne and Director of the Master in Actuarial Science (MScAS).
Her research mainly focuses on longevity risk and mortality modeling, with a particular interest in cause-specific mortality rates. The link existing between causes of death and the processes of biological ageing is at the core of her interest. Her results based on various causes of death across countries, identified for the first time similarities between countries and genders that are consistent with past studies on the ageing processes by biologists and demographers. She is currently the project leader on a three-year research project on Cause-specific mortality interactions.
In addition, she started more recently to analyse several financial aspects of social security systems and pension schemes. Topics such as: 1) the fairness and adequacy of traditional pension schemes and Notional Defined Contributions (NDC) pension schemes, or 2) how the longevity risk can be financed in traditional and NDC pension schemes, are among her areas of interest.
Prof. Enkelejd Hashorva | Professor
Enkelejd Hashorva is Full Professor of Actuarial Science at HEC Lausanne.
His principle research interests include theoretical questions of stochastic analysis and applied probability with focus on the study of rare events, extremes of random fields, regular variation, shift-invariant structures, multivariate dependence and representation theory of important asymptotic constants.
Together with his closest collaborator Prof. Krzys Debicki, Enkelejd has initiated and published numerous contributions on extremes of vector-valued random fields.
Currently, he is member of editorial board of several scientific journals including Probability & Mathematical Statistics, Journal of Applied Probability, Statistics & Probability Letters, Extremes.
Enkelejd has extensive active collaborations with numerous prominent scientists including Georgiy Shevchenko, Krzys Debicki, Philippe Soulier and Zbigniew Michna.
Prior to joining University of Lausanne, Enkelejd lead the non-life pricing team at Allianz Swiss Insurance. Since 2004 he holds a Venia Docendi in Applied Stochastic from University of Bern and has been awarded the title of Privatdozent. Under the supervision of Prof. Jürg Hüsler he finished his PhD studies at University of Bern in 1999.
Prof. Peter Hieber | Professor
Peter Hieber is tenure-track Assistant Professor of Actuarial Science at HEC Lausanne.
His research focuses on insurance risk modelling, (mutual) risk sharing schemes, insurance contract design, risk management and asset-liability management, primarily in Life and Pension Insurance. Recent research projects include "Funding occupational pension plans" (German Insurance Society, with Prof. An Chen) and "Risk management and Pricing in Finance and Insurance" (FNRS, with Prof. Griselda Deelstra, Prof. Pierre Devolder).
Before joining the Faculty of HEC, he was a DAAD-Prime fellow at the University of Ulm (Germany) and the Université Catholique de Louvain (Belgium) and Professor in "Risk and Insurance" at the Technical University of Munich. Prior to this, he held various positions at the University of Ulm, University of Toronto and Ryerson University, Toronto. He holds a PhD in "Mathematical Finance" from Technical University of Munich on topics in risk theory and first-passage time problems. The thesis was awarded the Gauß Award by the German Actuarial Society and the Excellence Award in Insurance Science.
- Benaziz Mohamed Amine
- Bolor Anita
- Borac Marie-Fleur
- Cavadini Gabriel
- Günther Sascha
- Lerch Alexiane
- Perazzi Eva
- Rindisbacher Nina
- Zerrouki Rayan Ilyès
