Past PhD theses

2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2014 | 2013 | 2012 | 2010 | 2008 | 2007
 

2024

Name Thesis title Thesis director
FINGER Dina Optimizing the Trade-off between Risk and Profitability in Cryptocurrency Mining and under Misclassification in Insurance H. Albrecher (co-director: P.-O. Goffard, ISFA Lyon)
GARCIA FLORES Brandon Optimal Dividend Strategies and Reinsurance From an Optimal Transport Perspective H. Albrecher
FLORES CONTRO José Miguel Poverty Trapping: A Ruin Theory Perspective S. Arnold
ITEN Raphael Essays on the Changing Risk Landscape in Smart Homes and the Potential for Risk Prevention J. Wagner (co-director: A. Zeier Röschmann, ZHAW)
SHEMENDYUK Aleksandr Three Essays on Modeling Long-Term Care of Institutionalized Elderly in Switzerland J. Wagner
IEVLEV Pavel Towards a Theory of Multivariate Gaussian Extremes E. Hashorva

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2023

Name Thesis title Thesis director
UGARTE Andrey Essays on Population Aging and New Technologies in the Workplace: Current Risks, Consequences, and Perceptions J. Wagner

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2022

Name Thesis title Thesis director
KRIUKOV Nikolai Ruin Analysis for Gaussian Risk Models E. Hashorva
VINCENT Léonard Model Uncertainty, Tail Risk and Structured Reinsurance H. Albrecher
KALOUGUINA Veronika Selected Essays on Health Decisions and Personalized Medicine J. Wagner (co-director: Ch. Courbage, HEG Genève)

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2021

Name Thesis title Thesis director
ARAUJO ACUNA José Carlos Tempering and Seasonality in Non-Life Insurance Modeling H. Albrecher, (co-director: J. Beirlant, KU Leuven)
JASNOVIDOV Grigori Ruin Probability for Discrete and Continuous Gaussian Risk Models E. Hashorva
GLUSHKO Viktoriya Cause-specific Mortality Interactions S. Arnold
KRISTECKI Konrad Adam Componentwise Finite-time Ruin in Two-dimensional Brownian Risk Model E. Hashorva

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2020

Name Thesis title Thesis director
MAICHEL-GUGGEMOOS Liselotte Four Essays on the German Insurance Market J. Wagner
BLADT Martin Statistics of Extremes, Matrix Distributions and Applications in Non-Life Insurance Modeling H. Albrecher
JIJIIE Anca-Stefania Retirement Schemes: Inter- and Intra-Generational Transfers S. Arnold
MONTOLIU MONTES Guillem Public-Private Interactions and Intergenerational Phenomena in Long-Term Care Financing J. Wagner (co-director: Ch. Courbage, HEG Genève)

2019

Name Thesis title Thesis director
FUINO Michel Actuarial and econometric studies on long-term care in Switzerland J. Wagner
GUEVARA ALARCON William Data compression algorithms, marine liability modeling, and hierarchical risk aggregation in reinsurance H. Albrecher
STAUDT Yves On customer relationship management and pricing using machine learning techniques in non-life insurance J. Wagner
RUDNYTSKYI Iegor Essays on long-term care and insurance management J. Wagner
MIRZA Charbel Four essays on life insurance, personalized medicine and insurtech J. Wagner
DAILY-AMIR Dalit Market share analysis and non-cooperative game theory with applications in Swiss health insurance H. Albrecher

2018

Name Thesis title Thesis director
CANI Arian Reinsurance and dividend problems in insurance H. Albrecher
BAI Long Extended gaussian threshold dependent risk models E. Hashorva
MÜLLER Philipp Essays on funding mechanisms, asset allocation and calibration of annuities in swiss pension funds J. Wagner
TAMRAZ Maissa Price optimisation and statistical modeling of dependent risks E. Hashorva

2017

Name Thesis title Thesis director
FARKAS Yulia Asymptotic Analysis of Aggregated Multi-valued Risks E. Hashorva

2016

Name Thesis title Thesis director
RATOVOMIRIJA Gildas Modelling dependent insurance risks E. Hashorva
LABIT HARDY Héloïse Impacts of cause-of-death mortality changes: a population dynamics approach F. Dufresne (co-director: S. Arnold)
TOUKOUROU Youssouf Asset liability management and joint mortality modeling in old-age insurance F. Dufresne
ASADI Peiman Extremes on river networks and flood loss modeling H. Albrecher

2014

Name Thesis title Thesis director
LING Chengxiu Extremal properties of certain risk models E. Hashorva
WENG Zhichao Extremal behaviour of random scaling models E. Hashorva
JI Lanpeng Ruin and related quantities in some advanced insurance risk models E. Hashorva

2013

Name Thesis title Thesis director
LAUTSCHAM Volkmar Solvency modelling in insurance: quantitative aspects and simulation techniques H. Albrecher

2012

Name Thesis title Thesis director
KURMANN (HAAS) Sandra Optimal reinsurance forms and solvency H. Albrecher

2010

Name Thesis title Thesis director
ARNOLD (GAILLE) Séverine Improving longevity and mortality risk models F. Dufresne
VIQUERAT Sébastien On the efficiency of recursive evaluations with applications to risk theory F. Dufresne
PARLOGEA BUCURESCU Cristina On the problematic of reserving and stochastic loss models A. Dubey

2008

Name Thesis title Thesis director
MONTER ESPINOSA Maria del Rosario Three essays on default risk A. Dubey
SMITH Nathaniel On optimal dividend strategies with deficit or incomplete information H. Gerber
AVANZI Benjamin On optimal dividend strategies : review and dual model H. Gerber

2007

Name Thesis title Thesis director
STOICA Daniela Essays on the treatment of cash flows under stochastic interest rates F. Dufresne

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Theses in open access

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