Hansjörg Albrecher *

Management Science and Operations Research · 2000–2017

A researcher in the Science corpus: 22 papers; trusts 51 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 98 citations into it; #475 of 11,946 by trust here, #748 by citations
• Finance — 85 citations into it; #1,254 of 10,518 by trust here, #1,959 by citations
• Demography — 62 citations into it; #134 of 4,236 by trust here, #441 by citations
• Economics and Econometrics — 47 citations into it; #10,917 of 23,481 by trust here, #20,730 by citations
• Statistics and Probability — 41 citations into it; #3,529 of 12,932 by trust here, #4,371 by citations
• Management Information Systems — 8 citations into it; #2,771 of 3,376 by trust here, #3,104 by citations
• Mathematical Physics — 8 citations into it; #1,665 of 8,562 by trust here, #2,478 by citations
• Safety, Risk, Reliability and Quality — 8 citations into it; #594 of 1,220 by trust here, #933 by citations

Whom Hansjörg Albrecher * trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Søren Asmussen
2. D. Dickson
3. Andreas E. Kyprianou
4. Hanspeter Schmidli
5. Pablo Azcue
6. Wim Schoutens
7. Mario V. Wüthrich
8. Shuanming Li
9. Hans U. Gerber
10. Christian Hipp

Who trusts Hansjörg Albrecher * overall

1. Andreas E. Kyprianou
2. Shuanming Li
3. Xiaowen Zhou
4. Ronnie Loeffen
5. Qihe Tang
6. Hans U. Gerber
7. Alexandru V. Asimit
8. Bin Li
9. HANSJ¨ORG Albrecher
10. Zbigniew Palmowski

Papers from Hansjörg Albrecher *'s perspective

Ordered by how strongly the researchers Hansjörg Albrecher * trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. An Introduction to Probability Theory and Its Applications
3. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
4. On the optimal dividend problem for a spectrally negative Lévy process
5. Ruin probabilities and overshoots for general Lévy insurance risk processes
6. Overshoots and undershoots of Lèvy processes
7. Financial Modelling with Jump Processes
8. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
9. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
10. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options

Their papers

• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times (2005) — 90 citations
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function (2013) — 110 citations
• Dividend maximization under consideration of the time value of ruin (2007) — 88 citations
• A ruin model with dependence between claim sizes and claim intervals (2004) — 181 citations
• The optimal dividend barrier in the Gamma–Omega model (2011) — 104 citations
• A Lévy Insurance Risk Process with Tax (2008) — 94 citations
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (2005) — 60 citations
• Tail asymptotics for the sum of two heavy-tailed dependent risks (2006) — 86 citations
• The tax identity in risk theory — a simple proof and an extension (2009) — 52 citations
• Ruin Probabilities: Second Edition (2000) — 74 citations
• On the discounted penalty function in a Markov-dependent risk model (2005) — 126 citations
• Exponential behavior in the presence of dependence in risk theory (2006) — 190 citations
• Optimal dividend strategies for a risk process under force of interest (2008) — 65 citations
• Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables (2009) — 74 citations
• FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (2013) — 48 citations
• A Risk Model with Multilayer Dividend Strategy (2007) — 62 citations
• Reinsurance: Actuarial and Statistical Aspects (2017) — 188 citations
• Exit identities for L\'evy processes observed at Poisson arrival times (2014) — 108 citations
• On the dual risk model with tax payments (2008) — 82 citations
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (2006) — 80 citations