Members

Prof. François Dufresne | Director

 

François Dufresne is Full Professor of Actuarial Science at HEC Lausanne. He is the Director of the Department of Actuarial Science and Director of the Master in Actuarial Science (MScAS).

His research focuses on insurance risk modeling, risk theory and its applications, credibility theory and asset-liability management, primarily for pension funds. His current efforts aim at using stochastic programming for asset-liability management while incorporating solvency constraints into the optimization process.

Before joining the Faculty of HEC, he was an associate professor at the School of Actuarial Science at Laval University in Quebec City. Previously, he worked as an actuary with the Quebec Commission for Occupational Health and Safety (CSST).

Personal page

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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. 

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Prof. Séverine Arnold | Professor

 

Séverine Arnold is Full Professor of Actuarial Science at HEC Lausanne.

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. 

Pesonal page

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Prof. Enkelejd Hashorva | Professor

 

Enkelejd Hashorva is Full Professor of Actuarial Science at HEC Lausanne.

His  principle research interests encompass extremal behaviour of dependent insurance risks, models for heavy-tailed and light-tailed time series, risk aggregation, extremes of Gaussian and chaos random fields, multi-valued Gaussian risk models, asymptotic constants in extreme value theory, price optimisation of insurance business and max-stable random fields.  Enkelejd has intensive collaborations with Prof. Krzys Debicki from University of Wroclaw, Prof. Vladimir Piterbarg from Moscow State University, Prof. Dmitry Korshunov from University of Lancaster and Prof. David Kalaj from University of Montenegro.

Prior to joining University of Lausanne, Enkelejd lead the non-life pricing team at Allianz Swiss Insurance company. The list of projects he has been involved with  at Allianz Swiss includes competitive pricing of various non-life products, development of customer future value concept and its implementation for both life and non-life, as well as preparation  of several internal Blue Prints concerning tariff creation, portfolio cleaning, dynamic monitoring  and customer future value/portfolio segmentation. Since 2004 he is also Privat Dozent at University of Bern teaching various courses in applied probability and non-life insurance.

Personal page

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Prof. Joël Wagner | Professor

 
Joël Wagner is Full Professor of Actuarial Science at HEC Lausanne and Faculty Member of the Swiss Finance Institute.
 
His research focuses on current topics in risk management and insurance. Recent and ongoing work studies challenges in financing life, pension, health and long term-care insurance, in actuarial pricing and insurance management (strategy, distribution, claims), and from developments in regulatory frameworks. Joël regularly collaborates in projects with insurance companies, conducts field studies, teaches in executive education and presents findings at academic conferences as well as in talks to practitioners.
 
Before joining HEC Lausanne, he was Assistant Professor of Risk Management and Insurance at the University of St. Gallen (HSG) and Member of the Executive Board of the Institute of Insurance Economics. His industry experience includes working as a consultant in the Financial Services and Insurance practice of The Boston Consulting Group. Joël holds a venia legendi in Business Administration with special emphasis on Risk Management from HSG and has been awarded the degree of Privatdozent. He holds a Ph.D. in Mathematics and an engineering degree in Physics from the Swiss Federal Institute of Technology in Lausanne (EPFL).
 

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Extranef - CH-1015 Lausanne
Switzerland
Tel. +41 21 692 33 82
Fax +41 21 692 34 35
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