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).
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.
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.
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.