Past PhD theses

2019 | 2018 | 2017 | 2016 | 2014 | 2013 | 2012 | 2010 | 2008 | 2007


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


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


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


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 / 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


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


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


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


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


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


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

Theses in open access

Several theses are available in open access on Serval

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Anthropole - CH-1015 Lausanne
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