Recherches
Axes de recherche
Théorie des valeurs extrêmesProcessus Gaussiens
Compétences
Major dedictions--Extreme value theory --Gaussian processes --Applied statistics --Rare-event simulation --Risk aggregation/disaggregation --Multivariate distributions --Non-Life Insurance: Pricing large portfolios, price optimisation, customer future balue, portfolio segmentation, portfolio cleaning systems, dynamic portfolio monitoring, KPI's for monitoring (cross-subsidy type matrix), tarif monitoring, optimal tarif, product design
Mots-clés de Enkelejd Hashorva
- assurance (3)
- mathématiques (3)
- probabilité appliquée (3)
- risque (3)
- sciences actuarielles (5)
