activity
20152021
most citedStrikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations

1 citations · 1 across the 1 of their papers we have counts for

collaborators

10 papers

math.ST2021

Trimmed extreme value estimators for censored heavy-tailed data

Martin Bladt, Hansjoerg Albrecher, Jan Beirlant

We consider estimation of the extreme value index and extreme quantiles for heavy-tailed data that are right-censored. We study a general procedure of removing low importance obser…

math.PR2020

Optimal ratcheting of dividends in a Brownian risk model

Hansjoerg Albrecher, Pablo Azcue, Nora Muler

We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate…

cs.CR2020

On the profitability of selfish blockchain mining under consideration of ruin

Hansjoerg Albrecher, Pierre-Olivier Goffard

Mining blocks on a blockchain equipped with a proof of work consensus protocol is well-known to be resource-consuming. A miner bears the operational cost, mainly electricity consum…

math.ST2020

Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case

Hansjoerg Albrecher, Mogens Bladt, Jorge Yslas

The class of inhomogeneous phase-type distributions (IPH) was recently introduced in Albrecher and Bladt (2019) as an extension of the classical phase-type (PH) distributions. Like…

math.ST2020

Tempered Pareto-type modelling using Weibull distributions

Jose Carlos Araujo Acuna, Hansjoerg Albrecher, Jan Beirlant

In various applications of heavy-tail modelling, the assumed Pareto behavior is tempered ultimately in the range of the largest data. In insurance applications, claim payments are…

math.PR2020

Multivariate Matrix Mittag--Leffler distributions

Hansjoerg Albrecher, Martin Bladt, Mogens Bladt

We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose margi…