Concepedia

Hansjörg Furrer

HF

4

Publications

313

Citations

4

H-Index

1994

Active since

Affiliations

ETH Zurich(Current)

Hansjörg Furrer is an author at ETH Zurich specializing in probability theory, stochastic calculus, and finance.

Top concepts

FinanceProbabilityStochastic CalculusBusinessAccountingManagementRegulationEngineeringRisk AnalysisRisk Management

Publications per year

1994–2003

4

Publications

4

QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK

Paul Embrechts, Hansjörg Furrer, Roger Kaufmann · 2003 · 113 citations

Risk Model Validation, Financial Risk Management, Risk Metric +17

Risk processes perturbed by α-stable Lévy motion

Hansjörg Furrer · Scandinavian Actuarial Journal · 1998 · 101 citations

Engineering, Convolution Formula, Stochastic Processes +10

Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion

Hansjörg Furrer, Hanspeter Schmidli · Insurance Mathematics and Economics · 1994 · 63 citations

Ruin Probabilities, Diffusion Process, Stochastic Calculus +6

Stable Lévy motion approximation in collective risk theory

Hansjörg Furrer, Zbigniew Michna, Aleksander Weron · Insurance Mathematics and Economics · 1997 · 36 citations

Levy Process, Probability Theory, Stochastic Dynamical System +1

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