Hansjörg Albrecher

The insurance of climate-related physical risks: challenges and opportunities for actuaries

Abstract We examine the key challenges associated with insuring climate-related risks in the context of a changing climate. Adopting a balance-sheet perspective on insurance company management, we analyze the concept of insurability and how it may be reshaped by climate change. F...

A Storage Process with Alternating Lévy Input

In this paper, we study a queueing process for which the dynamics are changed once the workload in the queue exceeds a predefined threshold, and these new dynamics stay in force until the queue is emptied, at which point the previous dynamics are again reinstalled. For general sp...