Stefan Hochrainer-Stigler
Principal Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Biography
Stefan Hochrainer-Stigler is a principal research scholar in the Systemic Risk and Resilience Research Group of the IIASA Advancing Systems Analysis Program, and the leader of the Systemic Risk Analysis and Modeling theme. He is a member of the board of directors of the Integrated Disaster Risk Management (IDRiM) Society and the board of directors for the Global Alliance of Disaster Research Institutes (GADRI). He studied statistics with a focus on mathematical statistics at the Department of Statistics and Decision Support Systems and Sociology, Empirical Branch, at the Department of Sociology at the University of Vienna.His main research interests include risk management of systemic risk and extreme events such as natural disasters in developing countries, statistical (stochastic) modeling of rare and systemic events, extreme value theory, dependency of risks using copula approaches, econometrics, and multivariate analysis. His research has been widely published in a number of books, book chapters, and articles in major peer-reviewed journals, such as Nature and Global Environmental Change.
Hochrainer-Stigler is regularly invited to speak at major scientific conferences and insurance meetings. As part of his work, he facilitated and participated in multiple high-level workshops in the Caribbean, Madagascar, Turkey, the Philippines, India, and Mexico.
Last update: 19 FEB 2025
Publications
Mochizuki, J. , Vitoontus, S., Wickramarachchi, B., Hochrainer-Stigler, S. , Williges, K., Mechler, R. , & Sovann, R. (2015). Operationalizing iterative risk management under limited information: fiscal and economic risks due to natural disasters in Cambodia. International Journal of Disaster Risk Science 6 (4) 321-334. 10.1007/s13753-015-0069-y.
Borgomeo, E., Pflug, G. , Hall, J.W., & Hochrainer-Stigler, S. (2015). Assessing water resource system vulnerability to unprecedented hydrological drought using copulas to characterize drought duration and deficit. Water Resources Research 51 (11) 8927-8948. 10.1002/2015WR017324.
Hochrainer-Stigler, S. & Pflug, G. (2015). Copula Approaches for Risk Assessment and Management. In: Systems Analysis 2015 - A Conference in Celebration of Howard Raiffa, 11 -13 November, 2015, Laxenburg, Austria.
Linnerooth-Bayer, J. & Hochrainer-Stigler, S. (2015). Financial instruments for disaster risk management and climate change adaptation. Climatic Change 133 (1) 85-100. 10.1007/s10584-013-1035-6.
Timonina, A., Hochrainer-Stigler, S. , Pflug, G. , Jongman, B., & Rojas, R. (2015). Structured coupling of probability loss distributions: assessing joint flood risk in multiple river basins. Risk Analysis 35 (11) 2102-2119. 10.1111/risa.12382.