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Paul Embrechts | Researchclopedia

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Paul Embrechts

302

Works

25,088

Citations

57

h-index

147

i10-index

Research Topics

Financial Risk and Volatility Modeling Probability and Risk Models Risk and Portfolio Optimization

Affiliations

XLAB (Slovenia)2014–2014

University of West London1982–1982

University of Zurich1993–1993

Zurich Insurance Group (Switzerland)1996–1999

Board of the Swiss Federal Institutes of Technology1990–2024

Top Works

Modelling Extremal Events

Paul Embrechts,Claudia Klüppelberg,et al.

19974,308 citations

Insurance and Financial Risk Management

Stochastic processes and financial applications

Modelling of extremal events in insurance and finance

Paul Embrechts,Hanspeter Schmidli

19943,528 citations

Quantitative Risk Management: Concepts, Techniques, and Tools

Alexander J. McNeil,Rdiger Frey,et al.

20052,263 citations

Correlation and Dependence in Risk Management: Properties and Pitfalls

Paul Embrechts,Alexander J. McNeil,et al.

20021,997 citations

Modelling Dependence with Copulas and Applications to Risk Management

Paul Embrechts,Filip Lindskog,et al.

20031,058 citations

Quantitative Risk Management

20111,024 citations

Extreme Value Theory as a Risk Management Tool

Paul Embrechts,Sidney I. Resnick,et al.

1999470 citations

Estimates for the probability of ruin with special emphasis on the possibility of large claims

Paul Embrechts,Noël Veraverbeke

1982408 citations

Quantitative Risk Management: Concepts, Techniques and Tools Revised edition

Alexander J. McNeil,Rüdiger Frey,et al.

357 citations