Paul Embrechts - Concepedia

Author

Paul Embrechts

Also Known As

Dr. Paul Embrechts, Embrechts, P, Embrechts, P., Embrechts, Paul, P EMBRECHTS, P Embrechts, P. A. L. Embrechts, P. Embrechts, PAUL EMBRECHTS, Paul Embrechts

300

Publications

25K

Citations

H-Index

165

Concepts

All Affiliations

ETH Zurich Swiss Finance Institute KU Leuven University of Waterloo University of Florence

About

Paul Embrechts is an author at ETH Zurich specializing in engineering, statistics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	37	60	4.6K
2	Business	27	40	3.9K
3	Management	25	40	3.2K
4	Humanities	2	2	40
5	Law	2	2	172

Paul Embrechts

120

Publications

9.1K

Citations

H-Index

Page 1

	Year	Citations
Extreme Value Theory as a Risk Management Tool Paul Embrechts, Sidney I. Resnick, Gennady Samorodnitsky North American Actuarial Journal Insurance MarketsFinancial Risk ManagementAccountingRisk ManagementManagement	1999	467
Estimates for the probability of ruin with special emphasis on the possibility of large claims Paul Embrechts, Noël Veraverbeke Insurance Mathematics and Economics EconomicsLarge ClaimsSpecial EmphasisBusinessProbability Theory	1982	408
On closure and factorization properties of subexponential and related distributions Paul Embrechts, Charles M. Goldie Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics F ∈Measure TheoryEngineeringGeneralized FunctionPositive Random Variables	1980	307
Correlation: Pitfalls and Alternatives Paul Embrechts, Alexander J. McNeil, Daniel Straumann	1999	306
Using copulae to bound the Value-at-Risk for functions of dependent risks Paul Embrechts, Andrea Höing, Alessandro Juri Finance and Stochastics Dependent RisksEngineeringUncertainty QuantificationRisk ManagementManagement	2003	288
Multivariate Hawkes processes: an application to financial data Paul Embrechts, Thomas Liniger, Lu Lin Journal of Applied Probability Dependent MarksEngineeringMaximum Likelihood EstimationData ScienceStochastic Calculus	2011	271
Quantitative models for operational risk: Extremes, dependence and aggregation Valérie Chavez‐Demoulin, Paul Embrechts, Johanna Nešlehová Journal of Banking & Finance EngineeringRisk ManagementRisk MetricBusinessOperational Risk	2006	268
A note on generalized inverses Paul Embrechts, Marius Hofert Mathematical Methods of Operations Research Generalized FunctionGeneralized InversesAlgebraic AnalysisInverse ProblemsFunctional Analysis	2013	266
An Academic Response to Basel 3.5 Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf, Risks Risk Model ValidationFinancial Risk ManagementRisk MetricAcademic ResponseAsset Pricing	2014	254
On convolution tails Paul Embrechts, Charles M. Goldie Stochastic Processes and their Applications Convolution TailsGeneralized FunctionIntegrable ProbabilityProbability TheoryIntegral Transform	1982	233

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