CURRICULUM VITAE

Professor em. Dr. Paul Embrechts

ETH Zurich

• Stochastic modelling of extremal events in insurance and finance.
• Econometric models for tick-by-tick data in finance.
• Actuarial risk theory.
• Quantitative risk management.
• Modelling of dependence beyond linear correlation.
• Aggregation of risk measures.
• Extreme value theory and its applications.
• Model uncertainty in risk management.
• Stochastic models for risk diversification and risk concentration.

• Honorary Doctorate in Mathematics, University of Waterloo, Canada, June 2007
• The Honorary Degree of Doctor of Science, Heriot-Watt University, Edinburgh, UK, 24/6/2011
• Doctor Honoris Causa, Catholic University of Louvain (UCL), Belgium, 31/5/2012
• Honorary Doctorate of Science, City, University of London, 31/1/2017

• Laureate of the Belgian Royal Academy of Sciences, 1983
• Fellow of the Institute of Mathematical Statistics, 1995
• The Applied Probability Society of INFORMS, 1999. Best Publication Award (Honorable Mention) for Modelling Extremal Events for Insurance and Finance, Springer, Berlin, 1997, (with C. Klüppelberg and T. Mikosch)
• Honorary Fellow of the Institute of Actuaries, London, 2000
• Keynote Speaker at the ASTIN-Colloquia 2000, Porto Cervo, 2003, Berlin, 2009, Helsinki, 2011, Madrid, 2012, Mexico City
• Corresponding Member of the Italian Society of Actuaries, 2002
• 2002-2003 Johann Bernoulli Lecturer, University of Groningen
• Nomura Lecture 2004, University of Oxford
• Hermann Otto Hirschfeld Lecture 2004, Humboldt University, Berlin
• 2004 INA-International Prize in Mathematics and Insurance, Academia Nazionale dei Lincei, Rome
• 2004 Innovation Prize 3-Way Seminar, (Q-Group, Inquire UK, Inquire Europe)
• Inquire First Prize for Keynote Address: Quantifying Regulatory Capital for Operational Risk: Utopia or Not?, 2004
• Second Lecturer to the Faculty, Faculty of Actuaries, Edinburgh, 2005
• Geneva Risk Economics Lecture (EGRIE), First World Risk and Insurance Economics Congress, Salt Lake City, 2005
• Opening Lecture, 28th International Congress of Actuaries, Paris, May 2006
• Honorary Fellow of The Faculty of Actuaries, UK, July 2006
• Kuwait Lecture, University of Cambridge, February 2007
• Keynote Speaker, Annual Meeting of the Statistical Society of Canada/Societé Statistique du Canada and the Societé française de statistique, Ottawa, Canada, May 2008
• Keynote Speaker at the NISS-OCC Workshop on "Exploring Statistical Issues in Financial Risk Modelling and Banking Regulations", Washington D.C., February 2009
• Keynote Speaker at the Wharton School Conference on "Low probability events", Philadelphia, April 2009
• Patrick Poon Lecturer in Actuarial Science, University of Hong Kong, July 2009
• Member Honoris Causa of the Belgian Institute of Actuaries (IABE), 13/1/2010
• First Chair of the Belgian Institute of Actuaries (IABE), 13/1/2010
• Keynote Speaker at the 29th International Congress of Actuaries, Cape Town, March 2010
• Keynote Speaker at the Presidential Luncheon, Society of Actuaries 2010 Annual Meeting, New York, October 2010
• Award for Excellence in Statistical Research, University of Hasselt, Belgium, 21/5/2011
• Keynote Speaker at the 2011 ASTIN-AFIR Colloquium, Madrid Spain, June 2011
• Humboldt Dinstinguished Lecture Series, Berlin, April 2012
• Keynote Speaker at the 2012 ASTIN, AFIR and Life Colloquia, Mexico City, October 2012
• The 2013 Craig Lecturer, University of Iowa, April 2013
• The Saw Swee Hock Public Lecture in Statistics, The University of Hong Kong, June 2013
• Visiting Man Chair, Oxford-Man Institute, Oxford University, 2014
• Keynote Speaker at the 30th International Congress of Actuaries, Washington, D.C., April 2014
• Fellow of the American Statistical Association, April 2014
• Keynote Speaker at the 8th World Congress of the Bachelier Finance Society, Brussels, June 2014
• The Bob Alting von Geusau Memorial Prize for the best paper published in the ASTIN Bulletin on an AFIR/ERM related topic in the years 2010-2011, for the paper: "The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis" with C. Donnelly, ASTIN Bulletin, 2010, 40(1), 1-33.
• Membre d'honneur de l'Institut des actuaires, France, June 2015
• Hung Hing Ying Distinguished Visiting Professor in Science and Technology in the Department of Statistics and Actuarial Science of Hong Kong University, 1/1/2017 - 31/12/2019
• Harald Bohr Lecture, University of Copenhagen, October 10, 2017
• Award "The 2018 Paper of the Year on Operational Risk" for "Modelling Operational Risk depending on covariates: an empirical investigation" (Journal of Operational Risk 13(3), 17-46 (2018) (with K.J. Mizgier and X. Chen)), June 19, 2019

• Royal Statistical Society
• International Statistical Institute (Elected Fellow)
• Bernoulli Society
• London Mathematical Society
• Institute of Mathematical Statistics (Fellow)
• Schweizerische Vereinigung für Statistik
• Swiss Association of Actuaries
• European Mathematical Society
• American Statistical Association (Fellow)
• International Actuarial Association
• Finance Society
• Institute of Actuaries (Honorary Fellow)
• Italian Society of Actuaries (Corresponding Member)
• Faculty of Actuaries (Honorary Fellow)
• Belgian Institute of Actuaries (Member Honoris Causa)

• Associate Editor of International Statistical Review, 1991-1995
• Editor of Mitteilungen der Schweizerischen Vereinigung der Versicherungsmathematiker, 1992-1995
• Associate Editor of Hanu, 1985-1989 and International Statistical Information, 1987-1993
• Corresponding Editor of Institute of Mathematical Statistics Bulletin, 1998-2000
• Associate Editor of Applied Probability Journals, 1990-2008
• Associate Editor of Bernoulli, 2001-2003
• Editor of ASTIN Bulletin, 1996-2005
• Associate Editor of Journal of Banking and Finance, 2006-2009
• Associate Book Review Editor of Journal of the American Statistical Association, 2001-2011
• Associate Editor of Journal of the American Statistical Association: Theory and Methods
• Associate Editor of Annals of Actuarial Science
• Associate Editor of Derivatives Use, Trading & Regulation
• Editorial Board of Extremes, Statistical Theory and Applications in Science, Engineering and Economics

• Associate Editor of Insurance: Mathematics and Economics
• Advisory Board of Finance and Stochastics
• Advisory Board of Statistics & Risk Modeling with Applications in Finance and Insurance
• Advisory Board of Mathematical Finance
• Associate Editor of Annals of Actuarial Science

• European Regional Committee of the Bernoulli Society, 1986-1992
• Scientific Secretary of the Bernoulli Society for Probability Theory and Mathematical Statistics, 1987-1992
• Committee on the ISI Conference Programme, 1988-1995
• Bernoulli Society Committee for Statistics in the Physical Sciences, 1989-1995
• Consortium Walter Saxer-Versicherungs-Hochschulpreis, ETH Zurich, 1990-2017
• Stiftung zur Förderung der mathematischen Wissenschaften in der Schweiz, Zürich 1990-date
• Committee for Conferences on Stochastic Processes, 1991-1998
• IMS Special Invited Papers Committee, 1992-1994
• Board of the Swiss Society of Actuaries, 1995-2006
• Scientific Council of EURANDOM, Eindhoven, The Netherlands, 1996-2004
• Scientific advisory committee of the Korteweg-de Vries Institute, University of Amsterdam, 1998-2016
• Scientific advisory committee of FAME (Lausanne, Geneva), 1999-2004
• Les Prix d'Actuariat SCOR, France, 2000-2003, SCOR-Deutschland, 2002-2003
• Council Member of the Bachelier Finance Society, 2002-2008
• Commission de Recrutement de Mathématiques Appliquées, Ecole Polytechnique Paris, France, 2003-2006
• Advisory Board, Department of Mathematics, The 21st Century COE Program 'Integrative Mathematical Sciences', Keio University, Japan, 2003-2008
• International Scientific Board of NETSPAR, University of Tilburg, The Netherlands, 2005-2015
• Advisory Board, Centre for International Macroeconomics and Finance,University of Cambridge, UK, 2005-2010
• Advisory Board, Maxwell Institute for Mathematical Sciences,University of Edinburgh, UK, 2006-2011
• IMS Nominations Committee, 2006-2007 and the IMS Committee on Memorials, 2008-date, 2009-2011 as Chairman
• International Advisory Panel of the Risk Management Institute, National University of Singapore, 2006-date
• Advisory Board of the Norwegian Computing Center Oslo, Statistics for Innovation, 2007-2015
• Expert Committee on Mathematical Finance of the Programme in Insurance and Finance, University of Aarhus, Denmark, 2007-2010
• Advisor of the National Irish Centre for Mathematics, 2007-2010
• Scientific Advisory Board, Department of Mathematical Sciences, University of Copenhagen, 2009-date
• Steering Committee 'Master in Financial Engineering', Swiss Finance Institute, EPFL, 2010-date
• SCOR Fellowship Prize, 2010-date
• Steering Committee of the Willis Research Network (WRN) Economic Capital Forum (ECF), 2011-2013
• Scientific Committee Dipartimento di Statistica, Informatica, Facoltà di Economia, Università degli Studi di Firenze, 2011-date
• Peer-review committee of the Departments of Mathematics (BSc and MSc programs) of all Flemish-Belgian Universities, 2012-2014
• Advisory Board for BSc (Actuarial Science) and BSc (Risk Management/Satistics), Department of Statistics and Actuarial Science, The University of Hong Kong, 2013-date
• Advisory Board of the Oxford-Man Institute of Quantitative Finance, University of Oxford, 2014-date
• Scientific Committee CFM (Capital Fund Management) Imperial Institute of Quantitative Finance, Imperial College London, 2014-date
• JSPS Core-to-Core Program on 'Foundation of a Global Research Cooperative Center in Mathematics focused on Number Theory and Geometry', Keio University, 2014-date
• Advisory Board of the Center for Finance and Insurance (CFI) of the University of Zurich, 2014-date
• Advisory Board of Center of Research in Econo-finance and Actuarial sciences on Risk (CREAR), ESSEC Business School, Paris, 2014-date
• Member of several PhD Committees and Professorial promotion committees (details upon request)
• Board member of 'Die Technische Gesellschaft Zürich', 2020-date

• Organiser '3rd European Young Statisticians Meeting', Leuven, Belgium, 22-26/8/1983
• Co-organiser 'Risk Theory', Mathematisches Forschungsinstitut Oberwolfach, Germany, 16-22/9/1990, 18-24/9/1994
• Co-organiser 'Risk Theory Meeting' in Monte Verità, Ascona, Switzerland, 21-27/3/1993
• Director of the Summerschool of the Swiss Society of Actuaries on 'The modelling of extremal events in insurance and finance', Lausanne, Switzerland, 28/8-2/9/1994, 9-13/8/1999
• Organiser Latsis Symposium 'Mathematical Finance, Insurance and Society', ETH Zürich, 24-25/9/1996
• Co-organiser 'Stochastic Analysis in Finance and Insurance', Mathematisches Forschungsinstitut Oberwolfach, Germany, 14-19/9/1997, 8-12/5/2000, 3-7/3/2003
• Co-organiser 'Programme on Managing Uncertainty - New Analysis Tools for Insurance', Economics and Finance. The Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, 23/7-10/8/2001
• Co-organiser 'Zürich Workshop in Computational Finance', ETH Zürich, 11-13/9/2003
• Co-organiser Cherry Bud Workshops 2005 'Quantitative Risk Management: Theory and Practice', 23-26/2/2005 and 2007, 'Interaction Through Data', 13-16/3/2007, Keio University, Yokohama, Japan
• Co-organiser 'Risk Management', Isaac Newton Institute for Mathematical Sciences, Cambridge University, 7-11/3/2005
• Co-organiser ASTIN-AFIR meetings, ETH Zürich, 4-9/9/2005
• Organiser 'The Mathematics and Statistics of Quantitative Risk Management', Mathematisches Forschungsinstitut Oberwolfach, Germany, 16/3/-22/3/2008, 29/1/-4/2/2012, 20-26/11/2015
• Co-Director NISS-OCC Research Program on 'Statistical Issues in Financial Risk Modeling and Banking Regulation'. 'Sub-Program: Operational Risk'. Inaugural Meeting: Washington D.C., USA, February 5-6, 2009
• Symposium Leader 2009 Bowles Symposium on Liquidity, Valuation and Financial Crises. Atlanta, Georgia, USA, 12-13/2/2009
• Chair Organizing Committee 'Financial Mathematics', IMS-National University of Singapore, 1/11-31/12/2009
• Co-Organiser of the First ETH-Japan Symposium, ETH Zürich, 7-9/3/2012

• Chairman of the Programme Committee of the 25th European Meeting of Statisticians, Aarhus, Denmark, 21-26/8/1995
• Chairman of the Scientific Programme Committee, Dependence Modelling for Credit Portfolios, GRETA-University of Venice, 22-23/9/2003
• Chairman of the Programme Committee of the 2005 ASTIN and AFIR meetings in Zürich, 4-9/9/2005
• Member of numerous scientific programme committees in the fields of stochastics, insurance, finance and risk management (details upon request)

• Chairs in Insurance Mathematics at the Universities of Copenhagen (1990-91, 2002, 2008), Oslo (1991-92), Vienna (2001-02)
• The "Centrum voor Wiskunde en Informatica", Amsterdam, The Netherlands (1995)
• The Laboratory of Stochastics, University of Paris 6 and 7 (2000)
• Departments of Mathematics of the French-speaking Belgian universities (2001-02)
• Ecole Polytechnique, Paris (2003-2008)
• The Australian National University (2004, 2010)
• Imperial College, London (2005)
• The University of Copenhagen, Department of Mathematical Sciences, 2009
• Numerous evaluation committees for new professorships (details upon request)
• Peer review of the Departments of Mathematics (BSc and MSc Programs) of all Flemish-Belgian universities (2012-2013)

• Interim-Chairman, IFOR (1989-93)
• Chairman of the Department of Mathematics (1994-95)
• Member of the Planning Committee (1995-2000)(2004-2008)
• Delegate of the President for Professorial Appointments (2001-date)
• Member of the Board of the Graduate School in Mathematics (2003-2010)
• Member of numerous departmental committees (details upon request)

• Member of the Board of Directors of Bank Julius Baer and the Julius Baer Holding AG, 1997-2008
• "Mathematischer Revisor" for the Swiss Re (Life) Company, 1997-2003
• Member of the Board of Directors of the Swiss Life Holding, 2003-2011
• Member of the Academic Advisory Board of Fitch, 2006-2010
• Quästor of the Jubiläumsstiftung der Schweizerischen Lebensversicherungs- und Rentenanstalt für Volksgesundheit und medizinische Forschung, 2007-2023
• Numerous consultancies for the financial and insurance industry on topics mainly related to Quantitative Risk Management and the Modelling of Extremal Events (details upon request)

• Introductory and graduate courses in Probability Theory, Stochastic Processes and Mathematical Statistics for Mathematicians, Physicists and Engineers
• Zufall und Risiko
• Stochastic Models in OR
• Simulation
• Time Series Analysis
• Statistical Computing
• Multivariate Analysis
• Repeated Measurements
• Point Processes
• An Introduction to Medical Statistics for Medical- and Environmental Students
• Brownian Motion and Stochastic Flow
• Risk Theory
• Linear Algebra
• Stochastic Processes
• Extreme Value Theory
• Statistical Methods Underlying Risk Management
• Credit Risk Management
• Quantitative Risk Management
• Financial Engineering
• Insurance Analytics
• Financial Risk Analysis

• Angelos Dassios (1985): Insurance, Storage and Point Processes: an Approach via Piecewise Deterministic Markov Processes (Co-supervisor)
• Claudia Klüppelberg (1988): Subexponential Distributions (Co-supervisor)
• Hanspeter Schmidli (1992): A General Insurance Risk Model
• Stefan Zumsteg (1995): Non-Cooperative Aspects of Cooperative Game Theory and Related Computational Problems
• Klemens Binswanger (1997): Rare Events and Insurance
• Hansjörg Furrer (1997): Risk Theory and Heavy-tailed Lévy Processes
• Anja Göing (1998): Parameter Estimation and Bessel Processes in Financial Models and Numerical Analysis of Hamiltonian Systems (Co-supervisor)
• Stéphane Moine (1998): Some New Developments in Asset Liability Optimization
• Markus Spindler (1999): On Concepts of Randomness in Finite Sequences (Co-supervisor)
• Michael Studer (2001): Stochastic Taylor Expansions and Saddlepoint Approximations for Risk Management
• Alessandro Juri (2002): Applications of Dependence Concepts in Insurance and Finance
• Filip Lindskog (2003): Multivariate Extremes and Regular Variation for Stochastic Processes
• Alexandra Dias (2003): Copula Inference for Finance and Insurance
• Roger Kaufmann (2004): Long Term Risk Management
• Peter Blum (2005): On Some Mathematical Aspects of Dynamic Financial Analysis
• Giovanni Puccetti (2005): Dependency Bounds for Functions of Univariate and Multivariate Risks
• Andrea Höing (2005): Topics in Risk Management for Insurance and Finance: Ruin and Dependence
• Thomas Liniger (2009): Multivariate Hawkes Processes (Co-supervisor)
• Matthias Degen (2009): The Analysis of Extreme Events: With Applications to Financial Risk Management
• Dominik Lambrigger (2009): Risk Aggregation, Diversification and Expert Opinion Theory and Applications in Finance and Insurance (Co-supervisor)
• Daniel Alai (2009): Prediction Uncertainty in Stochastic Claims Reserving Methods (Co-supervisor)
• Johanna Ziegel (2010): Stereological Analysis of Spatial Structures (Co-supervisor)
• Natalia Nolde (2010): The Analysis of Extremes in Multivariate Models: a Geometric Approach
• Roman Muraviev (2011): Utility Maximization with Habit-Formation (Co-supervisor: Semyon Malamud)
• Philipp Arbenz (2012): Multivariate Modelling in Non-Life Insurance
• Robert Salzmann (2012): Stochastic Claims Reserving and Solvency
• Edgars Jakobsons (2016): Dependence Uncertainty Bounds and Optimization of Aggregate Risk
• Matthias Kirchner (2017): Perspectives on Hawkes processes

1. Modelling Extremal Events for Insurance and Finance, Springer, Berlin, 1997 (with C. Klüppelberg and T. Mikosch) Second Printing, 1999, Third Printing, 2001, Fourth Printing, 2002, Edition for China, 2003
2. Extremes and Integrated Risk Management (Ed.) Risk Waters Group, London, 2000
3. Selfsimilar Processes (with M. Maejima), Princeton University Press, Princeton and Oxford, 2002
4. Quantitative Risk Management: Concepts, Techniques and Tools (with A. J. McNeil and R. Frey), Princeton University Press, Princeton, 2005
5. High Risk Scenarios and Extremes: A Geometric Approach (with Guus Balkema), Zurich Lectures in Advanced Mathematics, European Mathematical Society Publishing House, Zurich, 2007
6. Quantitative Risk Management: Concepts, Techniques and Tools (with A. J. McNeil and R. Frey), Japanese translation published by arrangement with Princeton University Press through The English Agency (Japan) Ltd, 2008
7. Quantitative Risk Management: Concepts, Techniques and Tools, Revised edition (with A. J. McNeil and R. Frey), Princeton University Press, Princeton, 2015
8. Quantitative Risk Management: Concepts, Techniques and Tools, Revised edition (with A. J. McNeil and R. Frey), Chinese translation, Publishing House of Electronics Industry, 2020
9. Risk Revealed: Cautionary Tales, Understanding and Communication (with M. Hofert and V. Chavez-Demoulin), Cambridge University Press, 2024

1. On a theorem of Lukacs, Proc. Amer. Math. Soc. 68 (1978) 292-294
2. A second order theorem for Laplace transforms, J. London Math. Soc. 17 (1978) 102-106
3. Subexponentiality and infinite divisibility, Z. Wahrsch. verw. Gebiete 49 (1979) 335-347 (with C.M. Goldie, and N. Veraverbeke)
4. On closure and factorisation theorems for subexponential and related distributions, J. Austral. Math. Soc. (Ser. A) 29 (1980) 243-256 (with C.M. Goldie)
5. A characterisation theorem for Fourier-Stieltjes transforms, Nieuw Arch. Wisk. (3) XXVIII (1980) 246-252
6. Comparing the tails of an infinitely divisible distribution with integrals of its Lévy-measure, Ann. Probab. 9 (1981) 468-481 (2ith C.M. Goldie)
7. A limit theorem for the tails of an infinite divisible law with an application to fluctuation theory, J. Austral. Math. Soc. (Ser. A) 32 (1982) 412-422 (2ith J. Hawkes)
8. Estimates for the probability of ruin with special emphasis on the possibility of large claims, Insurance Math. Econom. 1 (1982) 55-72 (with N. Veraverbeke)
9. On convolution tails, Stochastic Process. Appl. 13 (1982) 263-278 (with C.M. Goldie)
10. The asymptotic behaviour of series and power series with positive coefficients, The Academiae Analecta 45 (1983) 43-61
11. On subordinated distributions and random record processes, Math. Proc. Cambridge Philos. Soc. 93 (1983) 339-353 (with E. Omey)
12. A property of the generalised inverse Gaussian distribution, with some applications, J. Appl. Probab. 20 (1983) 537-544
13. A renewal theorem of Blackwell type, Ann. Probab. 12 (1984) 561-570 (with M. Maejima, and E. Omey)
14. The central limit theorem for summability methods, Z. Wahrsch. verw. Gebiete 68 (1984) 191-204 (with M. Maejima)
15. A property of longtailed distributions, J. Appl. Probab. 21 (1984) 80-87 (with E. Omey)
16. Functions of power series, Yokohama Math. J. 32 (1984) 77-88 (with E. Omey)
17. On a renewal theorem of Stefan P. Niculescu, Rev. Roumaine Math. Pures Appl. 30 (1985) 521-525 (with E. Omey)
18. Subexponential distribution functions and their applications: a review. 7th Brasov Conference on Probability Theory, Statistics and Information Theory, ed. by M. Iosifescu, VNU Science Press, Utrecht, 1985, 125-136 (invited paper)
19. Some limit theorems for generalised renewal measures, J. London Math. Soc. (2) 31 (1985) 184-192 (with M. Maejima, and E. Omey)
20. Approximations for compound Poisson and Polya processes, Adv. Appl. Probab. 17 (1985) 623-637 (with J.L. Jenssen, M Maejima, and J.L. Teugels)
21. Asymptotic behaviour of compound distributions, ASTIN Bulletin 15 (1985) 45-48 (with M. Maejima, and J.L. Teugels)
22. An investigation of Andrews' plots to detect period and outliers in time series data, Comm. Statist. Simulation 15 (1986) 1027-1051 (with A.M. Herzberg, and A.C.K. Ng)
23. Cord blood IgE and the month of birth, Archives for Disease in Childhood 62 (1987) 478-482 (with E. Bosmans, H. Callaert and J. Kimpen)
24. Subexponential distribution functions: a second review. Proc. Internat. Conference on Stability, (1987), Varna (Bulgaria) (invited paper)
25. An Abelian theorem for a general Mellin-convolution, J. Math. Anal. Appl. 132 (1988) 138-145 (with E. Omey)
26. Ruin estimates for large claims, Insurance Math. Econom. 7 (1988) 269-274 (with J. Villasenor)
27. Martingales and insurance risk, Comm. Statist. Stochastic Models, 5 (1989) 181-217 (with A. Dassios)
28. The influence of sex and gestational age on cordblood IgE, Acta Paediatr. Scand. 78 (1989) 233-238 (with E. Bosmans, H. Callaert and J. Kimpen)
29. Generalisations of Andrews' plots, Proceedings of the 46th Session ISI, (1990) 103-104 (with A.M. Herzberg)
30. Simulating risk solvency, Insurance Math. Econom. 9 (1990) 141-148 (with L. Wouters)
31. Urn models and kompeitoh: an industrial application, European J. Engineering Education, 15 (1990) 267-274 (with T. Nakata)
32. Martingales in non-life insurance, Proc. 5th Internat. Vilnius Conference. Volume 1. VNU Press (1990) 314-322
33. Actuarial Statistics: Its Place in the University Curriculum, Proceedings of ICOTS III. Volume 2. ISI (1991) 404-428. (Editor)
34. Variation of Andrews' plots, IS Review 59 (1991) 175-194 (with A.M. Herzberg)
35. Chest pain: An evaluation of the initial diagnosis made by 25 Flemish general practitioneers. Family Practice 8 (1991) 121-124 (with F. Buntinx, J. Truyen, G. Moreel and R. Peeters)
36. A bootstrap procedure for estimating the adjustment coefficient, Insurance Math. Econom. 10 (1991) 181-190 (with T. Mikosch)
37. Insurance Mathematics: from Theory towards Practice, Mitteilungen der Aktuarvereinigung Österreichs (1992) (6) 51-59
38. Stochastic Modelling in Insurance, CLAPEM IV Proceedings, Mexico City, Instituto Nacional de Estadistica, Geografia e Informàtica, Mexico (1992), Volume 4, 11-23
39. Zufall, Vierteljahresschrift der Naturforschenden Gesellschaft in Zürich 137/1 (1992) 23-40
40. Evaluating patients with chest pain using classification and regression trees, Family Practice 9 (1992) 149-153 (with F. Buntinx, J. Truyen, G. Moreel and R. Peeters)
41. A large claim index, Mitteilungen Schweiz. Verein. der Versicherungsmath. 1992(2) 143-156 (with M. Aebi and T. Mikosch)
42. Finite-time Lundberg inequalities in the Cox case, Scand. Actuar. J., (1993)(1) 17-41 (with J. Grandell and H.P. Schmidli)
43. Modelling of catastrophic events in insurance and finance. In: Operations Research '92, GMÖOR, A. Karmann, K. Mosler, M. Schader and G. Uebe (eds.), Physica-Verlag, Heidelberg (1993), 544-546
44. Some applications of the fast Fourier transform algorithm in insurance mathematics, Statist. Neerlandica 47 (1993) 59-75 (with R. Grübel and S. Pitts)
45. On the Gauss map of the cyclides of Dupin, Soochow J. Math. 19 (1993) 417-428 (with C. Baikoussis, F. Defever and L. Verstraelen)
46. Some aspects of insurance mathematics, Teor. Veroyatnost. i Primenen 38 (1993) 374-416 (Russian) (with C. Klüppelberg)
47. Some aspects of insurance mathematics, Theory Probab. Appl. 38 (1994) 262-295 (English version of #46) (with C. Klüppelberg)
48. Ruin estimation for a general insurance risk model, Adv. Appl. Prob. 26 (1994) 404-422 (with H.P. Schmidli)
49. Stochastic discounting, aggregate claims and the bootstrap, Adv. Appl. Prob. 26 (1994) 183-206 (with M. Aebi and T. Mikosch)
50. Modelling of extremal events in insurance and finance, ZOR - Mathematical Methods of Operations Research 39 (1994) 1-34 (with H.P. Schmidli)
51. Perpetuities and random equations. In: Asymptotic Statistics. Proceedings of the Fifth Prague Symposium. P. Mandl, M. Huskova (Eds.), Heidelberg: Physica-Verlag (1994) (Contributions to statistics), 75-86 (with C.M. Goldie)
52. Longest runs in coin tossing, Insurance Math. Econom. 15 (1994) 139-149 (with K. Binswanger)
53. Risk theory of the second and third kind, Scand. Actuarial J. (1) (1995) 35-43
54. An introduction to wavelets with applications to Andrews' plots, J. Comput. Appl. Math. 64 (1995) 41-56 (with A.M. Herzberg, H.K. Kalbfleisch, W.N. Traves and J. Robertson Whitla)
55. A proof of Dassios' representation of the alpha-quantile of Brownian motion with drift, Ann. Appl. Probab. 5 (1995) 757-767 (With L.C.G. Rogers and M. Yor)
56. What do the initials ASTIN actually stand for? Editorial, ASTIN Bulletin 25 (1995) 79-80
57. Sample quantiles of heavy-tailed stochastic processes. Stochastic Process. Appl. 59 (1995) 217-233 (with G. Samorodnitsky)
58. Confidence bounds for the adjustment coefficient. Adv. Appl. Probab. 28 (1996) 802-827 (with S. Pitts and R. Grübel)
59. Pricing insurance derivatives, the case of CAT futures. Proceedings of the 1995 Bowles Symposium on Securitization of Insurance Risk, Georgia State University, Atlanta, Georgia. Society of Actuaries, Monograph M-FI97-1 (1997) 15-26 (with S. Meister)
60. No-arbitrage, change of measure and conditional Esscher transforms CWI Quarterly 9 (4) (1997) 291-317 (with H. Bühlmann, F. Delbaen and A.N. Shiryaev).
61. How heavy are the tails of a stationary HARCH(k) process? A study of the moments. In: Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995. Eds.: I. Karatzas, B.S. Rajput, M.S. Taqqu. Birkhäuser Boston (Trends in Mathematics), 69-102, 1998 (with G. Samorodnitsky, M. Dacorogna and U. Müller)
62. On Esscher transforms in discrete finance models. ASTIN Bulletin 28 (1998) 171-186 (with H. Bühlmann, F. Delbaen and A.N. Shiryaev)
63. Risk management and quantile estimation. In: A Practical Guide to Heavy Tails, eds. R.J. Adler et al., Boston: Birkhäuser, 111-130, 1998 (with F. Bassi, M. Kafetzaki)
64. Living on the edge. RISK, January 1998, 96-100. Also published in: Hedging with Trees: Advances in Pricing and Risk Managing Derivatives, M. Broadie and P. Glasserman (Eds.), Risk Waters Group, New York, 1998, 239-243 (with S. Resnick and G. Samorodnitsky)
65. Recursive estimation of distributional fix-points. J. Appl. Probab. 37 (2000) 73-87 (With H. Walk)
66. Extremes and insurance. Invited paper, Proceedings XXVIIIth ASTIN Colloquium, Cairns (Australia), 1-19, 1997
67. Actuarial versus financial pricing of insurance. Surveys Math. Indust. 5 (1) (1998), 6-22
68. Extreme value theory as a risk management tool. North American Actuarial J. 3 (1999) 30-41 (with S. Resnick and G. Samorodnitsky)
69. HARCH processes are heavy tailed. Extremes 2:1 (1999) 87-93 (2ith R. Grübel)
70. Stochastic processes in insurance and finance. In: Handbook of Statistics "Stochastic Processes: Theory and Methods". Eds.: C.R. Rao, D.N. Shanbhag. Elsevier Science, Amsterdam. 2001, 365-412 (with H. Furrer and R. Frey)
71. Modelling multivariate extremes. In: Extremes and Integrated Risk Management, P. Embrechts (Editor), Risk Waters Group, London, 59-67, 2000 (with L. de Haan and X. Huang)
72. Correlation: Pitfalls and Alternatives. RISK, May 1999, 12(5), 69-71 (with A.J. McNeil and D. Straumann) (Reprinted in: Extremes and Integrated Risk Management, P. Embrechts (Editor), Risk Waters Group, London, 71-76, 2000
73. Correlation and Dependency in Risk Management. Proceedings XXXth International ASTIN Colloquium, 22-25 August, 1999, 227-250
74. Correlation and Dependence in Risk Management: Properties and Pitfalls. Risk Management: Value at Risk and Beyond, M. Dempster (Ed.), Cambridge University Press, 2002, 176-223 (with A.J. McNeil and D. Straumann)
75. Mit einem Euro an die Wall Street. In: "Warum Mathematik? Ein Informationsdossier für Maturandinnen und Maturanden" Departement Mathematik, ETH Zürich, 1999 (2-8)-(2-11)
76. Extreme Value Theory: the End of the Curve. RISK, Insurance Risk: A RISK Special Report, July 1999, 19-20
77. Aktuelle Aspekte moderner Finanzmathematik. IO Management 6-1999, 40-45
78. Statistiques dans les Mathématiques financière. Académie des Sciences, rst no. 8-juillet 2000, La Statistique (Ed. Paul Malliavin), 107-111, 2000 (with N. El Karoui and M. Yor)
79. The bell-curve is wrong: so what! In: Extremes and Integrated Risk Management, P. Embrechts (Editor), Risk Books, Risk Waters Group, London, xxv-xxviii, 2000
80. Extreme value theory: potential and limitations as an integrated risk management tool. Derivatives Use, Trading & Regulation 6 (2000) 449-456
81. An introduction to the theory of self-similar stochastic processes. International Journal of Modern Physics B 14 (2000) 1399-1420 (with M. Maejima)
82. Actuarial versus financial pricing of insurance. Risk Finance 1(4)(2000) 17-26
83. Difficult calls in judging extremes, The Financial Times 20. Juni 2000 (Reprinted in a French translation in Les Echos 18 October 2000) and in: Financial Times: Mastering Risk, volume 1: Concepts (ed. J. Pickford), 269-274, 2001
84. Mathematical models in finance. In: Encyclopedia of Life Support Systems (EOLSS), Developed under the Auspices of the UNESCO, EOLSS Publishers, Oxford, UK (2004). 16 pages (with T. Mikosch)
85. Modelling catastrophic risks, Giornale dell' Istituto Italiano degli Attuari (GIIA 2000, nr. 2), 147-161.
86. Using DFA for modelling the impact of foreign exchange risks on reinsurance decisions. "Casualty Actuarial Society", Forum 2001, 49-94 (with P. Blum, M. Dacorogna, T. Neghaiwi and H. Niggli)
87. Ruin problem and how fast stochastic processes mix. Annals of Appl. Probab. 13, 1-36 (2003) (with G. Samorodnitsky)
88. Extremes in economics and the economics of extremes. In: Extreme Values in Finance, Telecommunications and the Environment (Eds. B. Finkenstädt and H. Rootzén), Chapman & Hall CRC, London, 169-183 (2004).
89. Smooth extremal models in finance and insurance. The Journal of Risk and Insurance 71(2), 183-199 (2004) (with V. Chavez-Demoulin)
90. A statistical analysis of the shareprice of the SAIR group (1996-2001) from a risk manager's point of view. Derivatives Use, Trading & Regulation 8, 105-122 (2002) (with V. Chavez-Demoulin and A. Roehrl)
91. Long head-runs and long match patters. In: Advances in Finance and Stochastics. Essays in Honour of Dieter Sondermann (Eds. K. Sandmann and P.J. Schoenbucher) Springer (2002) 57-69. (with S.Y. Novak)
92. Using copulae to bound the Value-at-Risk for functions of dependent risk. Finance and Stochastics 7(2), 145-167 (2003) (with A. Hoeing and A. Juri)
93. Dependence structures for multivariate high-frequency data in finance. Quantitative Finance 3(1), 1-16 (2003). (with W. Breymann and A. Dias)
94. Change-point analysis for dependence structures in finance and insurance. In: Novos Rumos em Estatistica, ed. L. Carvalho et al., Sociedade Portugesa de Estatistica, Lisboa, Portugal, (2002) 69-86. (with A. Dias)
95. The ART of dependence modelling: the latest advances in correlation analysis. In: Alternative Risk Strategies, ed. Morton Lane, Risk Waters Group, London, 2002, 339-356. (with P. Blum and A. Dias)
96. Ruin theory revisited, stochastic models for operational risk. In: Risk Management for Central Bank Foreign Reserves (Eds. C.  Bernadell et al.) European Central Bank, Frankfurt a.M. (2004) 243-261. (with R. Kaufmann and G. Samorodnitsky)
97. The wizards of Wall Street: did mathematics change finance? Nieuw Arch. Wisk. 5(4) 26-33 (2003).
98. Profile: RiskLab, ETH Zürich. Where mathematics, insurance and finance meet. Quantitative Finance 2(6), 402-404 (2002).
99. Insurance Analytics. Guest Editorial, British Actuarial J. 8(IV), 639-641 (2002).
100. Modelling dependence with copulas and applications to risk management. In: Handbook of Heavy Tailed Distributions in Finance, ed. S. Rachev, Elsevier, 2003, Chapter 8, 329-384. (with F. Lindskog and A.J. McNeil)
101. Quantifying regulatory capital for operational risk, Derivatives Use, Trading & Regulation 9(3), 217-233 (2003) (with H. Furrer and R. Kaufmann)
102. VaR, stress testing and related risk management techniques for hedge funds. In: The New Generation of Risk Management for Hedge Funds and Private Equity Investments, ed. L. Jaeger, Chapter 28, 399-411, Euromoney Book (2003).
103. Testing for structural changes in exchange rates dependence beyond linear correlation. European Journal of Finance 15(7), 619-637, 2009 (With A. Dias)
104. Da matematico delle assicurazioni ad attuario incaricato: una professione in via di cambiamento tra ''Basilea II'' e "Solvibilità II" Assicurazioni Anno LXXI, N.4, 469-473, 2004
105. Strategic long-term financial risks: single risk factors. Computational Optimization and Applications 32(1/2), 61-90 (2005) (with R. Kaufmann and P. Patie)
106. Change-point analysis for dependence structures in finance and insurance. In: Risk Measures for the 21st Century, ed. G. Szegö, Wiley Finance Series, Chapter 16, 321-335, 2004.
107. Bounds for functions of dependent risks. Finance and Stochastics 10, 341-352 (2006) (with G. Puccetti)
108. Multivariate excess distributions. Preprint, ETH Zürich, 2004 (with A.A. Balkema)
109. Quantitative models for operational risk: extremes, dependence and aggregation. Journal of Banking and Finance 30(10), 2635-2658 (2006) (with V. Chavez-Demoulin and J. Neslehova)
110. Worst VaR scenarios. Insurance: Mathematics and Economics 37(1), 115-134 (2005) (with A. Höing and G. Puccetti)
111. Bounds for functions of multivariate risks. J. Multivariate Analysis 97(2), 526-547 (2006) (with G. Puccetti)
112. Aggregating risk capital, with an application to operational risk. The Geneva Risk and Insurance Review 30(2), 71-90, 2006 (with G. Puccetti)
113. Infinite mean models and the LDA for operational risk, Journal of Operational Risk, 1(1), 3-25 (2006) (with V. Chavez-Demoulin and J. Neslehova)
114. Extreme VaR scenarios in higher dimensions, Extremes 9, 177-192 (2006) (with A. Höing)
115. Extremes and robustness: a contradiction?, Financial Markets and Portfolio Management 20, 103-118 (2006) (with R. Dell'Aquila)
116. Different Kinds of Risk. In: Handbook of Financial Time Series Eds. Andersen, Davis, Kreiss, and Mikosch, 729-751, Springer (2009) (with H. Furrer and R. Kaufmann)
117. Extreme Value Theory. In: Quantitative Financial Risk Management: Fundamentals, Models and Techniques Chapter IV: Applications to Credit Risk and Market Risk, DVD, Henry Stewart Talks, 2006 (with J. Neslehova)
118. Copulas. In: Quantitative Financial Risk Management: Fundamentals, Models and Techniques Chapter IV: Applications to Credit Risk and Market Risk, DVD, Henry Stewart Talks, 2006 (with J. Neslehova)
119. Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness. Insurance: Mathematics and Economics 44, 164-169 (2009) (with J. Neslehova and M.V. Wüthrich)
120. Modeling exchange rate dependence dynamics at different time horizons. Journal of International Money and Finance 29, 1687-1705 (2010) (with A. Dias)
121. The quantitative modelling of operational risk: between g-and-h and EVT. ASTIN Bulletin 37(2), 265-291 (2007) (with M. Degen and D. Lambrigger)
122. How to model operational risk, if you must. Lecture to the Faculty of Actuaries. British Actuarial Journal 12(1), 1-4 (2006)
123. Copulas: A personal view. Journal of Risk and Insurance 76 (3), 639-650 (2009)
124. Aggregating operational risk across matrix structured loss data. Journal of Operational Risk 3(2), 29-44 (2008) (with G. Puccetti)
125. Risiken und Extreme. ETH Globe. Das Magazin der ETH Zürich, 4 (November 2007), 38-39
126. Panjer recursion versus FFT for compound distributions. Mathematical Methods in Operations Research 69(3), 497-508 (2009) (with M. Frei)
127. Fast computation of the distribution of the sum of two dependent random variables, 2007 (with G. Puccetti). Updated version, see #138.
128. Operational Risk: the Advanced Measurement Approach. Encyclopedia of Quantitative Finance, R. Cont (Ed.), John Wiley, 2010 (with V. Chavez-Demoulin)
129. EVT-based estimation of risk capital and convergence of high quantiles. Advances in Applied Probability 40(3), 696-715 (2008) (with M. Degen)
130. Copulas in insurance. Encyclopedia of Quantitative Finance, R. Cont (Ed.), John Wiley, 379-382 (2010) (with V. Chavez-Demoulin)
131. Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Extremes 12, 107-127 (2009) (with D.D. Lambrigger and M.V. Wüthrich)
132. Revisiting the edge, ten years on. Communications in Statistics: Theory and Methods 39, 1674-1688 (2010) (with V. Chavez-Demoulin)
133. Discussion of ''Copulas: Tales and facts'', by Thomas Mikosch. Extremes 9, 45-47 (2006)
134. Bounds for the sum of dependent risks having overlapping marginals. Journal of Multivariate Analysis 101, 177-190 (2009) (with G. Puccetti)
135. Linear correlation and EVT: properties and caveats. Journal of Financial Econometrics 7(1), 30-39 (2009)
136. An EVT primer for Credit Risk. Lipton, A. and Rennie, A (Editors) The Oxford Handbook of Credit Derivatives, Oxford University Press 2011, 500-532 (with V. Chavez-Demoulin)
137. Meta densities and the shape of their sample clouds. Journal of Multivariate Analysis 101, 1738-1754 (2010) (with G. Balkema and N. Nolde)
138. The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables. Bernoulli, 17(2), 562-591 (2011) (with P. Arbenz and G. Puccetti); extended version of #127.
139. Scaling of high-quantile estimators. Journal of Applied Probability 48(4), 968-983 (2011) (with M. Degen)
140. Operational Risk - Modeling the Extreme. OCC-NISS White Paper, 2009 (with E. Balta, S. Carillo, K. Hamidick, K. Swandon)
141. The devil is in the tails: actuarial mathematics and the subprime mortgage crisis. ASTIN Bulletin 40(1), 1-33 (2010) (with C. Donnelly)
142. Risk aggregation. Copula Theory and its Applications. P. Jaworski, F. Durante, W. Haerdle, and T. Rychlik (Eds.) Lecture Notes in Statistics - Proceedings 198, Springer Berlin/Heidelberg, 111-126 (2010) (with G. Puccetti)
143. Quantitative Risk Management. International Encyclopedia of Statistical Science (Ed. M. Lovric), Part 17, 1151-1154, Springer
(2009)
144. Sensitivity of the limit shape of sample clouds from meta densities, Bernoulli 18(4), 1386-1404 (2012) (with G. Balkema and N. Nolde)
145. The GAEP algorithm for the fast computation of the distribution of a function of dependent-random variables, Stochastics 84(5-6), 569-597 (2012) (with P. Arbenz and G. Puccetti)
146. Multivariate Hawkes processes: an application to financial data. Journal of Applied Probability, Special Volume 48(A), 367-378 (2011) (with T. Liniger and L. Lu)
147. A note on generalized inverses. Mathematical Methods of Operations Research 77(3), 423-432 (2013) (with M.  Hofert)
148. Practices and issues in operational risk modeling under Basel II, Lithuanian Mathematical Journal 51(2), 180-193 (2011) (with M. Hofert)
149. Extreme-quantile tracking for financial time series. Journal of Econometrics 181(1), 44-52 (2014) (with V. Chavez-Demoulin and S. Sardy)
150. The shape of asymptotic dependence.  In: Springer Proceedings in Mathematics & Statistics, Special volume ''Prokhorov and Contemporary Probability Theory'' (ed. A.  Shiryaev, S. Varadhan and E. Presman), 33, 43-67 (2013) (with G. Balkema and N. Nolde)
151. Mathematics and Financial Institutions. In:Proceedings of the Conference on Statistics, Science and Public Policy, A.M. Herzberg (Ed.), XV. Ethics, Security and Society, 125-130 (2011)
152. Probabilistic risk analysis of flood: Kernkraftwerk Gösgen-Däniken (KKG). RiskLab internal report (2010) (with V. Chavez-Demoulin and Bikramjit Das)
153. Risk margin for a non-life insurance run-off. Statistics and Risk Modeling 28(4), 299-317 (2011) (with M.V. Wüthrich and A. Tsanakas)
154. A QRM-primer on stable distributions (2011) (with J. Nolan)
155. Comments on: Inference in multivariate Archimedean copula models. TEST 20(2), 263-270 (2011) (with M. Hofert)
156. Im Spannungsfeld zwischen Hochschule und Wirtschaft. Interview von Stefan Bucher, VAMP Frühjahr 2011, 30-34
157. Ceterum censeo Carthaginem esse delendam. In: Proceedings of the Conference on Statistics, Science and Public Policy, A.M. Herzberg (Ed.), XVI. Risks, Rules and Regulations, 63-67 (2012)
158. Die Gene sind stärker als das Gehirn. Interview in: Der Landbote, 21. September 2011, 21
159. Persönlichkeit und Risikokultur. Interview in: ICT in Finance, 4 (November 2011), 20-22
160. Risk Measures and dependence modeling. In: Handbook of Insurance, Sec. Ed., G. Dionne (Ed.), Springer, New York, 2nd ed., 135-165 (2013) (with M. Hofert)
161. Diversification in heavy-tailed portfolios: properties and pitfalls. Annals of Actuarial Science 7(1), 26-45 (2013) (with G. Mainik)
162. Four theorems and a financial crisis. Int. Journal of Approximate Reasoning 54, 701-716 (2013) (with B. Das and V. Fasen)
163. Model uncertainty and VaR aggregation. Journal of Banking and Finance 37(8), 2750-2764 (2013) (with G. Puccetti and L. Rüschendorf)
164. Statistical inference for copulas in high dimensions: A simulation study. ASTIN Bulletin 43(2), 81-95 (2013) (with M. Hofert)
165. Einfache Faustregeln und eine Gesamtsicht. Interview in: Schweizer Bank und Schweizer Versicherung, Sonderbeilage (zu Heft 9) September 2012, 6-8
166. Comments on the EIPA-CP-12-003 Draft Technical Specifications. EIOPA, Frankfurt, Embrechts et al., (2012)
167. Extreme Value Theory. Interview by Robert Matthews. BBC Knowledge Magazine 23 (May/June 2012), 79-83
168. Vergesst nicht, was passiert ist. Interview von Felix Würsten und Roland Baumann mit Prof. Dr. Paul Embrechts und Joachim Klement, Globe (Magazin der ETH Zürich) 4 (Dezember 2012), 28-32
169. Chancen und Grenzen der Finanzregulierung. Talk at "Pictet Seminar für Institutionelle Anleger 2012", Zurich and Geneva, November 2012 (10 pp, versions in English, German, French)
170. Statistics and quantitative risk management for banking and insurance. Annual Review of Statistics and its Applications 1, 493-514 (2014) (with M. Hofert)
171. An extreme value approach for modeling operational risk losses depending on covariates. Journal of Risk and Insurance 83(3), 735-776 (2016) (with V. Chavez-Demoulin and M. Hofert)
172. Aggregation of log-linear risks, Celebrating 40 Years of the Applied Probability Trust. Journal of Applied Probability 51A, 203-212 (2014) (with E. Hashorva and T. Mikosch)
173. An academic response to Basel 3.5. Risks 2014 2(1), 25-48 (2014) (with G. Puccetti, L. Rüschendorf, R. Wang and A. Beleraj)
174. Talking Risk Management. by Miret Padovani. Swiss Finance Institute Connection 9 (Summer 2013), 6-7
175. De onderwijsvisitatie Wiskunde. VLUHR Brussels, January 2014, pp. 191 (with R. Tijdeman, H. van der Vorst, R.H. Kaenders, D. Presotto and T. Seynnaeve)
176. Aggregation-robustness and model uncertainty of regulatory risk measures. Finance and Stochastics 19(4), 763-790 (2015) (with B. Wang and R. Wang)
177. Duality in risk aggregation. In: Innovations in Quantitative Risk Management. K. Glau, M. Scherer, R. Zagst (Eds.), Springer Proceedings in Mathematics & Statistics 99, 375-392 (2015) (with R. Hauser and S. Shahverdyan)
178. Editorial: CLAPEM XIII, Latin American Congress of Probability and Mathematical Statistics, September 22-26, 2014, Cartagena de Indias. Revista Colombiana de Estatistica 38(1), 1-3 (2015)
179. Editorial: special issue on extremes in finance. Extremes 17(4), 529-530 (2014)
180. Bernoulli and Tail-Dependence Compatibility. Annals of Applied Probability 26(3), 1636-1658 (2016) (with M. Hofert and R. Wang)
181. Dependence uncertainty for aggregate risk: examples and simple bounds. In: The Fascination of Probability, Statistics and their Applications. In Honour of Ole E. Barndorff-Nielsen. M. Podolskij, R. Stelzer, S. Thorbjornsen, A.E.D. Veraart (Eds.), 395-417 (2016), Springer (with E. Jakobsons)
182. see no. 210.
183. Building bridges between Mathematics, Insurance and Finance. Dependence Modeling 3(1), 17-28 (2015) (An Interview with Paul Embrechts by F. Durante, G. Puccetti and M. Scherer)
184. Space-time max-stable models with spectral separability. In: Probability, Analysis and Number Theory. In honour of N.H. Bingham, C.M. Goldie and A. Mijatoviç (Eds.), Advances of Applied Probability Special Vol. 48A, 77-97 (2016) (with E. Koch and C. Robert)
185. Entretien avec Paul Embrechts. Interview in: L'Actuariel, No 17 Juin 2015, 9-12
186. Seven Proofs for the Subadditivity of Expected Shortfall. Dependence Modeling 3(1), 126-140 (2015) (with R. Wang)
187. Die Copulae fanden mich ... RISIKO MANAGER 17, 23-28 (2015) (translated version of no. 183)
188. Hawkes Graphs. Theory of Probability and Its Applications 62(1), 132-156 (2018) (with M. Kirchner)
189. Quantile-based risk sharing. Operations Research 66(4), 936-949 (2018) (with H. Liu and R. Wang)
190. Chinese translation of no. 183, Actuarial Communications 10(2), 26-35 (2015)
191. Dossier "Vers Bâle 4?", Interview par Séverine Leboucher. Revue Banque 795 (2016)
192. Interview on Operational Risk, by Matthias Scherer and Frank Romeike. RISIKO MANAGER 5, 26-30 (2016)
193. Interview of Paul Embrechts by Y.K. Leong. IMPRINTS 21 (18-25), National University of Singapore, Institute for Mathematical Sciences (2012)
194. Old age provision: Past, Present, Future. European Actuarial Journal 6(2), 287-306 (2016) (with H. Albrecher, D. Filipoviç, G. Harrison, P. Koch, S. Loisel, P. Vanini, J. Wagner)
195. A Darwinian View on Internal Models. Journal of Risk 20(1), 1-21 (2017)
196. Modeling Operational Risk Depending on Covariates. An Empirical Investigation. Journal of Operational Risk 13(3), 17-46 (2018) (with K.J. Mizgier and X. Chen)
197. El matematico del riesgo. Interview by Reyna K. Hernandez. Martes Financiero 992, 24-26 (2017)
198. A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas. Probabilistic Engineering Mechanics 55, 1-16 (2019) (with E. Torre, S. Marelli, B. Sudret)
199. Quantile-based risk sharing with heterogeneous beliefs. Mathematical Programming, Series B 181(2), 319-347 (2020) (with H. Liu, T. Mao, R. Wang)
200. Asset-Liability Management for Long-Term Insurance Business. European Actuarial Journal 8(1), 9-25 (2018) (with H. Albrecher, D. Bauer, D. Filipoviç, P. Koch, R. Korn, S. Loisel, A. Pelsser, F. Schiller, H. Schmeiser, J. Wagner)
201. Data Science und Risikomanagement, Interview with P. Cheridito und P. Embrechts by Michelle Gruner, Martin Sigrist and Andreas Bonifazi. SAV Bulletin 2017, 8-18
202. Data-driven polynomial chaos expansion for machine learning regression, Journal of Computational Physics 388, 601-623 (2019) (with E. Torre, S. Marelli, B. Sudret)
203. "I had a really exciting time at ETH", Interview by Martin Bornhauser. ETH News, 29.05.2018
204. Sturmfluten, Langlebigkeit und andere Risiken. Interview by Matthias Scherer. RISIKO MANAGER 7, 20-24 (2018)
205. Linear regression for heavy tails. Risks 2018 6(3), 93 (2018) (with G. Balkema)
206. Robustness in the Optimization of Risk Measures. Operations Research 70(1), 95-110 (2022) (with A. Schied and R. Wang)
207. Computerhandel creëert risico's die we onvoldoende begrijpen, Interview by Kris van Hamme. De Tijd, 26.01.2019, 37-38
     with French version as: Le trading automatisé crée des risques que nous ne comprenons pas assez. L'Echo, 26.01.2019, 37-38
208. Paper of the Year "Modelling Operational Risk depending on covariates: an empirical investigation": Embrechts, Mizgier and Chen expand operational risk modelling across industries. Risk.net, 19.06.2019 (see publication # 196)
209. The Future of the Actuarial Profession - Talking with prominent figures: Interview with Paul Embrechts. ASTIN Annual Report 2019/2020, International Actuarial Association, 45-47 (2020)
210. A Conversation with Paul Embrechts. In: Dialogues Around Models and Uncertainty - An Interdisciplinary Perspective, P. Barrieu (Ed.), 297-310 (2020)
211. Bayes risk, elicitability, and the Expected Shortfall, Mathematical Finance 31(4), 1190-1217 (2021) (with T. Mao, Q. Wang, R. Wang)
212. A Conversation With Paul Embrechts, Interview by Christian Genest and Johanna G. Nešlehová. International Statistical Review 88(3), 521-547 (2020)
213. Recent challenges in actuarial science. Annual Review of Statistics and Its Application 9, 119-140 (2022) (with M.V. Wuethrich)
214. The walls came tumbling down (Editorial). Annals of Actuarial Science 16, 211–213 (2022)
215. Technical Note: An unexpected stochastic dominance: Pareto distributions, dependence, and diversification. Operations Research 73(3), 1336-1344 (2025) (with Y. Chen and R. Wang)
216. Risk exchange under infinite-mean Pareto model. Insurance: Mathematics and Economics 124 (2025) (with Y. Chen and R. Wang)

Zurich, December 1, 2025