Paul Embrechts

Some Selected Talks

see also further talks


• 2014. Paul Embrechts: Risk Aggregation under Dependence Uncertainty Challenges in Theory and Practice PDF
• 2014. Paul Embrechts: Risk Aggregation and Model Uncertainty PDF
• 2013. Paul Embrechts, Giovanni Puccetti, Ludger Rueschendorf: The Rearrangement Algorithm PDF
• 2012. Paul Embrechts, Giovanni Puccetti, Ludger Rueschendorf: Sharp bounds on the VaR for sums of dependent risks PDF
• 2012. Paul Embrechts: Four Theorems and a Financial Crisis PDF
• 2012. Paul Embrechts, Marius Hofert: Copula Theory and Applications: Quo Vadis? PDF
• 2011. Paul Embrechts, Philipp Arbenz, Giovanni Puccetti: Risk Aggregation PDF
• 2010. Guus Balkema, Paul Embrechts, Natalia Nolde: Multivariate extremes and geometry PDF
• 2009. Guus Balkema, Paul Embrechts, Natalia Nolde: Sensitivity of the limit shape of sample clouds from meta densities PDF
• 2009. Paul Embrechts, Dominik D. Lambrigger, Mario V. Wüthrich: On EVT, aggregation and diversification in finance PDF
• 2008. Guus Balkema, Paul Embrechts, Natalia Lysenko: Extremes from meta distributions and the shape of the sample clouds PDF
• 2008. Paul Embrechts: Statistics* and Quantitative Risk Management (*including computational probability) PDF
• 2008. Paul Embrechts: Statistique* et gestion quantitative du risque (*incluant la probabilité computationnelle) PDF
• 2008. Paul Embrechts: Ueber holländische Deiche und Risikokapital für Banken und Versicherungen PPT PDF
• 2008. Paul Embrechts: VaR-based Risk Management: Sense and (Non-)Sensibility PDF
• 2007. Paul Embrechts, Giovanni Puccetti: Aggregating Risk Capital, with an Application to Operational Risk. Short Version PDF
• 2007. Paul Embrechts, Giovanni Puccetti: Aggregating Risk Capital, with an Application to Operational Risk. Complete Version PDF
• 2007. Paul Embrechts, Matthias Degen, Dominik Lambrigger: Quantitative Modeling of Operational Risk: Between g-and-h and EVT PDF
• 2007. Paul Embrechts: Aggregating Risk Capital: Lessons Learned From Basel II PDF
• 2006. Paul Embrechts, Johanna Neslehova: Quantitative Methods for Risk Management PDF
• 2006. Paul Embrechts: Modelling Extremes in Insurance and Finance: Practical Necessity versus Methodological Challenge PDF
• 2006. Paul Embrechts, Johanna Neslehova: Quantitative Models for Operational Risk PDF
• 2005. Paul Embrechts, Giovanni Puccetti: Bounding Risk Measures for Portfolios with Known Marginal Risks PDF
• 2005. Valerie Chavez-Demoulin, Paul Embrechts, Johanna Neslehova: Quantitative Models for Operational Risk: Extremes, Dependence and Aggregation PDF
• 2005. Paul Embrechts: Developments in Actuarial Science PDF
• 2005. Paul Embrechts, Giovanni Puccetti: Bounds for Functions of Multivariate Risks PDF
• 2004. Paul Embrechts, Roger Kaufmann: Modelling of Long-Term Risk PDF
• 2004. Paul Embrechts: Dynamic Dependence Structures for Multivariate High-Frequency Data in Finance PDF
• 2004. Paul Embrechts: Multivariate Extremes and Market Risk Scenarios PDF
• 2004. Paul Embrechts: From Dutch Dykes to Value-at-Risk: Extreme Value Theory and Copulae as Risk Management Tools PDF
• 2004. Paul Embrechts: Quantitative Risk Management: Concepts, Techniques and Tools PDF
• 2004. Paul Embrechts: Insurance Risk Management in the Light of Solvency 2 PDF
• 2003. Paul Embrechts: EVT and Copulae: Essential Riskmanagement Tools or Just Fads? PDF
• 2003. Paul Embrechts: Insurance Analytics. Actuarial Tools for Financial Risk Management PDF
• 2003. Paul Embrechts: Topics in Quantitative Risk Management PDF
• 2003. Paul Embrechts, Ruediger Frey, Alexander McNeil: Credit Risk Models: An Overview PDF
• 2003. Paul Embrechts: Ruin, Operational Risk and How Fast Stochastic Processes Mix PDF
• 2003. Paul Embrechts: Modeling Distributions: Extreme Value Theory and Copulae PDF
• 2003. Wolfgang Breymann, Alexandra Dias, Paul Embrechts: Dependence Structures for Multivariate High-Frequency Data in Finance PDF