Paul Embrechts
Professor
Mathematics
Swiss Federal Institute of Technology Zurich
Switzerland
Biography
Paul Embrechts is Professor of Mathematics at ETH Zurich. He joined SFI in 2007 and has held an SFI Senior Chair since 2009. Prof. Embrechts’ research has been published in top academic journals worldwide and featured in international media. He is a regular speaker at leading international conferences in risk management aimed at both academics and industry professionals. He also serves on the editorial boards of several international journals and is a member of numerous international advisory panels.
Research Interest
modelling of extremal events in insurance and finance, and on statistical methods for QRM
Publications
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An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates, V. Chavez-Demoulin, P. Embrechts, and M. Hofert, Journal of Risk and Insurance, forthcoming.
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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, P. Embrechts and E. Jakobsons, eds. M. Podolskij, R. Stelzer, S. Thorbjørnsen, A.E.D. Veraart, pp. 395-417, Springer (Berlin, Heidelberg, New York), forthcoming (2016)
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N°16-55: Old-Age Provision: Past, Present, Future, H. Albrecher, P. Embrechts, D. Filipovic, G. Harrison, P. Koch-Medina, S. Loisel, P. Vanini, and J. Wagner, 2016. .
