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Embrechts, Paul
23
Embrechts, P.
5
Bühlmann, H.
2
Chavez-Demoulin, V.
2
Delbaen, F.
2
Dias, Alexandra
2
McNeil, Alexander
2
Nešlehová, Johanna
2
Puccetti, Giovanni
2
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2
Samorodnitsky, Gennady
2
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1
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Astin bulletin : the journal of the International Actuarial Association
4
Risk : managing risk in the world's financial markets
4
Finance and stochastics
3
Journal of banking & finance
3
Insurance / Mathematics & economics
2
Mathematical methods of operations research
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Financial markets and portfolio management
1
IO-Management
1
Journal of international money and finance
1
Journal of strategic marketing
1
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
1
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OLC EcoSci
ECONIS (ZBW)
59
RePEc
43
USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
2
BASE
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EconStor
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BOOK REVIEWS - 'Credit Risk. Pricing, Measurement, and Management'
Embrechts, P.
;
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Astin bulletin : the journal of the International …
34
(
2004
)
1
,
pp. 264-266
Persistent link: https://www.econbiz.de/10008214641
Saved in:
2
ARTICLES - On Esscher Transforms in Discrete Finance Models
Bühlmann, H.
;
Delbaen, F.
;
Embrechts, P.
;
Shiryaev, A.N.
- In:
Astin bulletin : the journal of the International …
28
(
1998
)
2
,
pp. 171-186
Persistent link: https://www.econbiz.de/10008218843
Saved in:
3
ARTICLES - On Esscher Transforms in Discrete Finance Models
Bühlmann, H.
;
Delbaen, F.
;
Embrechts, P.
;
Shiryaev, A.N.
- In:
Astin bulletin : the journal of the International …
19980
,
pp. 171-186
Persistent link: https://www.econbiz.de/10008220945
Saved in:
4
Quantitative models for operational risk: Extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, P.
;
Neslehová, J.
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10007284227
Saved in:
5
Smooth Extremal Models in Finance and Insurance
Chavez-Demoulin, V.
;
Embrechts, P.
- In:
The journal of risk and insurance : the journal of the …
71
(
2004
)
2
,
pp. 183-200
Persistent link: https://www.econbiz.de/10006165505
Saved in:
6
ETH ZÜRICH - Finanz- und Versicherungsmathematik - Aktuelle Aspekte moderner Finanzmathematik - Integrales Risikomanagement besser verstchen
Embrechts, Paul
- In:
IO-Management
68
(
1999
)
6
,
pp. 40-45
Persistent link: https://www.econbiz.de/10006785333
Saved in:
7
Diversification in heavy-tailed portfolios : properties and pitfalls
Mainik, Georg
;
Embrechts, Paul
- In:
Annals of actuarial science : publ. by the Institute of …
7
(
2013
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10010117332
Saved in:
8
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10010132098
Saved in:
9
A note on generalized inverses
Embrechts, Paul
;
Hofert, Marius
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 423-432
Persistent link: https://www.econbiz.de/10010142737
Saved in:
10
PITFALLS AND ALTERNATIVES - The problems of correlation, and an alternative approach to understanding and modelling dependency.
Embrechts, Paul
;
McNeil, Alexander
;
Staraumann, Daniel
- In:
Risk : managing risk in the world's financial markets
12
(
1999
)
5
,
pp. 69-71
Persistent link: https://www.econbiz.de/10007056991
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