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Embrechts, Paul
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13
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8
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Insurance: Mathematics and Economics
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
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Center for Financial Institutions Working Papers
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Financial Markets and Portfolio Management
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Handbook of financial time series
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Handbook of heavy tailed distributions in finance
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1
Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
Saved in:
2
How to model operational risk if you must
Embrechts, Paul
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 81)
.
2007
Persistent link: https://www.econbiz.de/10003470262
Saved in:
3
Copulas : a personal view
Embrechts, Paul
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 639-650
Persistent link: https://www.econbiz.de/10003877764
Saved in:
4
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
5
The walls came tumbling down
Embrechts, Paul
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 211-213
Persistent link: https://www.econbiz.de/10013342098
Saved in:
6
Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul
;
Kaufmann, Roger
;
Samorodnitsky, Gennady
- In:
Risk management for central bank foreign reserves
,
(pp. 243-261)
.
2004
Persistent link: https://www.econbiz.de/10002111520
Saved in:
7
Different kinds of risk
Embrechts, Paul
;
Furrer, Hansjörg
;
Kaufmann, Roger
- In:
Handbook of financial time series
,
(pp. 729-751)
.
2009
Persistent link: https://www.econbiz.de/10003834220
Saved in:
8
Special section on operational risk
Cummins, John David
(
contributor
); …
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2599-2658
Persistent link: https://www.econbiz.de/10003376364
Saved in:
9
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
Saved in:
10
Bounds for functions of dependent risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10003380013
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