Paul Embrechts

ETH Zurich — Switzerland

Economics, Econometrics and Finance · Social Sciences

57h-index25.0kcitations300works1.42yr avg
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Research Topics

Financial Risk and Volatility Modeling(97), Probability and Risk Models(59), Insurance and Financial Risk Management(57), Risk and Portfolio Optimization(53), Stochastic processes and financial applications(50)

Publications300 total

Risk exchange under infinite-mean Pareto models
Insurance Mathematics and Economics·2025· 2 citedOpen Access
Quantitative Risk Management
International Encyclopedia of Statistical Science·2025· 6 cited
Risk Measures and Dependence Modeling
2024· 1 cited
Stochastic Modeling
Cambridge University Press eBooks·2024
Risk Revealed
Cambridge University Press eBooks·2024· 4 cited
Further Examples from the World of Extremes
Cambridge University Press eBooks·2024
Index
Cambridge University Press eBooks·2024
The L’Aquila Trial and the Public Communication of Risk
Cambridge University Press eBooks·2024
Mathematical Wonderland
Cambridge University Press eBooks·2024
The Space Shuttle Challenger Disaster
Cambridge University Press eBooks·2024· 1 cited
The 2007–2008 Financial Crisis
Cambridge University Press eBooks·2024
References
Cambridge University Press eBooks·2024
The 1953 Great Flood
Cambridge University Press eBooks·2024
Introduction
Cambridge University Press eBooks·2024
The Modeling of Extreme Events
Cambridge University Press eBooks·2024· 5 cited
Earthquakes and Tsunamis
Cambridge University Press eBooks·2024
The Coronavirus Pandemic
Cambridge University Press eBooks·2024
Preface
2024
A Note About the References
2024
Networks
Cambridge University Press eBooks·2024
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Frequent Co-authors

Alexander J. McNeil(5), Valérie Chavez‐Demoulin(4), Charles M. Goldie(3), Johanna Nešlehová(3), Dominik D. Lambrigger(3), Thomas Mikosch(2), Daniel Straumann(2), Noël Veraverbeke(2), Thomas Liniger(2), Lu Lin(2), Marius Hofert(2), Giovanni Puccetti(2), Ruodu Wang(2), Hans Bühlmann(2), Freddy Delbaen(2), Albert N. Shiryaev(2), Emiliano Torre(2), Stefano Marelli(2), Bruno Sudret(2), Mario V. Wüthrich(2)