E-LIB Suche - Ergebnisse für: Embrechts, Paul

1

Technical Note—An Unexpected Stochastic Dominance: Pareto D..:

Chen, Yuyu ; Embrechts, Paul ; Wang, Ruodu
Operations Research. , 2024

Link: https://doi.org/10.1287/..

2

Ermanno Pitacco (1947–2022):

Embrechts, Paul ; Wüthrich, Mario
ASTIN Bulletin. 53 (2022) 1 - p. 1-1 , 2022

Link: https://doi.org/10.1017/..

3

Editorial The walls came tumbling down:

Embrechts, Paul
Annals of Actuarial Science. 16 (2022) 2 - p. 211-213 , 2022

Link: https://doi.org/10.1017/..

4

Bayes risk, elicitability, and the Expected Shortfall:

Embrechts, Paul ; Mao, Tiantian ; Wang, Qiuqi.
Mathematical Finance. 31 (2021) 4 - p. 1190-1217 , 2021

Link: https://doi.org/10.1111/..

5

A general framework for data-driven uncertainty quantificat..:

Torre, Emiliano ; Marelli, Stefano ; Embrechts, Paul.
Probabilistic Engineering Mechanics. 55 (2019) - p. 1-16 , 2019

Link: https://doi.org/10.1016/..

6

Data-driven polynomial chaos expansion for machine learning..:

Torre, Emiliano ; Marelli, Stefano ; Embrechts, Paul.
Journal of Computational Physics. 388 (2019) - p. 601-623 , 2019

Link: https://doi.org/10.1016/..

7

Quantile-Based Risk Sharing:

Embrechts, Paul ; Liu, Haiyan ; Wang, Ruodu
Operations Research. 66 (2018) 4 - p. 936-949 , 2018

Link: https://www.jstor.org/st..

8

Quantile-Based Risk Sharing:

Embrechts, Paul ; Liu, Haiyan ; Wang, Ruodu
Operations Research. 66 (2018) 4 - p. 936-949 , 2018

Link: https://doi.org/10.1287/..

9

Quantile-based risk sharing with heterogeneous beliefs:

Embrechts, Paul ; Liu, Haiyan ; Mao, Tiantian.
Mathematical Programming. 181 (2018) 2 - p. 319-347 , 2018

Link: https://doi.org/10.1007/..

10

Asset-liability management for long-term insurance business:

Albrecher, Hansjörg ; Bauer, Daniel ; Embrechts, Paul...
European Actuarial Journal. 8 (2018) 1 - p. 9-25 , 2018

Link: https://doi.org/10.1007/..

11

Linear Regression for Heavy Tails:

Balkema, Guus ; Embrechts, Paul
Risks. 6 (2018) 3 - p. 93 , 2018

Link: https://doi.org/10.3390/..

12

Foreword to the RARE Programme:

Embrechts, Paul
Annals of Actuarial Science. 12 (2018) 2 - p. 207-208 , 2018

Link: https://doi.org/10.1017/..

13

Old-age provision: past, present, future:

Albrecher, Hansjörg ; Embrechts, Paul ; Filipović, Damir...
European Actuarial Journal. 6 (2016) 2 - p. 287-306 , 2016

Link: https://doi.org/10.1007/..

14

Space‒time max-stable models with spectral separability:

Embrechts, Paul ; Koch, Erwan ; Robert, Christian
Advances in Applied Probability. 48 (2016) A - p. 77-97 , 2016

Link: https://doi.org/10.1017/..

15

An Extreme Value Approach for Modeling Operational Risk Los..:

Chavez-Demoulin, Valérie ; Embrechts, Paul ; Hofert, Marius
The Journal of Risk and Insurance. 83 (2016) 3 - p. 735-776 , 2016

Link: http://www.jstor.org/sta..