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Embrechts, Paul
160  Ergebnisse:
Personensuche X
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1

Risk revealed 

cautionary tales, understanding and communication 
Embrechts, Paul ; Hofert, Marius ; Chavez-Demoulin, Valérie , 2024
Link: https://doi.org/10.1017/..
 
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2

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

Chen, Yuyu ; Embrechts, Paul ; Wang, Ruodu
Operations Research.  , 2024
Link: https://doi.org/10.1287/..
 
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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/..
 
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4

Modern Extreme Value Theory at the Interface of Risk Manage..:

, In: Lecture Notes in Mathematics; Mathematics Going Forward,
Embrechts, Paul ; Klüppelberg, Claudia ; Mikosch, Thomas - p. 115-139 , 2022
Link: https://doi.org/10.1007/..
 
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5

Ermanno Pitacco (1947–2022):

Embrechts, Paul ; Wüthrich, Mario
ASTIN Bulletin.  53 (2022)  1 - p. 1-1 , 2022
Link: https://doi.org/10.1017/..
 
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6

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/..
 
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7

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/..
 
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8

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/..
 
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9

Foreword to the RARE Programme:

Embrechts, Paul
Annals of Actuarial Science.  12 (2018)  2 - p. 207-208 , 2018
Link: https://doi.org/10.1017/..
 
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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/..
 
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11

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/..
 
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12

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..
 
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13

Linear Regression for Heavy Tails:

Balkema, Guus ; Embrechts, Paul
Risks.  6 (2018)  3 - p. 93 , 2018
Link: https://doi.org/10.3390/..
 
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14

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/..
 
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15

BERNOULLI AND TAIL-DEPENDENCE COMPATIBILITY:

Embrechts, Paul ; Hofert, Marius ; Wang, Ruodu
The Annals of Applied Probability.  26 (2016)  3 - p. 1636-1658 , 2016
Link: http://www.jstor.org/sta..
 
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