# Paul Embrechts

According to our database

Collaborative distances:

^{1}, Paul Embrechts authored at least 15 papers between 1994 and 2019.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2019

Data-driven polynomial chaos expansion for machine learning regression.

J. Comput. Phys., 2019

2018

Quantile-Based Risk Sharing.

Operations Research, 2018

2015

Aggregation-robustness and model uncertainty of regulatory risk measures.

Finance and Stochastics, 2015

2014

Aggregation of log-linear risks.

J. Applied Probability, 2014

2013

A note on generalized inverses.

Math. Meth. of OR, 2013

Four theorems and a financial crisis.

Int. J. Approx. Reason., 2013

2011

Quantitative Risk Management.

Proceedings of the International Encyclopedia of Statistical Science, 2011

2010

Bounds for the sum of dependent risks having overlapping marginals.

J. Multivar. Anal., 2010

2009

Panjer recursion versus FFT for compound distributions.

Math. Meth. of OR, 2009

2006

Bounds for Functions of Dependent Risks.

Finance and Stochastics, 2006

How to Model Operational Risk If You Must.

Proceedings of the Operations Research, 2006

2005

Strategic Long-Term Financial Risks: Single Risk Factors.

Comp. Opt. and Appl., 2005

2004

Editorial.

Finance and Stochastics, 2004

2003

Using copulae to bound the Value-at-Risk for functions of dependent risks.

Finance and Stochastics, 2003

1994

Modelling of extremal events in insurance and finance.

Math. Meth. of OR, 1994