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Disambiguation of "Embrechts, Paul"

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Aggregation-robustness and model uncertainty of regulatory risk measures.

, , and . Finance and Stochastics, 19 (4): 763-790 (2015)

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Katarina Paulsson

Surajit Paul

Christina Paulus

Stephan Paul

Jan Paul

 

Other publications of authors with the same name

Using copulae to bound the Value-at-Risk for functions of dependent risks., , and . Finance and Stochastics, 7 (2): 145-167 (2003)Quantile-based risk sharing with heterogeneous beliefs., , , and . Math. Program., 181 (2): 319-347 (2020)Strategic Long-Term Financial Risks: Single Risk Factors., , and . Comput. Optim. Appl., 32 (1-2): 61-90 (2005)Quantitative risk management: concepts, techniques and tools, , and . #pub-pup#, (2005)Quantitative Risk Management.. International Encyclopedia of Statistical Science, Springer, (2011)Quantile-Based Risk Sharing., , and . Operations Research, 66 (4): 936-949 (2018)Bounds for Functions of Dependent Risks., and . Finance Stochastics, 10 (3): 341-352 (2006)On convolution tails, and . Stochastic Processes and their Applications, 13 (3): 263--278 (September 1982)Modelling extremal events: for insurance and finance, , and . Springer Science & Business Media, (2013)Modelling of extremal events in insurance and finance., and . Math. Methods Oper. Res., 39 (1): 1-34 (1994)