Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts
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DOI: 10.1515/demo-2015-0002
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References listed on IDEAS
- Alexander J. McNeil & Rüdiger Frey & Paul Embrechts, 2015. "Quantitative Risk Management: Concepts, Techniques and Tools Revised edition," Economics Books, Princeton University Press, edition 2, number 10496.
- De Vylder, F., 1982. "Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints," Insurance: Mathematics and Economics, Elsevier, vol. 1(2), pages 109-130, April.
- Donnelly, Catherine & Embrechts, Paul, 2010. "The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis," ASTIN Bulletin, Cambridge University Press, vol. 40(1), pages 1-33, May.
- Paul Embrechts, 2009. "Copulas: A Personal View," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 639-650, September.
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Cited by:
- Christian Genest & Johanna G. Nešlehová, 2020. "A Conversation With Paul Embrechts," International Statistical Review, International Statistical Institute, vol. 88(3), pages 521-547, December.
- Genest Christian & Scherer Matthias, 2020. "Insurance applications of dependence modeling: An interview with Edward (Jed) Frees," Dependence Modeling, De Gruyter, vol. 8(1), pages 93-106, January.
- Genest Christian & Scherer Matthias, 2020. "Insurance applications of dependence modeling: An interview with Edward (Jed) Frees," Dependence Modeling, De Gruyter, vol. 8(1), pages 93-106, January.
- Puccetti Giovanni & Scherer Matthias, 2018. "Copulas, credit portfolios, and the broken heart syndrome," Dependence Modeling, De Gruyter, vol. 6(1), pages 114-130, June.
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