The following pages link to Paul Embrechts (Q303961):
Displaying 50 items.
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Practices and issues in operational risk modeling under Basel II (Q647154) (← links)
- A renewal theorem of Blackwell type (Q792710) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- (Q972899) (redirect page) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- High risk scenarios and extremes. A geometric approach (Q996105) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Panjer recursion versus FFT for compound distributions (Q1028538) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107) (← links)
- An Abelian theorem for a general class of Mellin-type integral transforms (Q1104517) (← links)
- Ruin estimates for large claims (Q1116613) (← links)
- Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure (Q1152159) (← links)
- On convolution tails (Q1165512) (← links)
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- Longest runs in coin tossing (Q1892987) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift (Q1909401) (← links)
- An introduction to wavelets with applications to Andrews' plots (Q1917900) (← links)
- Sensitivity of the limit shape of sample clouds from meta densities (Q1932235) (← links)
- HARCH processes are heavy tailed (Q1979093) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Data-driven polynomial chaos expansion for machine learning regression (Q2220634) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Old-age provision: past, present, future (Q2356629) (← links)
- A note on generalized inverses (Q2392816) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- Bounds for functions of multivariate risks (Q2489767) (← links)
- Worst VaR scenarios (Q2567093) (← links)
- Strategic long-term financial risks: single risk factors (Q2574059) (← links)
- Stochastic processes in insurance and finance (Q2734969) (← links)
- The Shape of Asymptotic Dependence (Q2838134) (← links)
- The wizards of Wall Street: did mathematics change finance? (Q2889462) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES (Q3088935) (← links)
- Multivariate Hawkes processes: an application to financial data (Q3094498) (← links)
- Risk margin for a non-life insurance run-off (Q3107436) (← links)
- Scaling of High-Quantile Estimators (Q3108468) (← links)
- Finite-time Lundberg inequalities in the Cox case (Q3142172) (← links)
- The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (Q3145076) (← links)
- (Q3149666) (← links)
- (Q3212169) (← links)
