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Embrechts, Paul
36
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
2
Limiting dependence structure for credit defaults
Charpentier, Arthur
;
Juri, Alessandro
-
2004
Persistent link: https://www.econbiz.de/10002553887
Saved in:
3
How to model operational risk if you must
Embrechts, Paul
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 81)
.
2007
Persistent link: https://www.econbiz.de/10003470262
Saved in:
4
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
5
Modelling of extremal events in insurance and finance
Embrechts, Paul
- In:
Zeitschrift für Operations-Research : ZOR ; …
39
(
1994
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001161685
Saved in:
6
Simulating risk solvency
Embrechts, Paul
- In:
Insurance / Mathematics & economics
9
(
1990
)
2
,
pp. 141-148
Persistent link: https://www.econbiz.de/10001104197
Saved in:
7
Ruin estimates for large claims
Embrechts, Paul
- In:
Insurance / Mathematics & economics
7
(
1988
)
4
,
pp. 269-274
Persistent link: https://www.econbiz.de/10001069441
Saved in:
8
Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul
;
Kaufmann, Roger
;
Samorodnitsky, Gennady
- In:
Risk management for central bank foreign reserves
,
(pp. 243-261)
.
2004
Persistent link: https://www.econbiz.de/10002111520
Saved in:
9
Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
Saved in:
10
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
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