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Panjer recursion versus FFT for compound distributions
Embrechts, Paul
;
Frei, Marco
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 497-508
Persistent link: https://www.econbiz.de/10003858275
Saved in:
2
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:
3
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:
4
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:
5
Simulating risk solvency
Embrechts, Paul
- In:
Insurance / Mathematics & economics
9
(
1990
)
2
,
pp. 141-148
Persistent link: https://www.econbiz.de/10001104197
Saved in:
6
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:
7
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:
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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