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7 results 1
Postprint
Consortium of Swiss Academic Libraries

Editorial: special issue on extremes in finance

Embrechts, Paul

In: Extremes, 2014, vol. 17, no. 4, p. 529-530

Postprint
Consortium of Swiss Academic Libraries

Practices and issues in operational risk modeling under Basel II

Embrechts, Paul ; Hofert, Marius

In: Lithuanian Mathematical Journal, 2011, vol. 51, no. 2, p. 180-193

Postprint
Consortium of Swiss Academic Libraries

Multivariate extremes and the aggregation of dependent risks: examples and counter-examples

Embrechts, Paul ; Lambrigger, Dominik ; Wüthrich, Mario

In: Extremes, 2009, vol. 12, no. 2, p. 107-127

Postprint
Consortium of Swiss Academic Libraries

Panjer recursion versus FFT for compound distributions

Embrechts, Paul ; Frei, Marco

In: Mathematical Methods of Operations Research, 2009, vol. 69, no. 3, p. 497-508

Postprint
Consortium of Swiss Academic Libraries

A note on generalized inverses

Embrechts, Paul ; Hofert, Marius

In: Mathematical Methods of Operations Research, 2013, vol. 77, no. 3, p. 423-432

Postprint
Consortium of Swiss Academic Libraries

Extreme VaR scenarios in higher dimensions

Embrechts, Paul ; Höing, Andrea

In: Extremes, 2006, vol. 9, no. 3-4, p. 177-192

Postprint
Consortium of Swiss Academic Libraries

Discussion of "Copulas: Tales and facts”, by Thomas Mikosch

Embrechts, Paul

In: Extremes, 2006, vol. 9, no. 1, p. 45-47

7 results 1