Paul Embrechts - Publications, H-index & Citations

Paul Embrechts

swiss federal institutes of technology domain

57H指数

311论文数

2.5W被引数

收录论文 9

发表时间

Recent Challenges in Actuarial Science

ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION

IF8.7

2022-03-07

PREAI

Embrechts, Paul; Wuethrich, Mario, V

Data-driven polynomial chaos expansion for machine learning regression 用于机器学习回归的数据驱动多项式混沌扩展

JOURNAL OF COMPUTATIONAL PHYSICS

IF3.8

2019-07-01

111

OAAI

Torre, Emiliano; Marelli, Stefano; Embrechts, Paul; Sudret, Bruno

A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas

PROBABILISTIC ENGINEERING MECHANICS

IF3.5

2019-01-01

OAAI

Torre, Emiliano; Marelli, Stefano; Embrechts, Paul; Sudret, Bruno

Extreme-quantile tracking for financial time series

JOURNAL OF ECONOMETRICS

IF4

2014-07-01

PREAI

Chavez-Demoulin, V.; Embrechts, P.; Sardy, S.

Statistics and Quantitative Risk Management for Banking and Insurance

ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION

IF0

2014-01-03

OAAI

Embrechts, Paul; Hofert, Marius

Model uncertainty and VaR aggregation

JOURNAL OF BANKING & FINANCE

IF3.8

2013-08-01

191

PREAI

Embrechts, Paul; Puccetti, Giovanni; Rueschendorf, Ludger

Four theorems and a financial crisis

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING

IF3

2013-08-01

OAAI

Das, Bikramjit; Embrechts, Paul; Fasen, Vicky

Introduction: Special section on operational risk

JOURNAL OF BANKING & FINANCE

IF3.8

2006-10-01

PREAI

Cummins, J. David; Embrechts, Paul

Quantitative models for operational risk:: Extremes, dependence and aggregation

JOURNAL OF BANKING & FINANCE

IF3.8

2006-10-01

158

OAAI

Chavez-Demoulin, V.; Embrechts, P.; Neslehova, J.

研究方向