Paul Embrechts

Identifiers

• name variant Paul Embrechts 0.60 · backfill

Papers (6)

1. Bernoulli and tail-dependence compatibility math.PR · 2016 · author #1
2. Hawkes graphs stat.ME · 2016 · author #1
3. Space-time max-stable models with spectral separability math.PR · 2015 · author #1
4. A General Duality Relation with Applications in Quantitative Risk Management q-fin.RM · 2014 · author #3
5. The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables math.ST · 2011 · author #2
6. Sensitivity of the limit shape of sample clouds from meta densities math.PR · 2009 · author #2

Mentions

• 1507.07750 #1 · backfill · confidence 0.70 Paul Embrechts
• 1410.0852 #3 · backfill · confidence 0.70 Paul Embrechts
• 1106.2920 #2 · backfill · confidence 0.70 Paul Embrechts
• 0912.5337 #2 · backfill · confidence 0.70 Paul Embrechts

Frequent Coauthors

• Christian Robert 1 shared papers
• Erwan Koch 1 shared papers
• Giovanni Puccetti 1 shared papers
• Guus Balkema 1 shared papers
• Marius Hofert 1 shared papers
• Matthias Kirchner 1 shared papers
• Natalia Nolde 1 shared papers
• Philipp Arbenz 1 shared papers
• Raphael Hauser 1 shared papers
• Ruodu Wang 1 shared papers
• Sergey Shahverdyan 1 shared papers