文章基本信息

标题：Building bridges between Mathematics, Insurance and Finance
本地全文：下载
作者：Fabrizio Durante ; Giovanni Puccetti ; Matthias Scherer 等
期刊名称：Dependence Modeling
电子版ISSN：2300-2298
出版年度：2015
卷号：-1
期号：open-issue
页码：17-28
DOI：10.1515/demo-2015-0002
出版社：Walter de Gruyter GmbH
摘要：Paul Embrechts is Professor of Mathematics at the ETH Zurich specializing in Actuarial Mathematics and Quantitative Risk Management.Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College).Dr.Embrechts has held visiting professorships at several universities, including the Scuola Normale in Pisa (Cattedra Galileiana), the London School of Economics (Centennial Professor of Finance), the University of Vienna, Paris 1 (Panthéon-Sorbonne), theNationalUniversity of Singapore, KyotoUniversity,was Visiting Man Chair 2014 at the Oxford-Man Institute of Oxford University and has an Honorary Doctorate from the University of Waterloo, Heriot-Watt University, Edinburgh, and the Université Catholique de Louvain.He is an Elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Honorary Fellow of the Institute and the Faculty of Actuaries, Actuary-SAA, Member Honoris Causa of the Belgian Institute of Actuaries and is on the editorial board of numerous scientific journals.He belongs to various national and international research and academic advisory committees.He co-authored the influential books Modelling of Extremal Events for Insurance and Finance, Springer, 1997 [8] andQuantitative RiskManagement: Concepts, Techniques and Tools, Princeton UP, 2005, 2015 [14] and published over 180 scientific papers.Dr.Embrechts consults on issues in Quantitative Risk Management for financial institutions, insurance companies and international regulatory authorities.