Building bridges between Mathematics, Insurance and Finance

被引:4
作者
Durante, Fabrizio [1 ]
Puccetti, Giovanni [2 ]
Scherer, Matthias [3 ]
Embrechts, Paul
机构
[1] Free Univ Bozen Bolzano, Fac Econ & Management, Bolzano, Italy
[2] Univ Milan, Dept Econ Management & Quantitat Methods, Milan, Italy
[3] Tech Univ Munich, Dept Math Finance, Munich, Germany
关键词
D O I
10.1515/demo-2015-0002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Paul Em brechts 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 (Pantheon-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 Universite 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.
引用
收藏
页码:17 / 28
页数:12
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