Paul Embrechts
Paul Embrechts publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Probability and Risk Models, Stochastic processes and financial applications and Financial Risk and Volatility Modeling.
- World rank
- #60,418 of 1,633,909 ranked researchers
- Rank in Switzerland
- #1,531 of 19,404
- Works
- 44
- Citations
- 461
- Citations per work
- 10.5
What does Paul Embrechts research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance20% of their works
- 2Management Science and Operations Research14% of their works
- 3Economics and Econometrics11% of their works
- 4Statistics and Probability11% of their works
- 5Demography7% of their works
- 6Sociology and Political Science4% of their works
Research topics
- Probability and Risk Models
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Insurance, Mortality, Demography, Risk Management
- Insurance and Financial Risk Management
- Point processes and geometric inequalities
- Stochastic processes and statistical mechanics
- Advanced Statistical Methods and Models
Which keywords describe Paul Embrechts's research?
The keywords of their largest research topics: Insurance, Risk Management, Dividend, Option Pricing, Risk, Stochastic Calculus, GARCH Models and Volatility.
- Spatstat
- Regression Analysis
- Multicollinearity
- Economic Growth
- Population Ageing
- Volatility
- Stochastic Calculus
- Option Pricing
- Risk Management
- Insurance
- Dividend
- Risk
- GARCH Models
- Mortality Forecasting
- Catastrophe Bonds
- Interacting Particle Systems
- Point Processes
- Scaling Limits
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 18 words, with their numbers
- Insurance112 topics
- Risk Management102 topics
- Dividend71 topic
- Option Pricing71 topic
- Risk71 topic
- Stochastic Calculus71 topic
- GARCH Models61 topic
- Volatility61 topic
- Mortality Forecasting51 topic
- Population Ageing51 topic
- Catastrophe Bonds41 topic
- Economic Growth41 topic
- Interacting Particle Systems21 topic
- Multicollinearity21 topic
- Point Processes21 topic
- Regression Analysis21 topic
- Scaling Limits21 topic
- Spatstat21 topic
Where does Paul Embrechts work?
Paul Embrechts's main affiliation in the publication record is ETH Zurich, Switzerland.
How many publications and citations does Paul Embrechts have?
Science Explorer counts 44 works and 461 citations for Paul Embrechts, ranking #60,418 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.