Curso de Modeling Extremes and Dependence in Finance and Insurance
Paul Embrechts is Professor of Mathematics at the ETHZ (Swiss Federal Institute of Technology Zurich) specializing in actuarial mathematics and mathematical finance. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College). Dr. Embrechts has held visiting appointments at the University of Strasbourg, ESSEC Paris and the Scuola Normale in Pisa. He is a Fellow of the IMS, Editor of the ASTIN Bulletin, on the Advisory Board of Finance and Stochastics and Associate Editor of the Applied Probability Journal and Insurance: Mathematics and Economics. He is a member of the Board of the Swiss Association of Actuaries and belongs to various national and international research and academic advisory committees. His areas of specialization include insurance risk theory, integrated risk management, the interplay between insurance, finance and modeling of rare events. Together with C. Klueppelberg and T. Mikosch he is a co-author of the influential book "