papers
Publications (6)
math.PR2012
Sensitivity of the limit shape of sample clouds from meta densities
Guus Balkema, Paul Embrechts, Natalia Nolde
stat.ME2017
Hawkes graphs
Paul Embrechts, Matthias Kirchner
q-fin.RM2014
A General Duality Relation with Applications in Quantitative Risk Management
Raphael Hauser, Sergey Shahverdyan, Paul Embrechts
math.ST2011
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables
Philipp Arbenz, Paul Embrechts, Giovanni Puccetti
math.PR2016
Bernoulli and tail-dependence compatibility
Paul Embrechts, Marius Hofert, Ruodu Wang
math.PR2015
Space-time max-stable models with spectral separability
Paul Embrechts, Erwan Koch, Christian Robert