AbstractPaul 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.
Building bridges between Mathematics, Insurance and Finance