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    Paul Embrechts
    the father of rare event modelling in risk management
    Paul Embrechts

    Paul Embrechts

    "Financial risk modelling can learn a lot from the construction of dikes," says Paul Embrechts. At and& you will have the opportunity to understand this link better.

    Born in Schoten, Belgium, but at home in Switzerland for 30 years, Paul Embrechts was until the summer of 2018 Professor of (Insurance) Mathematics at the famous ETH Zurich, a university with a pedigree of Nobel Prize winners and Albert Einstein as an ex-student. Not that retirement means disappearance: he is now “Risk Ambassador” at the ETH Risk Center.

    As a mathematician, Embrechts made quantitative risk management his life's work, culminating in his book – Modelling Extremal Events for Insurance and Finance – which became the bible in the world of financial risk analysis. Equally influential in this respect is his book Quantitative Risk Management: Concepts, Techniques and Tools (2005/2015).

    Since 2009, Embrechts has also held the position of Senior Chair of the Swiss Finance Institute. Besides numerous academic distinctions, he holds an Honorary Doctorate from the Universities of Waterloo, Heriot-Watt, Louvain, and City, University of London. Previous academic positions were KU Leuven, the University of Limburg, Imperial College London and the London School of Economics.

    Embrechts’ extensive research has been published in leading international scientific journals; he is also a much in-demand speaker at international conferences and events in academia, industry and for regulatory authorities. And& looks forward to hearing from “one of the fathers of quantitative risk management.”