Authors: Embrechts, Paul Samorodnitsky, Gennady

Citation: Embrechts, Paul et Samorodnitsky, Gennady, Ruin problem and how fast stochastic processes, Annals of applied probability , 13(1), 2003, pp. 1-36

Authors: Embrechts, Paul Schmidli, Hanspeter

Citation: Embrechts, Paul et Schmidli, Hanspeter, Ruin estimation for a general insurance risk model, Advances in applied probability , 26(2), 1994, pp. 404-422

Authors: Degen, Matthias Embrechts, Paul

Citation: Degen, Matthias et Embrechts, Paul, EVT-based estimation of risk capital and convergence of high quantiles, Advances in applied probability , 40(2), 2008, pp. 696-715

Authors: Embrechts, Paul Hofert, Marius Wang, Ruodu

Citation: Embrechts, Paul et al., Bernoulli and tail-dependence compatibility, Annals of applied probability , 26(3), 2016, pp. 1636-1658