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Found 2 from your keywords: author="Paul Embrechts"
cover
QUANTITATIVE RISK MANAGEMENT: CONCEPTS, TECHNIQUES AND TOOLS*
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Paul Embrechts

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1-281
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Statistics and Quantitative Risk Management for Banking and Insurance
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Paul Embrechts and Marius Hofert

As an emerging field of applied research, Quantitative Risk Management (QRM) poses a lot of challenges for probabilistic and statistical modeling. This review provides a discussion on selected past, current, and possible future areas of research in the intersection of statistics and quantitative risk management. Topics treated include the use of risk measures in regulation, including their…

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1-28
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