Abstract
Abstract Paul 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.
Highlights
Paul Embrechts is Professor of Mathematics at the ETH Zurich specializing in Actuarial Mathematics and Quantitative Risk Management
We believe that students at all levels, teachers, scientists as well as practitioners can bene t from the following virtual meeting with Paul Embrechts, a very well known and in uential personality in the world of Quantitative Risk Management
Our questions to Paul Embrechts are written in bold-face
Summary
With this interview with Paul Embrechts, Professor of Mathematics at ETH Zurich, Dependence Modeling launches a new Interview Article series. I try to bring this mathematical rigour into my actuarial work, either research-wise, through teaching and even via consulting As such, both parts of “Actuarial (and) Mathematics” are highly relevant and important to me. I am sure that Gerda realises that some of my work is relevant for the outside world; she often witnessed this through numerous international academic invitations for talks and conferences Last year, she attended a talk I gave at the Federal Reserve Board in Washington and in the afternoon, while I was discussing with several FED economists, she was privately shown around the impressive FED building (see Figure 2)
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