Paul Embrechts

25.1k citations
178 papers · 13.3k indexed · 3 hit papers · h-index 45
Topics
Financial Risk and Volatility Modeling (67 papers)Probability and Risk Models (46 papers)Stochastic processes and financial applications (36 papers)

In The Last Decade

Paul Embrechts

171 papers receiving 12.1k citations

Hit Papers

Modelling Extremal Events199420262004201519971994200550010001.5k2.0k2.5k

Peers

Paul Embrechts
Comparison fields: 5 of 180
  • Finance 7.8k
  • Management Science and Operations Research 5.0k
  • Economics and Econometrics 4.6k
  • Statistics and Probability 2.8k
  • Demography 2.0k
Replace Thomas Mikosch with:
Thomas Mikosch Denmark
Sidney I. Resnick United States
Ole E. Barndorff–Nielsen Denmark
Laurens de Haan Netherlands
Claudia Klüppelberg Germany
Freddy Delbaen Switzerland
David Heath United States
R. T. Rockafellar United States
Albert N. Shiryaev Russia
Harry Joe Canada
Paul Embrechts relative to Thomas Mikosch Denmark Thomas Mikosch's profile →
Citations per field
00.5×1.5×2.4×
Thomas Mikosch · 1×
Citations per year

Countries citing papers authored by Paul Embrechts

Since Specialization
Citations

This map shows the geographic impact of Paul Embrechts's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Paul Embrechts with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paul Embrechts more than expected).

Fields of papers citing papers by Paul Embrechts

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Paul Embrechts. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Paul Embrechts. The network helps show where Paul Embrechts may publish in the future.

Co-authorship network of co-authors of Paul Embrechts

This figure shows the co-authorship network connecting the top 25 collaborators of Paul Embrechts. A scholar is included among the top collaborators of Paul Embrechts based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Paul Embrechts. Paul Embrechts is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1
Quantitative Risk Management: Concepts, Techniques and Tools : Concepts, Techniques and Tools
26
2 0
3 1
4 87
5 167
6 7
7
Modeling Exchange Rate Dependence Dynamics at Different Time Horizons
1
8 0
9
Linear Correlation and Evt: Properties and Caveats
1
10 1
11
Testing for Structural Changes in Exchange Rates Dependence Beyond Linear Correlation
5
12 57
13
Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality
11
14 1
15
Change-point analysis for dependence structures in finance and insurance
34
16
Economic Applications of Quantile Regression
2
17
No-arbitrage, change of measure and conditional Esscher transforms
141
18 55
19
Estimates for the probability of ruin with special emphasis on the possibility of large claims. Insurance
8
20 4

About Paul Embrechts

Paul Embrechts is a scholar working on Finance, Management Science and Operations Research and Statistics and Probability, having authored 178 papers that have together received 13.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (67 papers), Probability and Risk Models (46 papers) and Stochastic processes and financial applications (36 papers). The work is most often cited by research in Finance (7.8k citations), Management Science and Operations Research (5.0k citations) and Statistics and Probability (2.8k citations). Paul Embrechts has collaborated with scholars based in Switzerland, United Kingdom and Belgium. Frequent co-authors include Claudia Klüppelberg, Thomas Mikosch, Alexander J. McNeil, Charles M. Goldie, Noël Veraverbeke, Valérie Chavez‐Demoulin, Giovanni Puccetti, Gennady Samorodnitsky, Johanna Nešlehová and Marius Hofert. Their work appears in journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Journal of Computational Physics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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