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Paul Embrechts

Paul Embrechts

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Economics and Finance
Switzerland
2026

D-Index & Metrics

Economics and Finance

D-Index
61
Citations
44372
World Ranking
753
National Ranking
10

Paul Embrechts publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Paul Embrechts sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 179 publications — 54th percentile

54% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Paul Embrechts D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Paul Embrechts sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 61 D-Index — 80th percentile

80% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Switzerland Leader Award
  • 2023 - Research.com Economics and Finance in Switzerland Leader Award
  • 2014 - Fellow of the American Statistical Association (ASA)

Overview

Paul Embrechts is affiliated with ETH Zurich in Switzerland and has contributed extensively to the fields of Economics, Econometrics and Finance, as well as Decision Sciences. The primary subfields of their work include Finance, Management Science and Operations Research, Demography, Economics and Econometrics, and Statistics and Probability.

The main topics Paul Embrechts has explored in research publications cover:

  • Financial Risk and Volatility Modeling
  • Risk and Portfolio Optimization
  • Probability and Risk Models
  • Insurance, Mortality, Demography, Risk Management
  • Insurance and Financial Risk Management
  • Fuzzy Systems and Optimization
  • Credit Risk and Financial Regulations

Paul Embrechts has published multiple papers in notable venues including arXiv (Cornell University), Annual Review of Statistics and Its Application, Mathematical Finance, Operations Research, and SSRN Electronic Journal. Some recent publications are:

  • Recent Challenges in Actuarial Science, 2021, Annual Review of Statistics and Its Application
  • Bayes risk, elicitability, and the Expected Shortfall, 2021, Mathematical Finance
  • Bayes Risk, Elicitability, and the Expected Shortfall, 2020, SSRN Electronic Journal
  • Technical Note-An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification, 2024, Operations Research
  • An unexpected stochastic dominance: Pareto distributions, dependence, and diversification, 2022, arXiv (Cornell University)

Frequent co-authors collaborating with Paul Embrechts include:

  • Marius Hofert
  • Valérie Chavez-Demoulin
  • Ruodu Wang
  • Yuyu Chen
  • Mario V. Wüthrich

Paul Embrechts also has published a book titled Risk Revealed (2024) with Cambridge University Press.

Among awards, Paul Embrechts received recognition as a Fellow of the American Statistical Association (ASA) in 2014.

Best Publications

  • Modelling Extremal Events: for Insurance and Finance

    Paul Embrechts;Thomas Mikosch;Claudia Klüppelberg

  • Quantitative risk management: Concepts, techniques and tools: Revised edition

    Alexander J. McNeil;Rüdiger Frey;Paul Embrechts

  • Modelling Extremal Events

    Paul Embrechts;Claudia Klüppelberg;Thomas Mikosch

  • Quantitative Risk Management: Concepts, Techniques, and Tools

    Alexander J. McNeil;Rdiger Frey;Paul Embrechts

  • Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

    Paul Embrechts;Alexander J. McNeil;Daniel Straumann

  • Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management

    Paul Embrechts;Filip Lindskog;Alexander Mcneil

  • Extreme Value Theory as a Risk Management Tool

    Paul Embrechts;Sidney I. Resnick;Gennady Samorodnitsky

  • Dependence structures for multivariate high-frequency data in finance

    Wolfgang Breymann;Alexandra Dias;Paul Embrechts

  • Correlation: Pitfalls and Alternatives

    Paul Embrechts;Alexander McNeil;Daniel Straumann

  • Estimates for the probability of ruin with special emphasis on the possibility of large claims

    Paul Embrechts;Noel Veraverbeke

  • Subexponentiality and infinite divisibility

    Paul Embrechts;Charles M. Goldie;Noël Veraverbeke

  • Quantitative models for operational risk: Extremes, dependence and aggregation

    V. Chavez-Demoulin;P. Embrechts;J. Nešlehová

  • Model uncertainty and VaR aggregation

    Paul Embrechts;Giovanni Puccetti;Ludger Rüschendorf

  • Using copulae to bound the Value-at-Risk for functions of dependent risks

    Paul Embrechts;Andrea Höing;Alessandro Juri

  • Multivariate Hawkes processes: an application to financial data

    Paul Embrechts;Thomas Liniger;Lu Lin

  • Infinite-mean models and the LDA for operational risk

    Johanna Nešlehová;Paul Embrechts;Valérie Chavez-Demoulin

  • Copulas: A Personal View

    Paul Embrechts

  • No-arbitrage, change of measure and conditional Esscher transforms

    H. Bühlmann;Freddy Delbaen;P. Embrechts;A.N. Shiryaev

  • Martingales and insurance risk

    A. Dassios;P. Embrechts

  • Modelling of extremal events in insurance and finance

    Paul Embrechts;Hanspeter Schmidli

  • Quantitative Risk Management

    Unknown

  • Stochastic processes in insurance and finance

    Paul Embrechts;Rüdiger Frey;Hansjörg Furrer

  • Dependence modeling with copulas

    Paul Embrechts;Johanna Neslehova

Frequent Co-Authors

Thomas Mikosch
Thomas Mikosch University of Copenhagen
Bruno Sudret
Bruno Sudret ETH Zurich
Gennady Samorodnitsky
Gennady Samorodnitsky Cornell University
Damir Filipović
Damir Filipović École Polytechnique Fédérale de Lausanne
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Glenn W. Harrison
Glenn W. Harrison Georgia State University
Ludger Rüschendorf
Ludger Rüschendorf University of Freiburg
Sidney I. Resnick
Sidney I. Resnick Cornell University
Frank Buntinx
Frank Buntinx KU Leuven
Albert N. Shiryaev
Albert N. Shiryaev Steklov Mathematical Institute

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