Paul Embrechts

Paul Embrechts is Emeritus Professor of Mathematics at ETH Zurich. He acts as ETH's Risk Center Ambassador. His research has been published in leading academic journals worldwide, and he is a regular speaker at international conferences on quantitative risk management aimed at both academics and industry professionals. He serves on the editorial boards of several international journals and is a member of numerous international advisory panels.

Expertise

Professor Embrechts is focusing on the quantitative and qualitative dimensions of risk. In particular, his work has been pivotal in creating a better understanding of extremal events for insurance and finance. Specific applications of his research include risk allocation, the modeling of interdependence between rare events, and operational (including cyber) risk, as well as catastrophe insurance. He is currently writing a book on the public understanding and communication of risk. The recent coronavirus pandemic clearly illustrates the importance of such a project, and this work should therefore attract a broader readership.