Paul Embrechts

Prof. Dr., ETH Zurich

Born 1953 in Schoten, Belgium.

Paul Embrechts is Professor of Mathematics at the ETH Zurich (Swiss Federal Institute of Technology, Zürich) where he teaches insurance and financial mathematics.

He received his mathematics diploma from the University of Antwerp, his doctorate from the Catholic University of Leuven and, prior to joining the ETH Zurich in 1989, taught at the Universities of London (Imperial College) and Limburg at Diepenbeek (Belgium). He has published extensively in the areas of applied probability, insurance and finance, and co-authored a standard book on the modelling of extremal events for insurance and finance.

His current research interests include integrated risk management, securitisation of insurance risk (alternative risk transfer) and extreme value analysis. He is editor of the Astin BULLETIN, associate editor for (among others) Finance and Stochastics and Insurance: Mathematics and Economics. He is a regular invited speaker at international scientific conferences, as well as in industry. He holds numerous academic and industrial positions. A detailed biography is to be found under his personal Web-Site.