Building bridges between mathematics, insurance and finance : an interview with Paul Embrechts

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), the National University of Singapore, Kyoto University, 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 scientic journals. He belongs to various national and international research and academic advisory committees. He co-authored the inuential books Modelling of Extremal Events for Insurance and Finance, Springer, 1997 [8] andQuantitative Risk Management: Concepts, Techniques and Tools, Princeton UP, 2005, 2015 [14] and published over 180 scientic papers. Dr. Embrechts consults on issues in Quantitative Risk Management for nancial institutions, insurance companies and international regulatory authorities.