Who We Are
We have considerable experience of teaching workshops for practitioners. You
can find more details of previous workshops we have been involved in here.
Workshop Presenters:
Alexander
McNeil
Rüdiger
Frey
Paul Embrechts
Alexander McNeil
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Alexander McNeil is Maxwell
Professor of Mathematics in the Department of Actuarial Mathematics and Statistics at
Heriot-Watt University. He was formerly Assistant Professor in the Department of
Mathematics at ETH Zurich and has a BSc in mathematics from Imperial College, London
and a PhD in mathematical statistics from Cambridge University. His interests lie in
the development of mathematical and statistical methodology for integrated financial
risk management and include extreme value theory (EVT), risk theory, financial time
series analysis and the modelling of correlated risks. He has published papers in
leading statistics, econometrics, finance and insurance mathematics journals and is a
regular speaker at international risk management
conferences.
Rüdiger Frey
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academic homepage.
Rüdiger Frey is Professor of Financial
Mathematics at the University of Leipzig, Germany. Prior to that he held positions as
Professor of Finance at the University of Zurich and as UBS research fellow at the
Federal Institute of Technology (ETH) in Zurich. He holds a diploma in mathematics
from the University of Bonn where he received his PhD in financial economics in 1996.
His main research fields are quantitative risk management, dynamic credit risk models
and the pricing and hedging of derivatives
under incompleteness and market frictions. Rüdiger has published research
papers in leading journals and has given seminars at a number of important
international conferences and institutions. He has also been involved in consulting
projects for Swiss insurance companies and banks.Rüdiger is member of the academic
advisory board of FITCH
group.
Paul Embrechts
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Paul
Embrechts is Professor of Mathematics at the Swiss Federal Institute of Technology
(ETH) in Zurich, specialising in actuarial mathematics and mathematical finance.
Previous academic positions include the Universities of Leuven, Limburg and London
(Imperial College). Dr. Embrechts has held visiting appointments at the University of
Strasbourg, ESSEC Paris, the Scuola Normale in Pisa and the London School of
Economics (Centennial Professor of Finance). He is an Elected Fellow of the Institute
of Mathematical Statistics, Honorary Fellow of the Institute of Actuaries,
Corresponding Member of the Italian Institute of Actuaries, Editor of the ASTIN
Bulletin, on the Advisory Board of Finance and Stochastics and Associate Editor of
numerous scientific journals. He is a member of the Board of the Swiss Association of
Actuaries and belongs to various national and international research and academic
advisory committees. His areas of specialization include insurance risk theory,
integrated risk management, the interplay between insurance and finance, and the
modeling of rare events. Together with C. Klueppelberg and T. Mikosch he is a
co-author of the influential book "Modelling of Extremal Events for Insurance
and Finance", Springer, 1997. Dr. Embrechts consults for a number of leading
financial institutions and insurance companies, and is a member of the Board of
Directors of companies in insurance and finance.
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workshop home page.