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Claudia Klüppelberg
Person information
- affiliation: Technical University of Munich, Center for Mathematical Sciences, Germany
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Journal Articles
- 2022
- [j13]Claudia Klüppelberg, Ercan Sönmez:
Max-linear models in random environment. J. Multivar. Anal. 190: 104999 (2022) - 2021
- [j12]Claudia Klüppelberg, Mario Krali:
Estimating an extreme Bayesian network via scalings. J. Multivar. Anal. 181: 104672 (2021) - 2020
- [j11]Claudia Klüppelberg, Miriam Isabel Seifert:
Explicit results on conditional distributions of generalized exponential mixtures. J. Appl. Probab. 57(3): 760-774 (2020) - 2018
- [j10]Carsten Chong, Claudia Klüppelberg:
Contagion in Financial Systems: A Bayesian Network Approach. SIAM J. Financial Math. 9(1): 28-53 (2018) - 2017
- [j9]Johannes Klepsch, Claudia Klüppelberg:
An innovations algorithm for the prediction of functional linear processes. J. Multivar. Anal. 155: 252-271 (2017) - 2016
- [j8]Oliver Kley, Claudia Klüppelberg, Gesine Reinert:
Risk in a Large Claims Insurance Market with Bipartite Graph Structure. Oper. Res. 64(5): 1159-1176 (2016) - 2014
- [j7]Anita Behme, Claudia Klüppelberg, Kathrin Mayr:
Asymmetric COGARCH processes. J. Appl. Probab. 51(A): 161-173 (2014) - 2013
- [j6]Holger Fink, Claudia Klüppelberg, Martina Zähle:
Conditional Distributions of Processes Related to Fractional Brownian Motion. J. Appl. Probab. 50(1): 166-183 (2013) - 2012
- [j5]Jean Jacod, Claudia Klüppelberg, Gernot Müller:
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. J. Appl. Probab. 49(4): 901-914 (2012) - 2011
- [j4]Habib Esmaeili, Claudia Klüppelberg:
Parametric estimation of a bivariate stable Lévy process. J. Multivar. Anal. 102(5): 918-930 (2011) - 2004
- [j3]Susanne Emmer, Claudia Klüppelberg:
Optimal portfolios when stock prices follow an exponential Lévy process. Finance Stochastics 8(1): 17-44 (2004) - [j2]Yuri Kabanov, Claudia Klüppelberg:
A geometric approach to portfolio optimization in models with transaction costs. Finance Stochastics 8(2): 207-227 (2004) - 1999
- [j1]Michael Greiner, Manfred R. Jobmann, Claudia Klüppelberg:
Telecommunication Traffic, Queueing Models, and Subexponential Distributions. Queueing Syst. Theory Appl. 33(1-3): 125-152 (1999)
Informal and Other Publications
- 2021
- [i1]Ngoc Mai Tran, Johannes Buck, Claudia Klüppelberg:
Causal Discovery of a River Network from its Extremes. CoRR abs/2102.06197 (2021)
Coauthor Index
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