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Claudia Klüppelberg

Orcid: 0000-0002-0189-2384

Affiliations:
  • Technical University of Munich, Center for Mathematical Sciences, Germany


According to our database1, Claudia Klüppelberg authored at least 14 papers between 1999 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Online presence:

On csauthors.net:

Bibliography

2022
Max-linear models in random environment.
[BibTeX]
[DOI]
Claudia Klüppelberg
,
Ercan Sönmez
J. Multivar. Anal., 2022

2021
Estimating an extreme Bayesian network via scalings.
[BibTeX]
[DOI]
Claudia Klüppelberg
,
Mario Krali
J. Multivar. Anal., 2021

Causal Discovery of a River Network from its Extremes.
[BibTeX]
[DOI]
Ngoc Mai Tran
,
Johannes Buck
,
Claudia Klüppelberg
CoRR, 2021

2020
Explicit results on conditional distributions of generalized exponential mixtures.
[BibTeX]
[DOI]
Claudia Klüppelberg
,
Miriam Isabel Seifert
J. Appl. Probab., 2020

2018
Contagion in Financial Systems: A Bayesian Network Approach.
[BibTeX]
[DOI]
Carsten Chong
,
Claudia Klüppelberg
SIAM J. Financial Math., 2018

2017
An innovations algorithm for the prediction of functional linear processes.
[BibTeX]
[DOI]
J. Klepsch
,
Claudia Klüppelberg
J. Multivar. Anal., 2017

2016
Risk in a Large Claims Insurance Market with Bipartite Graph Structure.
[BibTeX]
[DOI]
Oliver Kley
,
Claudia Klüppelberg
,
Gesine Reinert
Oper. Res., 2016

2014
Asymmetric COGARCH processes.
[BibTeX]
[DOI]
Anita Behme
,
Claudia Klüppelberg
,
Kathrin Mayr
J. Appl. Probab., 2014

2013
Conditional Distributions of Processes Related to Fractional Brownian Motion.
[BibTeX]
[DOI]
Holger Fink
,
Claudia Klüppelberg
,
Martina Zähle
J. Appl. Probab., 2013

2012
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data.
[BibTeX]
[DOI]
Jean Jacod
,
Claudia Klüppelberg
,
Gernot Müller
J. Appl. Probab., 2012

2011
Parametric estimation of a bivariate stable Lévy process.
[BibTeX]
[DOI]
Habib Esmaeili
,
Claudia Klüppelberg
J. Multivar. Anal., 2011

2004
A geometric approach to portfolio optimization in models with transaction costs.
[BibTeX]
[DOI]
Yuri Kabanov
,
Claudia Klüppelberg
Finance Stochastics, 2004

Optimal portfolios when stock prices follow an exponential Lévy process.
[BibTeX]
[DOI]
Susanne Emmer
,
Claudia Klüppelberg
Finance Stochastics, 2004

1999
Telecommunication Traffic, Queueing Models, and Subexponential Distributions.
[BibTeX]
[DOI]
Michael Greiner
,
Manfred R. Jobmann
,
Claudia Klüppelberg
Queueing Syst. Theory Appl., 1999


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