Telecommunication Traffic, Queueing Models, and Subexponential Distributions. - Michael Greiner; Manfred R. Jobmann; Claudia Klüppelberg (Queueing Syst. Theory Appl., 1999)

Optimal portfolios when stock prices follow an exponential Lévy process. - Susanne Emmer; Claudia Klüppelberg (Finance Stochastics, 2004)

A geometric approach to portfolio optimization in models with transaction costs. - Yuri Kabanov; Claudia Klüppelberg (Finance Stochastics, 2004)

Parametric estimation of a bivariate stable Lévy process. - Habib Esmaeili; Claudia Klüppelberg (J. Multivar. Anal., 2011)

Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. - Jean Jacod; Claudia Klüppelberg; Gernot Müller (J. Appl. Probab., 2012)

Conditional Distributions of Processes Related to Fractional Brownian Motion. - Holger Fink; Claudia Klüppelberg; Martina Zähle (J. Appl. Probab., 2013)

Asymmetric COGARCH processes. - Anita Behme; Claudia Klüppelberg; Kathrin Mayr (J. Appl. Probab., 2014)

Risk in a Large Claims Insurance Market with Bipartite Graph Structure. - Oliver Kley; Claudia Klüppelberg; Gesine Reinert (Oper. Res., 2016)

An innovations algorithm for the prediction of functional linear processes. - Johannes Klepsch; Claudia Klüppelberg (J. Multivar. Anal., 2017)

Contagion in Financial Systems: A Bayesian Network Approach. - Carsten Chong; Claudia Klüppelberg (SIAM J. Financial Math., 2018)

Explicit results on conditional distributions of generalized exponential mixtures. - Claudia Klüppelberg; Miriam Isabel Seifert (J. Appl. Probab., 2020)

Causal Discovery of a River Network from its Extremes. - Ngoc Mai Tran; Johannes Buck; Claudia Klüppelberg (CoRR, 2021)

Estimating an extreme Bayesian network via scalings. - Claudia Klüppelberg; Mario Krali (J. Multivar. Anal., 2021)

Max-linear models in random environment. - Claudia Klüppelberg; Ercan Sönmez (J. Multivar. Anal., 2022)