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Claudia Kl\"uppelberg

Identifiers

  • name variant Claudia Kl\"uppelberg 0.60 · backfill

Papers (35)

  1. Estimation of causal CARMA random fields math.ST · 2019 · author #1
  2. Modelling Extremal Dependence for Operational Risk by a Bipartite Graph q-fin.RM · 2019 · author #2
  3. Bayesian Networks for Max-linear Models stat.ME · 2019 · author #1
  4. Indirect Inference for L\'evy-driven continuous-time GARCH models stat.ME · 2017 · author #3
  5. Smoothing of transport plans with fixed marginals and rigorous semiclassical limit of the Hohenberg-Kohn functional math-ph · 2017 · author #3
  6. Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes math.ST · 2017 · author #2
  7. Contagion in financial systems: A Bayesian network approach q-fin.RM · 2017 · author #2
  8. Tail dependence of recursive max-linear models with regularly varying noise variables stat.ME · 2017 · author #2
  9. Conditional loss probabilities for systems of economic agents sharing light-tailed claims with analysis of portfolio diversification benefits q-fin.RM · 2016 · author #1
  10. Semiparametric estimation for isotropic max-stable space-time processes stat.ME · 2016 · author #3
  11. Limit theory for the empirical extremogram of random fields math.ST · 2016 · author #2
  12. Max-linear models on directed acyclic graphs math.PR · 2015 · author #2
  13. Conditional risk measures in a bipartite market structure q-fin.RM · 2015 · author #2
  14. Time-consistency of risk measures with GARCH volatilities and their estimation q-fin.RM · 2015 · author #1
  15. Anisotropic Brown-Resnick space-time processes: estimation and model assessment stat.ME · 2015 · author #2
  16. Fractionally integrated COGARCH processes math.ST · 2015 · author #2
  17. Simulation of stochastic Volterra equations driven by space--time L\'evy noise math.PR · 2015 · author #3
  18. Systemic risk through contagion in a core-periphery structured banking network q-fin.RM · 2014 · author #2
  19. Asymmetric COGARCH processes math.ST · 2014 · author #2
  20. Two-step estimation of a multivariate L\'evy process stat.ME · 2013 · author #2
  21. Passage time and fluctuation calculations for subexponential L\'evy processes math.PR · 2013 · author #2
  22. Superposition of COGARCH processes math.PR · 2013 · author #3
  23. N-density representability and the optimal transport limit of the Hohenberg-Kohn functional physics.chem-ph · 2013 · author #5
  24. Integrability conditions for space-time stochastic integrals: Theory and applications math.PR · 2013 · author #2
  25. Turbulence modeling by time-series methods physics.data-an · 2012 · author #2
  26. Statistical inference for max-stable processes in space and time stat.ME · 2012 · author #2
  27. Futures pricing in electricity markets based on stable CARMA spot models stat.AP · 2012 · author #2
  28. High-frequency sampling and kernel estimation for continuous-time moving average processes math.ST · 2011 · author #3
  29. Max-stable processes for modelling extremes observed in space and time stat.ME · 2011 · author #2
  30. Density functional theory and optimal transportation with Coulomb cost math.AP · 2011 · author #3
  31. High frequency sampling of a continuous-time ARMA process math.ST · 2011 · author #3
  32. Fractional L\'{e}vy-driven Ornstein--Uhlenbeck processes and stochastic differential equations math.ST · 2011 · author #2
  33. On the Ruin Probability of the Generalised Ornstein-Uhlenbeck Process in the Cram\'er Case math.PR · 2011 · author #2
  34. The first passage event for sums of dependent L\'evy processes with applications to insurance risk math.PR · 2009 · author #2
  35. Optimal investment and consumption in a Black--Scholes market with L\'evy-driven stochastic coefficients q-fin.PR · 2008 · author #2

Mentions

  • 1306.1725 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1306.1720 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1305.2296 #3 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1304.0679 #5 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1303.2468 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1205.6614 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1204.5581 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1201.1151 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1107.4468 #3 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1107.4464 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1104.0603 #3 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1104.0554 #3 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1102.1830 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 1101.1034 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 0912.1925 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg
  • 0806.2570 #2 · backfill · confidence 0.70 Claudia Kl\"uppelberg

Frequent Coauthors