Claudia Klüppelberg

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2022 J jnl
Max-linear models in random environment.
J. Multivar. Anal.
Claudia Klüppelberg, Ercan Sönmez
2021 J jnl
Causal Discovery of a River Network from its Extremes.
CoRR
Ngoc Mai Tran, Johannes Buck, Claudia Klüppelberg
2021 J jnl
Estimating an extreme Bayesian network via scalings.
J. Multivar. Anal.
Claudia Klüppelberg, Mario Krali
2020 J jnl
Explicit results on conditional distributions of generalized exponential mixtures.
J. Appl. Probab.
Claudia Klüppelberg, Miriam Isabel Seifert
2018 J jnl
Contagion in Financial Systems: A Bayesian Network Approach.
SIAM J. Financial Math.
Carsten Chong, Claudia Klüppelberg
2017 J jnl
An innovations algorithm for the prediction of functional linear processes.
J. Multivar. Anal.
Johannes Klepsch, Claudia Klüppelberg
2016 J jnl
Risk in a Large Claims Insurance Market with Bipartite Graph Structure.
Oper. Res.
Oliver Kley, Claudia Klüppelberg, Gesine Reinert
2014 J jnl
Asymmetric COGARCH processes.
J. Appl. Probab.
Anita Behme, Claudia Klüppelberg, Kathrin Mayr
2013 J jnl
Conditional Distributions of Processes Related to Fractional Brownian Motion.
J. Appl. Probab.
Holger Fink, Claudia Klüppelberg, Martina Zähle
2012 J jnl
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data.
J. Appl. Probab.
Jean Jacod, Claudia Klüppelberg, Gernot Müller
2011 J jnl
Parametric estimation of a bivariate stable Lévy process.
J. Multivar. Anal.
Habib Esmaeili, Claudia Klüppelberg
2004 J jnl
A geometric approach to portfolio optimization in models with transaction costs.
Finance Stochastics
Yuri Kabanov, Claudia Klüppelberg
2004 J jnl
Optimal portfolios when stock prices follow an exponential Lévy process.
Finance Stochastics
Susanne Emmer, Claudia Klüppelberg
1999 J jnl
Telecommunication Traffic, Queueing Models, and Subexponential Distributions.
Queueing Syst. Theory Appl.
Michael Greiner, Manfred R. Jobmann, Claudia Klüppelberg