Claudia Klüppelberg

Publication Activity (10 Years)

Years Active: 1999-2022
Publications (10 Years): 7

Top Topics

Causal Discovery

Conditional Distributions

Directed Acyclic

Top Venues

J. Appl. Probab.

J. Multivar. Anal.

SIAM J. Financial Math.

Publications

Claudia Klüppelberg, Ercan Sönmez
Max-linear models in random environment. J. Multivar. Anal. 190 (2022)
Ngoc Mai Tran, Johannes Buck, Claudia Klüppelberg
Causal Discovery of a River Network from its Extremes. CoRR (2021)
Claudia Klüppelberg, Mario Krali
Estimating an extreme Bayesian network via scalings. J. Multivar. Anal. 181 (2021)
Claudia Klüppelberg, Miriam Isabel Seifert
Explicit results on conditional distributions of generalized exponential mixtures. J. Appl. Probab. 57 (3) (2020)
Carsten Chong, Claudia Klüppelberg
Contagion in Financial Systems: A Bayesian Network Approach. SIAM J. Financial Math. 9 (1) (2018)
J. Klepsch, Claudia Klüppelberg
An innovations algorithm for the prediction of functional linear processes. J. Multivar. Anal. 155 (2017)
Oliver Kley, Claudia Klüppelberg, Gesine Reinert
Risk in a Large Claims Insurance Market with Bipartite Graph Structure. Oper. Res. 64 (5) (2016)
Anita Behme, Claudia Klüppelberg, Kathrin Mayr
Asymmetric COGARCH processes. J. Appl. Probab. 51 (A) (2014)
Holger Fink, Claudia Klüppelberg, Martina Zähle
Conditional Distributions of Processes Related to Fractional Brownian Motion. J. Appl. Probab. 50 (1) (2013)
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) (2012)
Habib Esmaeili, Claudia Klüppelberg
Parametric estimation of a bivariate stable Lévy process. J. Multivar. Anal. 102 (5) (2011)
Susanne Emmer, Claudia Klüppelberg
Optimal portfolios when stock prices follow an exponential Lévy process. Finance Stochastics 8 (1) (2004)
Yuri Kabanov, Claudia Klüppelberg
A geometric approach to portfolio optimization in models with transaction costs. Finance Stochastics 8 (2) (2004)
Michael Greiner, Manfred R. Jobmann, Claudia Klüppelberg
Telecommunication Traffic, Queueing Models, and Subexponential Distributions. Queueing Syst. Theory Appl. 33 (1-3) (1999)