The following pages link to Claudia Klüppelberg (Q254502):
Displaying 50 items.
- Multivariate models for operational risk (Q3063851) (← links)
- On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470) (← links)
- (Q3099667) (← links)
- An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
- (Q3203899) (← links)
- Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- (Q3511642) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions (Q3656692) (← links)
- (Q3768160) (← links)
- Subexponential distributions and integrated tails (Q3796465) (← links)
- (Q3808934) (← links)
- (Q3991700) (← links)
- Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013) (← links)
- (Q4247115) (← links)
- (Q4274909) (← links)
- Densities with Gaussian Tails (Q4287062) (← links)
- (Q4297831) (← links)
- (Q4322402) (← links)
- Stationary <i>M</i>/<i>G</i>/1 excursions in the presence of heavy tails (Q4339260) (← links)
- (Q4343010) (← links)
- Large deviations of heavy-tailed random sums with applications in insurance and finance (Q4358581) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
- Conditional risk measures in a bipartite market structure (Q4583596) (← links)
- Statistical Inference for Max-Stable Processes in Space and Time (Q4632677) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- Subexponential Distributions - Large Deviations with Applications to Insurance and Queueing Models (Q4665409) (← links)
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)
- Tauberian Results for Densities with Gaussian Tails (Q4842052) (← links)
- Delay in claim settlement and ruin probability approximations (Q4863015) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Density Functional Theory and Optimal Transportation with Coulomb Cost (Q4908151) (← links)
- Conditional Distributions of Processes Related to Fractional Brownian Motion (Q4918570) (← links)
- Tail Exactness of Multivariate Saddlepoint Approximations (Q4939927) (← links)
- Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
- Estimation of causal continuous‐time autoregressive moving average random fields (Q4994809) (← links)
- Identifiability and estimation of recursive max‐linear models (Q4994811) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Explicit results on conditional distributions of generalized exponential mixtures (Q5139901) (← links)
- Quantifying Extreme Risks (Q5165619) (← links)
- Dealing with Dependent Risks (Q5165623) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- Credit Contagion in a Long Range Dependent Macroeconomic Factor Model (Q5198557) (← links)
- Indirect Inference for Lévy‐driven continuous‐time GARCH models (Q5242892) (← links)
- Systemic risk through contagion in a core-periphery structured banking network (Q5245477) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- Spatial Risk Measures: Local Specification and Boundary Risk (Q5374165) (← links)
