The following pages link to Claudia Klüppelberg (Q254502):
Displayed 50 items.
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Stability for multivariate exponential families (Q1600633) (← links)
- A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
- Max-linear models on directed acyclic graphs (Q1708981) (← links)
- Copula structure analysis based on extreme dependence (Q1747434) (← links)
- Smoothing of transport plans with fixed marginals and rigorous semiclassical limit of the Hohenberg-Kohn functional (Q1750306) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- On the multivariate compound distributions (Q1817486) (← links)
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
- Optimal portfolios when stock prices follow an exponential Lévy process (Q1887262) (← links)
- A geometric approach to portfolio optimization in models with transaction costs (Q1887272) (← links)
- Parameter estimation for ARMA models with infinite variance innovations (Q1895361) (← links)
- A linear-quadratic distributional identity (Q1897090) (← links)
- Explosive Poisson shot noise processes with applications to risk reserves (Q1903607) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- A fractional credit model with long range dependent default rate (Q1939342) (← links)
- Limit laws for exponential families (Q1962609) (← links)
- Telecommunication traffic, queueing models, and subexponential distributions (Q1975029) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Conditional independence in max-linear Bayesian networks (Q2117434) (← links)
- Max-linear models in random environment (Q2140875) (← links)
- Recursive max-linear models with propagating noise (Q2233590) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Partial mean field limits in heterogeneous networks (Q2280020) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
- Outcrossings of safe regions by generalized hyperbolic processes (Q2435736) (← links)
- Riskmanagement in financial mathematics (Q2451197) (← links)
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times (Q2485760) (← links)
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Gaussian limit fields for the integrated periodogram (Q2564698) (← links)
- Extreme value theory for moving average processes with light-tailed innovations (Q2565927) (← links)
- Domains of attraction for exponential families. (Q2574590) (← links)
- Estimating an extreme Bayesian network via scalings (Q2657186) (← links)
- (Q2762136) (← links)
- Optimal Portfolios with Bounded Capital at Risk (Q2770980) (← links)
- Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429) (← links)
- High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599) (← links)
- Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
- Modellieren und Quantifizieren von extremen Risiken (Q2918921) (← links)
- Copula Structure Analysis (Q2920266) (← links)
- High-frequency sampling of a continuous-time ARMA process (Q2930909) (← links)
- Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise (Q2956053) (← links)
- Electricity spot price modelling with a view towards extreme spike risk (Q2994839) (← links)
- Multivariate models for operational risk (Q3063851) (← links)