The following pages link to Claudia Klüppelberg (Q254502):
Displaying 50 items.
- Time-consistency of risk measures with GARCH volatilities and their estimation (Q254504) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- (Q512019) (redirect page) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Corrigendum to ``Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times'' (Q554469) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Spectral estimates and stable processes (Q689470) (← links)
- Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- The full solution of the convolution closure problem for convolution- equivalent distributions (Q808082) (← links)
- Fractional integral equations and state space transforms (Q850753) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Estimating the tail dependence function of an elliptical distribution (Q880485) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- The generalized logarithmic series distribution (Q910802) (← links)
- Probability problems connected with a certain integrodifferential inequality (Q914235) (← links)
- (Q923471) (redirect page) (← links)
- The first zero of an empirical characteristic function (Q923472) (← links)
- Bivariate distributions generated from Pólya-Eggenberger urn models (Q923554) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- The volume of the smallest parallelepiped including \(m\) random points (Q1126110) (← links)
- A family of distributions related to the McCullagh family (Q1186641) (← links)
- The multivariate normal distribution (Q1188605) (← links)
- Numerical inversion of probability generating functions (Q1200798) (← links)
- Modelling heterogeneity in survival analysis by the compound Poisson distribution (Q1203753) (← links)
- A note on the tail accuracy of the univariate saddlepoint approximation (Q1209809) (← links)
- Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
- Subexponential distributions and characterizations of related classes (Q1263152) (← links)
- Asymptotic ordering of distribution functions and convolution semigroups (Q1263153) (← links)
- Extremal behavior of diffusion models in finance (Q1294762) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Variance inequalities for functions of Gaussian variables (Q1345075) (← links)
- The integrated periodogram for stable processes (Q1354493) (← links)
- When is a probability measure determined by infinitely many projections? (Q1356366) (← links)
- An extended Laha-Lukacs characterization result based on a regression property (Q1372401) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Analytic and asymptotic properties of generalized Linnik probability densities (Q1378640) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Regular variation in the mean and stable limits for Poisson shot noise (Q1433462) (← links)
