Các bài viết có thể truy cập công khai - Claudia KlüppelbergTìm hiểu thêm
Có tại một số nơi: 29
Continuous time volatility modelling: COGARCH versus Ornstein–Uhlenbeck models
Y Kabanov, R Liptser, J Stoyanov, C Klüppelberg, A Lindner, R Maller
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
Các cơ quan ủy nhiệm: German Research Foundation
Method of moment estimation in the COGARCH (1, 1) model
S Haug, C Klüppelberg, A Lindner, M Zapp
The Econometrics Journal 10 (2), 320-341, 2007
Các cơ quan ủy nhiệm: German Research Foundation
Futures pricing in electricity markets based on stable CARMA spot models
FE Benth, C Klüppelberg, G Müller, L Vos
Energy Economics 44, 392-406, 2014
Các cơ quan ủy nhiệm: Research Council of Norway
Estimating the tail dependence function of an elliptical distribution
C Klüppelberg, G Kuhn, L Peng
Các cơ quan ủy nhiệm: German Research Foundation
Integrated insurance risk models with exponential Lévy investment
C Klüppelberg, R Kostadinova
Insurance: Mathematics and Economics 42 (2), 560-577, 2008
Các cơ quan ủy nhiệm: German Research Foundation
Extremal behavior of stochastic volatility models
V Fasen, C Klüppelberg, A Lindner
Stochastic finance, 107-155, 2006
Các cơ quan ủy nhiệm: German Research Foundation
Combination of multi-mission altimetry data along the Mekong River with spatio-temporal kriging
E Boergens, S Buhl, D Dettmering, C Klüppelberg, F Seitz
Journal of Geodesy 91, 519-534, 2017
Các cơ quan ủy nhiệm: US National Aeronautics and Space Administration, US National Oceanic and …
Risk in a large claims insurance market with bipartite graph structure
O Kley, C Klüppelberg, G Reinert
Operations Research 64 (5), 1159-1176, 2016
Các cơ quan ủy nhiệm: UK Engineering and Physical Sciences Research Council
High-level dependence in time series models
V Fasen, C Klüppelberg, M Schlather
Extremes 13, 1-33, 2010
Các cơ quan ủy nhiệm: German Research Foundation
N-density representability and the optimal transport limit of the Hohenberg-Kohn functional
G Friesecke, CB Mendl, B Pass, C Cotar, C Klüppelberg
The Journal of chemical physics 139 (16), 2013
Các cơ quan ủy nhiệm: German Research Foundation
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
S Buhl, C Klüppelberg
Extremes 19, 627-660, 2016
Các cơ quan ủy nhiệm: German Research Foundation
Identifiability and estimation of recursive max‐linear models
N Gissibl, C Klüppelberg, S Lauritzen
Scandinavian Journal of Statistics 48 (1), 188-211, 2021
Các cơ quan ủy nhiệm: German Research Foundation
Conditional independence in max-linear Bayesian networks
C Améndola, C Klüppelberg, S Lauritzen, NM Tran
The Annals of Applied Probability 32 (1), 1-45, 2022
Các cơ quan ủy nhiệm: German Research Foundation
Extremal behaviour of models with multivariate random recurrence representation
C Klüppelberg, S Pergamenchtchikov
Stochastic processes and their applications 117 (4), 432-456, 2007
Các cơ quan ủy nhiệm: German Research Foundation
Semiparametric estimation for isotropic max-stable space-time processes
S Buhl, RA Davis, C Klüppelberg, C Steinkohl
Bernoulli 25 (4A), 2508-2537, 2019
Các cơ quan ủy nhiệm: US National Science Foundation, US Department of Defense
Conditional risk measures in a bipartite market structure
O Kley, C Klüppelberg, G Reinert
Scandinavian Actuarial Journal 2018 (4), 328-355, 2018
Các cơ quan ủy nhiệm: UK Engineering and Physical Sciences Research Council
The first passage event for sums of dependent Lévy processes with applications to insurance risk
I Eder, C Klüppelberg
The Annals of Applied Probability, 2047-2079, 2009
Các cơ quan ủy nhiệm: German Research Foundation
Pareto Lévy measures and multivariate regular variation
I Eder, C Klüppelberg
Advances in Applied Probability 44 (1), 117-138, 2012
Các cơ quan ủy nhiệm: German Research Foundation
Explicit results on conditional distributions of generalized exponential mixtures
C Klüppelberg, MI Seifert
Journal of Applied Probability 57 (3), 760-774, 2020
Các cơ quan ủy nhiệm: German Research Foundation
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
C Klüppelberg, MI Seifert
Finance and Stochastics 23, 795-826, 2019
Các cơ quan ủy nhiệm: German Research Foundation
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