Claudia Kluppelberg

Identifiers

• name variant Claudia Kluppelberg 0.60 · backfill

Papers (6)

1. Bounds for randomly shared risk of heavy-tailed loss factors q-fin.RM · 2015 · author #2
2. Risk in a large claims insurance market with bipartite graph structure q-fin.RM · 2014 · author #2
3. Optimal consumption and investment with bounded downside risk for power utility functions q-fin.PM · 2010 · author #1
4. Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions q-fin.PM · 2010 · author #1
5. Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes math.PR · 2005 · author #1
6. The tail of the stationary distribution of a random coefficient AR(q) model math.PR · 2004 · author #1

Mentions

• 1503.03726 #2 · backfill · confidence 0.70 Claudia Kluppelberg
• 1410.8671 #2 · backfill · confidence 0.70 Claudia Kluppelberg
• 1002.2487 #1 · backfill · confidence 0.70 Claudia Kluppelberg
• 1002.2486 #1 · backfill · confidence 0.70 Claudia Kluppelberg

Frequent Coauthors

• Oliver Kley 2 shared papers
• Serguei Pergamenchtchikov (LMRS) 2 shared papers
• Andreas E. Kyprianou 1 shared papers
• Gesine Reinert 1 shared papers
• Ross A. Maller 1 shared papers
• Serguei Pergamenchtchikov 1 shared papers