WorldCat Identities

Klüppelberg, Claudia 1953-

Overview
Works: 59 works in 154 publications in 2 languages and 1,437 library holdings
Genres: Conference papers and proceedings  Textbooks 
Roles: Editor, Author
Classifications: HF5691, 332.645
Publication Timeline
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Most widely held works by Claudia Klüppelberg
Modelling extremal events for insurance and finance by Paul Embrechts( Book )

56 editions published between 1996 and 2012 in English and German and held by 618 WorldCat member libraries worldwide

Both in insurance and finance applications, questions involving extremal events play an increasingly important role. This volume sets out to bridge the gap between the existing theory and practical applications both from a probabilistic as well as from a statistical point of view
Complex stochastic systems by Séminaire Européen de Statistique( Book )

13 editions published between 2000 and 2001 in English and Undetermined and held by 230 WorldCat member libraries worldwide

"Individually, these articles provide authoritative, tutorial-style expositions and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this important and rapidly developing field."--Jacket
Risk -- a multidisciplinary introduction by Claudia Klüppelberg( Book )

12 editions published between 2014 and 2016 in English and held by 63 WorldCat member libraries worldwide

"This is a unique book addressing the integration of risk methodology from various fields. ... Book chapters explain fundamental risk models and measurement, and address risk and security issues from diverse areas such as finance and insurance, health sciences, life sciences, engineering and information science."--
Recent progress in theory and applications : foundations, trees, and numerical issues in finance( Book )

1 edition published in 2010 in English and held by 19 WorldCat member libraries worldwide

Stochastic processes beyond semimartingales with application to interest rates, credit risk and volatility modeling by Holger Fink( )

1 edition published in 2012 in English and held by 15 WorldCat member libraries worldwide

Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance by Thomas Duquesne( )

2 editions published in 2010 in English and held by 11 WorldCat member libraries worldwide

Large deviations results in the presence of heavy tails, with applications to insurance risk by Søren Asmussen( Book )

6 editions published in 1995 in English and German and held by 8 WorldCat member libraries worldwide

Optimal portfolios with bounded value at risk by Claudia Klüppelberg( Book )

1 edition published in 1998 in English and held by 6 WorldCat member libraries worldwide

Heavy tails and highly volatile phenomena( Book )

2 editions published in 1997 in English and held by 5 WorldCat member libraries worldwide

Regular variation in the mean and stable limits for poisson shot noise by Claudia Klüppelberg( Book )

2 editions published in 2001 in English and held by 4 WorldCat member libraries worldwide

A note on the tail accuracy of the univariate saddlepoint approximation by O. E Barndorff-Nielsen( Book )

6 editions published in 1991 in English and held by 4 WorldCat member libraries worldwide

Large deviations of heavy tailed random sums with applications in insurance and finance by Claudia Klüppelberg( Book )

2 editions published in 1995 in German and English and held by 4 WorldCat member libraries worldwide

Subexponential distributions by Charles M Goldie( Book )

1 edition published in 1996 in English and held by 4 WorldCat member libraries worldwide

Self-normalised and randomly centred spectral estimates by Claudia Klüppelberg( Book )

2 editions published in 1995 in German and English and held by 4 WorldCat member libraries worldwide

Lévy matters by Thomas Duquesne( Book )

in Undetermined and held by 2 WorldCat member libraries worldwide

Lévy matters : [a subseries on Lévy processes] by Serge Cohen( )

1 edition published in 2012 in English and held by 2 WorldCat member libraries worldwide

Annotation
Mathematical models of financial derivatives by Y. K Kwok( )

2 editions published in 2008 in English and held by 1 WorldCat member library worldwide

Financial Mathematics is one of the fastest growing research fields in applied mathematics. Leading edge banking and financial firms around the globe are hiring people who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks. Mathematical Models of Financial Derivatives serves this increasing demand, and is suitable as a textbook for degree programs in mathematical and computational finance. It models derivative products based mainly on the differential equation approach, together with numerical solution techniques when appropriate. Research results and concepts are made accessible to the student through extensive, well thought out exercises at the end of each chapter
Empirical likelihood methods for an AR(1) process with ARCH(1) errors( )

1 edition published in 2006 in English and held by 1 WorldCat member library worldwide

For an AR(1) process with ARCH(1) errors, we propose empirical likelihood tests for testing whether the sequence is strictly stationary but has infinte variance, or the sequence is an ARCH(1) sequence or the sequence is an iid sequence. Moreover, an empirical likelihood based confidence interval for the parameter in the AR part is proposed. All of these results do not require more than a finite second moment of the innovations. This includes the case of t-innovations for any degree of freedom larger than 2, which serves as a prominent model for real data. -- ARCH model ; Empirical likelihood ; Stationary ; Weighted least squares
Levy matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance by Thomas Duquesne( Book )

2 editions published in 2010 in English and held by 1 WorldCat member library worldwide

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Modelling extremal events for insurance and finance
Alternative Names
Claudia Klüppelberg deutsche Mathematikerin

Claudia Klüppelberg Duits wiskundige

Claudia Klüppelberg German mathematician

Claudia Klüppelberg matemática alemana

Claudia Klüppelberg tysk matematikar

Claudia Klüppelberg tysk matematiker

Klüppelberg, C.

Languages
English (107)

German (6)

Covers
Complex stochastic systemsRecent progress in theory and applications : foundations, trees, and numerical issues in financeLévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in FinanceMathematical models of financial derivatives