WorldCat Identities

Klüppelberg, Claudia 1953-

Overview
Works: 58 works in 125 publications in 2 languages and 951 library holdings
Genres: Conference proceedings  Textbooks 
Roles: Editor, Other, Honoree
Classifications: HG6024.A3, 332.645
Publication Timeline
Key
Publications about  Claudia Klüppelberg Publications about Claudia Klüppelberg
Publications by  Claudia Klüppelberg Publications by Claudia Klüppelberg
Most widely held works by Claudia Klüppelberg
Modelling extremal events for insurance and finance by Paul Embrechts ( Book )
35 editions published between 1997 and 2010 in 3 languages and held by 555 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 ( Book )
12 editions published between 2000 and 2001 in English and Undetermined and held by 242 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."--BOOK JACKET
Subexpotentielle Verteilungen und Charakterisierungen verwandter Klassen by Claudia Klüppelberg ( Book )
5 editions published in 1987 in German and held by 26 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 13 WorldCat member libraries worldwide
Annotation
Mathematical models of financial derivatives by Y. K Kwok ( )
1 edition published in 2008 in English and held by 13 WorldCat member libraries 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
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 10 WorldCat member libraries worldwide
Modelling extremal events : for insurance and finance ; with 100 figures by Paul Embrechts ( Book )
5 editions published between 1997 and 2002 in English and held by 9 WorldCat member libraries worldwide
Large deviations results in the presence of heavy tails, with applications to insurance risk by Søren Asmussen ( Book )
5 editions published in 1995 in English and German and held by 7 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
Subexponential distributions by C. M Goldie ( Book )
2 editions published between 1996 and 1998 in English and held by 5 WorldCat member libraries worldwide
Heavy tails and highly volatile phenomena ( Book )
1 edition published in 1997 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
Extremal behaviour of diffusion models in finance by Milan Borkovec ( Book )
2 editions published between 1996 and 1997 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
Records in time series an investigation to global warming by Claudia Klüppelberg ( Book )
1 edition published in 1995 in English and held by 4 WorldCat member libraries worldwide
Limit laws for exponential families by August A Balkema ( Book )
2 editions published in 1995 in English and held by 4 WorldCat member libraries worldwide
Ruin probabilities in the presence of heavy tails and interest rates by Claudia Klüppelberg ( Book )
1 edition published in 1995 in English and held by 4 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 3 WorldCat member libraries worldwide
A note on the tail accuracy of the univariate saddlepoint approximation by O. E Barndorff-Nielsen ( Book )
4 editions published in 1991 in English and held by 3 WorldCat member libraries worldwide
Lévy Matters II Recent Progress in Theory and Applications - Functional Lévy Fields, and Scale Functions by Serge Cohen ( )
1 edition published in 2012 in English and held by 2 WorldCat member libraries worldwide
Annotation
 
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Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.68 (from 0.27 for Subexponen ... to 1.00 for Heavy tail ...)
Alternative Names
Klüppelberg, C.
Languages
English (76)
German (9)
Covers