Claudia Klüppelberg

151 papers and 6.2k indexed citations i.

Claudia Klüppelberg has authored 151 papers that have received a total of 6.2k indexed citations. This includes 106 papers in Finance, 63 papers in Management Science and Operations Research and 40 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (88 papers), Stochastic processes and financial applications (56 papers) and Probability and Risk Models (55 papers). Claudia Klüppelberg is often cited by papers focused on Financial Risk and Volatility Modeling (88 papers), Stochastic processes and financial applications (56 papers) and Probability and Risk Models (55 papers) and collaborates with scholars based in Germany, United States and Australia. Claudia Klüppelberg's co-authors include Thomas Mikosch, Alexander Lindner, Søren Asmussen, Ross Maller and Sidney I. Resnick and has published in prestigious journals such as The Journal of Chemical Physics, Journal of Econometrics and The Annals of Statistics