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Ruin estimation in multivariate models with Clayton dependence structure
Bregman, Yuliya; Klüppelberg, Claudia - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 6, pp. 462
Persistent link: https://www.econbiz.de/10007258636
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Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
Schreiber, Irene; Müller, Gernot; Klüppelberg, Claudia; … - In: International review of financial analysis 24 (2012), pp. 57-65
Persistent link: https://www.econbiz.de/10010046481
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Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib; Klüppelberg, Claudia - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 224-234
Persistent link: https://www.econbiz.de/10008447796
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Integrated insurance risk models with exponential Lévy investment
Klüppelberg, Claudia; Kostadinova, Radostina - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 560-578
Persistent link: https://www.econbiz.de/10008879714
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Prediction of outstanding insurance claims
Klüppelberg, Claudia; Severin, Martin - 2001
Persistent link: https://www.econbiz.de/10001744662
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Testing for reduction to random walk in autoregressive conditional heteroskedasticity model
Klüppelberg, Claudia; Maller, Ross A.; Vyver, Mark van de - 2001
Persistent link: https://www.econbiz.de/10001744688
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Renewal theory for functionals of a Markov chain with compact state space
Klüppelberg, Claudia; Pergamenchtchikov, Serguei - 2001
Persistent link: https://www.econbiz.de/10001744691
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Testing for reducing to random walk in autogressive conditional heteroskedasticity models
Klüppelberg, Claudia; Maller, Ross A.; Vyver, Mark van de - In: The econometrics journal 5 (2002) 2, pp. 387-416
Persistent link: https://www.econbiz.de/10001713307
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.; Klüppelberg, Claudia - In: Finance and stochastics 8 (2004) 2, pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
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The tail of the stationary distribution of a random coefficient AR(q) model
Klüppelberg, Claudia; Pergamenchtchikov, Serguei - 2002
Persistent link: https://www.econbiz.de/10001744382