Claudia Klüppelberg

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Klüppelberg in 2010

Claudia Klüppelberg is a German mathematical statistician and applied probability theorist, known for her work in risk assessment and statistical finance. She is a professor emerita of mathematical statistics at the Technical University of Munich.[1]

Education and career[]

Klüppelberg completed a doctorate in 1987 at the University of Mannheim.[1] Her dissertation, Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen, was jointly supervised by Horand Störmer and Paul Embrechts.[2]

She earned her habilitation in 1993 at ETH Zurich. Then, she became a professor of applied statistics at Johannes Gutenberg University Mainz, and moved to the Technical University of Munich in 1997. She retired to become a professor emerita in 2019.[1]

Books[]

Klüppelberg is the co-author of

  • Modelling Extremal Events: for Insurance and Finance (with Paul Embrechts and Thomas Mikosch, Springer, 1997)[3]

She is the co-editor of

  • Complex Stochastic Systems (edited with Ole Barndorff-Nielsen and David R. Cox, Chapman & Hall/CRC, 2001)[4]
  • Risk - A Multidisciplinary Introduction (edited with Daniel Straub and Isabell M. Welpe, Springer, 2014)

Recognition[]

Klüppelberg was awarded the Order of Merit of the Federal Republic of Germany and the Bavarian state order  [de] in 2001.[1] She is a Fellow of the Institute of Mathematical Statistics,[5] and was a Medallion Lecturer of the Institute of Mathematical Statistics in 2009.[1]

References[]

  1. ^ Jump up to: a b c d e "Prof. Dr. Claudia Klüppelberg", Professors, Technical University of Munich, retrieved 2019-09-12
  2. ^ Claudia Klüppelberg at the Mathematics Genealogy Project
  3. ^ Reviews of Modelling Extremal Events:
    • Maller, R. A. (1998), Mathematical Reviews, doi:10.1007/978-3-642-33483-2, ISBN 978-3-642-08242-9, MR 1458613CS1 maint: untitled periodical (link)
    • Scotto, M. G. (1998), Journal of the Royal Statistical Society, Series D (The Statistician), 47 (4): 709–710, JSTOR 2988377CS1 maint: untitled periodical (link)
    • Martin-Löf, Anders (January 1999), Extremes, 1 (3): 365–366, doi:10.1023/A:1009990003413, S2CID 126465229CS1 maint: untitled periodical (link)
    • Pinkham, Roger (June 1999), SIAM Review, 41 (2): 399–400, JSTOR 2653092CS1 maint: untitled periodical (link)
    • Norberg, Ragnar (November 1998), ASTIN Bulletin, 28 (2): 285–286, doi:10.2143/AST.28.2.519071CS1 maint: untitled periodical (link)
    • Corcoran, Jem N (March 2002), Journal of the American Statistical Association, 97 (457): 360, doi:10.1198/jasa.2002.s455, JSTOR 3085797, S2CID 120358268CS1 maint: untitled periodical (link)
    • Malinovskii, V. K. (January 2002), Theory of Probability and its Applications, 46 (4 ed.), pp. 750–751, doi:10.1137/S0040585X97979391
  4. ^ Review of Complex Stochastic Systems:
    • Sheehan, N. (June 2001), Biometrics, 57 (2): 651–652, JSTOR 3068388CS1 maint: untitled periodical (link)
  5. ^ Honored IMS Fellows, Institute of Mathematical Statistics, retrieved 2019-09-11
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