Claudia_Klüppelberg

Claudia Klüppelberg

Claudia Klüppelberg

German mathematician (born 1953)


Claudia Klüppelberg (born May 23, 1953) 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]

Quick Facts Born, Alma mater ...

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 Pro meritis scientiae et litterarum [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. "Prof. Dr. Claudia Klüppelberg", Professors, Technical University of Munich, retrieved 2019-09-12
  2. Reviews of Modelling Extremal Events:
  3. Review of Complex Stochastic Systems:
    • Sheehan, N. (June 2001), Biometrics, 57 (2): 651–652, JSTOR 3068388{{citation}}: CS1 maint: untitled periodical (link)

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