Claudia Klüppelberg

10.3k total citations · 1 hit paper
148 papers, 6.1k citations indexed

About

Claudia Klüppelberg is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Claudia Klüppelberg has authored 148 papers receiving a total of 6.1k indexed citations (citations by other indexed papers that have themselves been cited), including 110 papers in Finance, 63 papers in Management Science and Operations Research and 38 papers in Economics and Econometrics. Recurrent topics in Claudia Klüppelberg's work include Financial Risk and Volatility Modeling (91 papers), Stochastic processes and financial applications (55 papers) and Probability and Risk Models (54 papers). Claudia Klüppelberg is often cited by papers focused on Financial Risk and Volatility Modeling (91 papers), Stochastic processes and financial applications (55 papers) and Probability and Risk Models (54 papers). Claudia Klüppelberg collaborates with scholars based in Germany, United States and Switzerland. Claudia Klüppelberg's co-authors include Thomas Mikosch, Paul Embrechts, Søren Asmussen, Alexander Lindner, Ross Maller, Ulrich Stadtmüller, Liang Peng, Tamar Gadrich, Robert J. Adler and Ralf Korn and has published in prestigious journals such as The Journal of Chemical Physics, Journal of Econometrics and Operations Research.

In The Last Decade

Claudia Klüppelberg

144 papers receiving 5.6k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Modelling Extremal Events

1997 2.8k citations Claudia Klüppelberg, Thomas Mikosch et al. profile →

Peers

Countries citing papers authored by Claudia Klüppelberg

Since Specialization

Citations

This map shows the geographic impact of Claudia Klüppelberg's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Claudia Klüppelberg with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Claudia Klüppelberg more than expected).

Fields of papers citing papers by Claudia Klüppelberg

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Claudia Klüppelberg. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Claudia Klüppelberg. The network helps show where Claudia Klüppelberg may publish in the future.

Co-authorship network of co-authors of Claudia Klüppelberg

This figure shows the co-authorship network connecting the top 25 collaborators of Claudia Klüppelberg. A scholar is included among the top collaborators of Claudia Klüppelberg based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Claudia Klüppelberg. Claudia Klüppelberg is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Causal analysis of extreme risk in a network of industry portfolios 2026 ·Canadian Journal of Statistics ·Claudia Klüppelberg, (unknown)	0
2	Estimating an extreme Bayesian network via scalings 2021 ·Infoscience (Ecole Polytechnique Fédérale de Lausanne) ·Claudia Klüppelberg, (unknown)	8
3	Partial mean field limits in heterogeneous networks 2019 ·Stochastic Processes and their Applications ·(unknown), Claudia Klüppelberg	3
4	Limit theory for the empirical extremogram of random fields 2017 ·Stochastic Processes and their Applications ·(unknown), Claudia Klüppelberg	2
5	Copula structure analysis based on extreme dependence 2015 ·Statistics and Its Interface ·Claudia Klüppelberg, Stephan Haug, (unknown)	4
6	Asymmetric COGARCH processes 2014 ·Journal of Applied Probability ·(unknown), Claudia Klüppelberg, (unknown)	1
7	Asymmetric COGARCH processes 2014 ·Journal of Applied Probability ·(unknown), Claudia Klüppelberg, (unknown)	6
8	Pareto Lévy Measures and Multivariate Regular Variation 2012 ·Advances in Applied Probability ·(unknown), Claudia Klüppelberg	2
9	A fractional credit model with long range dependent default rate 2012 ·Stochastic Processes and their Applications ·Francesca Biagini, (unknown), Claudia Klüppelberg	17
10	On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case 2011 ·Journal of Applied Probability ·(unknown), Claudia Klüppelberg, Ross Maller	2
11	On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case 2011 ·Journal of Applied Probability ·(unknown), Claudia Klüppelberg, Ross Maller	8
12	Maxima of stochastic processes driven by fractional Brownian motion 2005 ·Advances in Applied Probability ·(unknown), Claudia Klüppelberg	1
13	Operational VaR: a closed-form approximation 2005 ·(unknown), Claudia Klüppelberg	57
14	Fractional Brownian motion as a weak limit of Poisson shot noise processes—with applications to finance 2004 ·Stochastic Processes and their Applications ·Claudia Klüppelberg, Christoph Kühn	47
15	Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes 2003 ·Econstor (Econstor) ·Claudia Klüppelberg, Alexander Lindner, Ross Maller	3
16	Large deviations of heavy-tailed random sums with applications in insurance and finance 1997 ·Journal of Applied Probability ·Claudia Klüppelberg, Thomas Mikosch	119
17	On strong consistency of estimators for infinite variance time series 1995 ·Theory of Probability and Mathematical Statistics ·Claudia Klüppelberg, Thomas Mikosch	2
18	Some Limit Theory for the Self-normalised Periodogram of Stable Processes 1994 ·Scandinavian Journal of Statistics ·Claudia Klüppelberg, Thomas Mikosch	24
19	Spectral estimates and stable processes 1993 ·Stochastic Processes and their Applications ·Claudia Klüppelberg, Thomas Mikosch	26
20	Asymptotic ruin probabilities and hazard rates. 1990 ·Mathematics of Operations Research ·Claudia Klüppelberg	4

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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