Claudia Klüppelberg

10.3k citations
148 papers · 6.1k indexed · 1 hit paper · h-index 35
Topics
Financial Risk and Volatility Modeling (91 papers)Stochastic processes and financial applications (55 papers)Probability and Risk Models (54 papers)

In The Last Decade

Claudia Klüppelberg

144 papers receiving 5.6k citations

Hit Papers

Modelling Extremal Events1997202620062016199750010001.5k2.0k2.5k

Peers

Claudia Klüppelberg
Comparison fields: 5 of 136
  • Finance 3.6k
  • Management Science and Operations Research 2.6k
  • Economics and Econometrics 1.8k
  • Statistics and Probability 1.5k
  • Demography 969
Replace Thomas Mikosch with:
Thomas Mikosch Denmark
Jean Jacod France
Sidney I. Resnick United States
Gennady Samorodnitsky United States
Philip Protter United States
Freddy Delbaen Switzerland
David Heath United States
Paul Embrechts Switzerland
Albert N. Shiryaev Russia
L. C. G. Rogers United Kingdom
Claudia Klüppelberg relative to Thomas Mikosch Denmark Thomas Mikosch's profile →
Citations per field
00.5×1.5×2.3×
Thomas Mikosch · 1×
Citations per year

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

20 of 20 papers shown
#WorkIndexed citations
1 0
2 8
3 3
4 2
5 4
6 1
7 6
8 2
9 17
10 2
11 8
12 1
13
Operational VaR: a closed-form approximation
57
14 47
15 3
16 119
17
On strong consistency of estimators for infinite variance time series
2
18
Some Limit Theory for the Self-normalised Periodogram of Stable Processes
24
19 26
20
Asymptotic ruin probabilities and hazard rates.
4

About Claudia Klüppelberg

Claudia Klüppelberg is a scholar working on Finance, Management Science and Operations Research and Statistics and Probability, having authored 148 papers that have together received 6.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (91 papers), Stochastic processes and financial applications (55 papers) and Probability and Risk Models (54 papers). The work is most often cited by research in Finance (3.6k citations), Management Science and Operations Research (2.6k citations) and Statistics and Probability (1.5k citations). Claudia Klüppelberg has collaborated with scholars based in Germany, United States and Switzerland. Frequent 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. Their work appears in journals such as The Journal of Chemical Physics, Journal of Econometrics and Operations Research.

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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2026