Claudia Klüppelberg

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]

The german mathematician Prof. Dr. Claudia Klüppelberg with her collegue Dr. Christian Bluhm during a lecture about the financial crisis and stochastics at the Technische Universität München.

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 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. 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:1009990003413CS1 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 3085797CS1 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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