Claudia Klüppelberg
Claudia Klüppelberg | |
|---|---|
.jpg) Klüppelberg in 2010 | |
| Born | May 23, 1953 |
| Alma mater | University of Mannheim |
| Scientific career | |
| Fields | Mathematics, Statistics |
| Institutions | University of Mainz Technical University of Munich |
| Thesis | Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen (1987) |
| Doctoral advisor | Horand Störmer Paul Embrechts |
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]
Education and career
[edit]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
[edit]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
[edit]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
[edit]- ^ a b c d e "Prof. Dr. Claudia Klüppelberg", Professors, Technical University of Munich, retrieved 2019-09-12
- ^ Claudia Klüppelberg at the Mathematics Genealogy Project
- ^ 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 1458613
{{citation}}: CS1 maint: untitled periodical (link) - Scotto, M. G. (1998), Journal of the Royal Statistical Society, Series D (The Statistician), 47 (4): 709–710, JSTOR 2988377
{{citation}}: CS1 maint: untitled periodical (link) - Martin-Löf, Anders (January 1999), Extremes, 1 (3): 365–366, doi:10.1023/A:1009990003413, S2CID 126465229
{{citation}}: CS1 maint: untitled periodical (link) - Pinkham, Roger (June 1999), SIAM Review, 41 (2): 399–400, JSTOR 2653092
{{citation}}: CS1 maint: untitled periodical (link) - Norberg, Ragnar (November 1998), ASTIN Bulletin, 28 (2): 285–286, doi:10.2143/AST.28.2.519071
{{citation}}: CS1 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 120358268
{{citation}}: CS1 maint: untitled periodical (link) - Malinovskii, V. K. (January 2002), Theory of Probability and its Applications, vol. 46 (4 ed.), pp. 750–751, doi:10.1137/S0040585X97979391
- Maller, R. A. (1998), Mathematical Reviews, doi:10.1007/978-3-642-33483-2, ISBN 978-3-642-08242-9, MR 1458613
- ^ Review of Complex Stochastic Systems:
- ^ Honored IMS Fellows, Institute of Mathematical Statistics, retrieved 2019-09-11
- Living people
- German statisticians
- Women statisticians
- Probability theorists
- University of Mannheim alumni
- Academic staff of Johannes Gutenberg University Mainz
- Academic staff of the Technical University of Munich
- Recipients of the Cross of the Order of Merit of the Federal Republic of Germany
- Fellows of the Institute of Mathematical Statistics
- Mathematical statisticians
- 1953 births