An innovations algorithm for the prediction of functional linear processes von Klepsch, J., Klüppelberg, C.

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Prediction of functional ARMA processes with an application to traffic data von Klepsch, J., Klüppelberg, C., Wei, T.

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Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times von Baltrūnas, A., Daley, D.J., Klüppelberg, C.

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On extreme ruinous behaviour of Lévy insurance risk processes von Klüppelberg, C., Kyprianou, A. E.

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Sampling at subexponential times, with queueing applications von Asmussen, Søren, Klüppelberg, Claudia, Sigman, Karl

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Large deviations of heavy-tailed random sums with applications in insurance and finance von Klüppelberg, C., Mikosch, T.

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Copula structure analysis von Klüppelberg, Claudia, Kuhn, Gabriel

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Parameter Estimation for ARMA Models with Infinite Variance Innovations von Mikosch, Thomas, Gadrich, Tamar, Kluppelberg, Claudia, Adler, Robert J.

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Method of moment estimation in the COGARCH(1,1) model von Haug, S., Klüppelberg, C., Lindner, A., Zapp, M.

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The Integrated Periodogram for Stable Processes von Kluppelberg, Claudia, Mikosch, Thomas

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Subexponential distributions and integrated tails von Klueppelberg, C

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Large deviations of heavy-tailed random sums with applications in insurance and finance von Klüppelberg, C., Mikosch, T.

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Telecommunication traffic, queueing models, and subexponential distributions von GREINER, M, JOBMANN, M, KLÜPPELBERG, C

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Modelling Extremal Events: For Insurance and Finance von Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas

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Mathematical Models of Financial Derivatives von Kwok, Yue-Kuen

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Some Limit Theory for the Self-Normalised Periodogram of Stable Processes von Klüppelberg, Claudia, Mikosch, Thomas

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On the distribution tail of an integrated risk model: A numerical approach von Brokate, M., Klüppelberg, C., Kostadinova, R., Maller, R., Seydel, R.C.

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Risk and Asset Allocation von Meucci, Attilio

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Spectral estimates and stable processes von Klüppelberg, Claudia, Mikosch, Thomas

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Large claims approximations for risk processes in a Markovian environment von Asmussen, Søren, Henriksen, Lotte Fløe, Klüppelberg, Claudia

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