Chong, C.
Stochastic PDEs with heavy-tailed noise
Stochastic Processes and their Applications
2016

Kevei, P.
A note on the Kesten-Grincevičius-Goldie theorem
Electronic Communications in Probability
2016
21
51
Jul
1-12

Kevei, P. and Mason, D.M.
On the Breiman conjecture
Proceedings of the American Mathematical Society
2016
144
9
Feb
4043-4053

Chen, B., Chong, C., and Klüppelberg, C.
Simulation of stochastic Volterra equations driven by space-time Lévy noise.
209-229
The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen
Podolskij, M., Stolzer, R., Thorbjørnsen, S., and Veraart, A.E.D.
Springer
2016

Klüppelberg, C. and Zhang, J.
Time-consistency of risk measures with GARCH volatilities and their estimation
Statistics & Risk Modeling
2016
32
2
Mar
103-124

Buhl, S. and Klüppelberg, C.
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
Extremes
2016
19
4
Dec
627-660

Kley, O. and Klüppelberg, C.
Bounds for randomly shared risk of heavy-tailed loss factors
Extremes
2016
19
4
Dec
719–733

Kley, O., Klüppelberg, C., and Reinert G.
Risk in a large claims insurance market with bipartite graph structure
Operations Research
2016
64
5
Jul
1159-1176

Chong, C.
Lévy-driven Volterra equations in space and time
Journal of Theoretical Probability
2016

Doney, R.A., Klüppelberg, C., and Maller, R.A.
Passage time and fluctuation calculations for subexponential Lévy processes
Bernoulli
2016
22
3
Aug
1491-1519