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Klüppelberg, C. and Lauritzen, S.
Bayesian Networks for Max-linear Models
Network Science - An Aerial View from Different Perspectives
Biagini, F. and Kauermann, G. and Meyer-Brandis, T.
Springer
2019
Do Rêgo Sousa, T., Haug, S., and Klüppelberg, C.
Indirect inference for Lévy-driven continuous-time GARCH models.
Scandinavian Journal of Statistics
2019
46
Aug
765-801
Klüppelberg, C. and Seifert, M.
Explicit results on conditional distributions of generalized exponential mixtures
Preprint
2019
Apr
Das, B., Fasen-Hartmann, V., and Klüppelberg, C.
Tail probabilities of random linear functions of regularly varying random vectors
Preprint
2019
Apr
Borkovec, Milan
Large Fluctuations in Financial Models
1999
Davis, R., do Rêgo Sousa, T., and Klüppelberg, C.
Indirect Inference for Time Series Using the Empirical Characteristic Function and Control Variates
Preprint
2019
Apr
Jakob Herrmann
Regular vine copula based quantile regression
Masterarbeit
2018
Georg Huber
D-vine copula based mean regression and a comparison with gradient boosting
Masterarbeit
2018
Katrin Wiersdörfer
Reduction of the Ruin Probability for an Insurance Company by Capital Transfer in a Bipartite Network
Masterarbeit
2019
Klüppelberg, C. and Pham, V.S.
Estimation of causal CARMA random fields
Preprint
2019
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