D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Mathematics D-index 49 Citations 22,655 212 World Ranking 820 National Ranking 41

Overview

What is she best known for?

The fields of study she is best known for:

  • Statistics
  • Normal distribution
  • Mathematical analysis

Her scientific interests lie mostly in Econometrics, Statistical physics, Applied mathematics, Combinatorics and Lévy process. Her Copula study in the realm of Econometrics connects with subjects such as Hedge. Her research in Statistical physics intersects with topics in Ornstein–Uhlenbeck process, Poisson distribution, Pareto principle and Limit.

Claudia Klüppelberg combines subjects such as Statistics, Asymptotic distribution, Estimator and Coupling from the past with her study of Applied mathematics. Her research on Combinatorics also deals with topics like

  • Random walk that intertwine with fields like Queueing theory, Distribution, Discrete mathematics, Large deviations theory and Distribution function,
  • Distribution that connect with fields like Generalization and Autoregressive model. Her Lévy process research integrates issues from Stochastic process, Autoregressive conditional heteroskedasticity, Futures contract and Stochastic volatility.

Her most cited work include:

  • Modelling Extremal Events: for Insurance and Finance (3444 citations)
  • Modelling Extremal Events (2873 citations)
  • Subexponential distributions and integrated tails. (275 citations)

What are the main themes of her work throughout her whole career to date?

Her primary areas of investigation include Econometrics, Applied mathematics, Statistical physics, Estimator and Lévy process. Her Econometrics research incorporates elements of Multivariate statistics and Extreme value theory. Her study in Applied mathematics is interdisciplinary in nature, drawing from both Directed acyclic graph, Statistics, Asymptotic distribution and Parametric model.

Her studies in Asymptotic distribution integrate themes in fields like Indirect Inference, Stochastic process, Strong consistency and Random field. Her Statistical physics study frequently links to adjacent areas such as Limit. Her Estimator research incorporates themes from Linear model, Series and Statistical model.

She most often published in these fields:

  • Econometrics (29.17%)
  • Applied mathematics (25.38%)
  • Statistical physics (14.39%)

What were the highlights of her more recent work (between 2017-2021)?

  • Applied mathematics (25.38%)
  • Estimator (14.39%)
  • Directed acyclic graph (5.30%)

In recent papers she was focusing on the following fields of study:

The scientist’s investigation covers issues in Applied mathematics, Estimator, Directed acyclic graph, Asymptotic distribution and Linear model. Her work in the fields of Applied mathematics, such as Lévy process, overlaps with other areas such as Space time. Her work carried out in the field of Estimator brings together such families of science as Variogram and Statistical model.

Her Statistical model research focuses on Operational risk and how it relates to Econometrics, Value at risk and Expected shortfall. Her multidisciplinary approach integrates Econometrics and Systemic risk in her work. The Directed acyclic graph study combines topics in areas such as Discrete mathematics, Distribution, Graphical model, Bayesian network and Extreme value theory.

Between 2017 and 2021, her most popular works were:

  • Smoothing of Transport Plans with Fixed Marginals and Rigorous Semiclassical Limit of the Hohenberg–Kohn Functional (26 citations)
  • Max-linear models on directed acyclic graphs (23 citations)
  • Contagion in Financial Systems: A Bayesian Network Approach (11 citations)

In her most recent research, the most cited papers focused on:

  • Statistics
  • Normal distribution
  • Mathematical analysis

Claudia Klüppelberg mostly deals with Directed acyclic graph, Applied mathematics, Linear model, Bayesian network and Extreme value theory. Her Directed acyclic graph research includes themes of Maximum likelihood, Independence and Discrete mathematics. Her studies deal with areas such as Parametric model, Mixing, Confidence interval and Estimator, Asymptotic distribution as well as Applied mathematics.

The study incorporates disciplines such as Autoregressive conditional heteroskedasticity, Moment, Lévy process and Autoregressive model in addition to Estimator. Her work deals with themes such as Indirect Inference, Distribution, Asymptotic theory and Variable, which intersect with Asymptotic distribution. Her Extreme value theory research includes elements of Identifiability and Combinatorics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Modelling Extremal Events: for Insurance and Finance

Paul Embrechts;Thomas Mikosch;Claudia Klüppelberg.
(1997)

9412 Citations

Modelling Extremal Events: for Insurance and Finance

Paul Embrechts;Thomas Mikosch;Claudia Klüppelberg.
(1997)

9412 Citations

Modelling Extremal Events

Paul Embrechts;Claudia Klüppelberg;Thomas Mikosch.
(1997)

5798 Citations

Modelling Extremal Events

Paul Embrechts;Claudia Klüppelberg;Thomas Mikosch.
(1997)

5798 Citations

Subexponential distributions and integrated tails.

Claudia Klüppelberg.
Journal of Applied Probability (1988)

407 Citations

Subexponential distributions and integrated tails.

Claudia Klüppelberg.
Journal of Applied Probability (1988)

407 Citations

A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour

Claudia Klüppelberg;Alexander M. Lindner;R. A. Maller.
Journal of Applied Probability (2004)

320 Citations

A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour

Claudia Klüppelberg;Alexander M. Lindner;R. A. Maller.
Journal of Applied Probability (2004)

320 Citations

Subexponential distributions

Charles M. Goldie;Claudia Klüppelberg.
A practical guide to heavy tails (1998)

285 Citations

Subexponential distributions

Charles M. Goldie;Claudia Klüppelberg.
A practical guide to heavy tails (1998)

285 Citations

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