| Modelling extremal events for insurance and finance P Embrechts, T Klüppelberg, C, Mikosch | 10452* | 2004 |
| Subexponential distributions and integrated tails C Klüppelberg Journal of Applied Probability 25 (1), 132-141, 1988 | 442 | 1988 |
| A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour C Klüppelberg, A Lindner, R Maller Journal of Applied Probability 41 (3), 601-622, 2004 | 355 | 2004 |
| Subexponential distributions CM Goldie, C Klüppelberg A practical guide to heavy tails: statistical techniques and applications …, 1998 | 310 | 1998 |
| Large deviations of heavy-tailed random sums with applications in insurance and finance C Klüppelberg, T Mikosch Journal of Applied Probability 34 (2), 293-308, 1997 | 259 | 1997 |
| Parameter estimation for ARMA models with infinite variance innovations T Mikosch, T Gadrich, C Klüppelberg, RJ Adler The Annals of Statistics, 305-326, 1995 | 259 | 1995 |
| Ruin probabilities and overshoots for general Lévy insurance risk processes C Klüppelberg, AE Kyprianou, RA Maller | 240 | 2004 |
| Operational VaR: a closed-form approximation K Böcker, C Klüppelberg Risk, 90-93, 2005 | 236 | 2005 |
| Density functional theory and optimal transportation with Coulomb cost C Cotar, G Friesecke, C Klüppelberg Communications on Pure and Applied Mathematics 66 (4), 548-599, 2013 | 203 | 2013 |
| Subexponential distributions and characterizations of related classes C Klüppelberg Probability Theory and Related Fields 82 (2), 259-269, 1989 | 203 | 1989 |
| Optimal portfolios with bounded capital at risk S Emmer, C Klüppelberg, R Korn Mathematical Finance 11 (4), 365-384, 2001 | 191 | 2001 |
| Explosive Poisson shot noise processes with applications to risk reserves C Klüppelberg, T Mikosch Bernoulli, 125-147, 1995 | 180 | 1995 |
| Large deviations results for subexponential tails, with applications to insurance risk S Asmussen, C Klüppelberg Stochastic processes and their applications 64 (1), 103-125, 1996 | 165 | 1996 |
| Ruin probabilities in the presence of heavy-tails and interest rates C Klüppelberg, U Stadtmüller Scandinavian Actuarial Journal 1998 (1), 49-58, 1998 | 160 | 1998 |
| Sampling at subexponential times, with queueing applications S Asmussen, C Klüppelberg, K Sigman Stochastic processes and their applications 79 (2), 265-286, 1999 | 150 | 1999 |
| The tail of the stationary distribution of an autoregressive process with ARCH (1) errors M Borkovec, C Klüppelberg Annals of Applied Probability, 1220-1241, 2001 | 141 | 2001 |
| T. Mikosch (1997) P Embrechts, C Klüppelberg Modelling extremal events for insurance and finance, 2004 | 131 | 2004 |
| A single number can't hedge against economic catastrophes H Rootzen, C Klüppelberg AMBIO: A Journal of the Human Environment 28 (6), 1999 | 131 | 1999 |
| Prediction of functional ARMA processes with an application to traffic data J Klepsch, C Klüppelberg, T Wei Econometrics and Statistics 1, 128-149, 2017 | 120 | 2017 |
| Multivariate models for operational risk K Böcker, C Klüppelberg Quantitative Finance 10 (8), 855-869, 2010 | 109 | 2010 |
