Claudia Klüppelberg is a German

mathematical statistician Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical an ...

and applied probability theorist, known for her work in risk assessment and

statistical finance Statistical finance, is the application of econophysics to financial markets. Instead of the normative roots of finance, it uses a positivist framework. It includes exemplars from statistical physics with an emphasis on emergent or collective prop ...

. She is a professor emerita of mathematical statistics at the

Technical University of Munich The Technical University of Munich (TUM or TU Munich; german: Technische Universität München) is a public research university in Munich, Germany. It specializes in engineering, technology, medicine, and applied and natural sciences. Establis ...

Education and career

Klüppelberg completed a doctorate in 1987 at the

University of Mannheim The University of Mannheim (German: ''Universität Mannheim''), abbreviated UMA, is a public research university in Mannheim, Baden-Württemberg, Germany. Founded in 1967, the university has its origins in the ''Palatine Academy of Sciences'', ...

. Her dissertation, ''Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen'', was jointly supervised by Horand Störmer and Paul Embrechts. She earned her

habilitation Habilitation is the highest university degree, or the procedure by which it is achieved, in many European countries. The candidate fulfills a university's set criteria of excellence in research, teaching and further education, usually including a ...

in 1993 at

ETH Zurich (colloquially) , former_name = eidgenössische polytechnische Schule , image = ETHZ.JPG , image_size = , established = , type = Public , budget = CHF 1.896 billion (2021) , rector = Günther Dissertori , president = Joël Mesot , ac ...

. Then, she became a professor of applied statistics at

Johannes Gutenberg University Mainz The Johannes Gutenberg University Mainz (german: Johannes Gutenberg-Universität Mainz) is a public research university in Mainz, Rhineland Palatinate, Germany, named after the printer Johannes Gutenberg since 1946. With approximately 32,000 stu ...

, and moved to the Technical University of Munich in 1997. She retired to become a professor emerita in 2019.

Books

Klüppelberg is the co-author of *''Modelling Extremal Events: for Insurance and Finance'' (with Paul Embrechts and Thomas Mikosch, Springer, 1997) She is the co-editor of *''Complex Stochastic Systems'' (edited with

Ole Barndorff-Nielsen Ole Eiler Barndorff-Nielsen (18 March, 1935 – 26 June, 2022) was a Danish statistician who has contributed to many areas of statistical science. Education and career He was born in Copenhagen, and became interested in statistics when, as a ...

and David R. Cox, Chapman & Hall/CRC, 2001) *''Risk - A Multidisciplinary Introduction'' (edited with Daniel Straub and Isabell M. Welpe, Springer, 2014)

Recognition

Klüppelberg was awarded the

Order of Merit of the Federal Republic of Germany The Order of Merit of the Federal Republic of Germany (german: Verdienstorden der Bundesrepublik Deutschland, or , BVO) is the only federal decoration of Germany. It is awarded for special achievements in political, economic, cultural, intellect ...

and the Bavarian state order ' in 2001. She is a Fellow of the

Institute of Mathematical Statistics The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts o ...

, and was a Medallion Lecturer of the Institute of Mathematical Statistics in 2009.

References

{{DEFAULTSORT:Kluppelberg, Claudia Year of birth missing (living people) Living people German statisticians Women statisticians Probability theorists University of Mannheim alumni Academic staff of Johannes Gutenberg University Mainz Academic staff of the Technical University of Munich Recipients of the Cross of the Order of Merit of the Federal Republic of Germany Fellows of the Institute of Mathematical Statistics Mathematical statisticians