Claudia Klüppelberg (born May 23, 1953) is a German mathematical statistician 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 prope ...

. She is a professor emerita of mathematical statistics at the

Technical University of Munich The Technical University of Munich (TUM or TU Munich; ) is a public research university in Munich, Bavaria, Germany. It specializes in engineering, technology, medicine, and applied and natural sciences. Established in 1868 by King Ludwig II ...

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 university, public research university in Mannheim, Baden-Württemberg, Germany. Founded in 1967, the university has its origins in the ''Palatine Aca ...

. 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 Germany, France, Italy, Poland and some other European and non-English-speaking countries. The candidate fulfills a university's set criteria of excelle ...

in 1993 at

ETH Zurich ETH Zurich (; ) is a public university in Zurich, Switzerland. Founded in 1854 with the stated mission to educate engineers and scientists, the university focuses primarily on science, technology, engineering, and mathematics. ETH Zurich ran ...

. Then, she became a professor of applied statistics at

Johannes Gutenberg University Mainz The Johannes Gutenberg University Mainz () is a public research university in Mainz, Rhineland Palatinate, Germany. It has been named after the printer Johannes Gutenberg since 1946. it had approximately 32,000 students enrolled in around 100 a ...

, 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 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 (, or , BVO) is the highest state decoration, federal decoration of the Federal Republic of Germany. It may be awarded for any field of endeavor. It was created by the first List of president ...

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 ...

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

References

{{DEFAULTSORT:Kluppelberg, Claudia Living people German statisticians German 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 1953 births