Authors: Delong, .ukasz Klüppelberg, Claudia

Citation: Delong, .ukasz et Klüppelberg, Claudia, Optimal investment and consumption in a Black.Scholes market with Lévy-driven stochastic coefficients, Annals of applied probability , 18(3), 2008, pp. 879-908

Authors: Klüppelberg, Claudia Pergamenchtchikov, Serguei

Citation: Klüppelberg, Claudia et Pergamenchtchikov, Serguei, The tail of the stationary distribution of a random coefficient AR(q) model, Annals of applied probability , 14(2), 2004, pp. 971-1005

Authors: Borkovec, Milan Klüppelberg, Claudia

Citation: Borkovec, Milan et Klüppelberg, Claudia, The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors, Annals of applied probability , 11(4), 2001, pp. 1220-1241

Authors: Klüppelberg, Claudia Kyprianou, Andreas E. Maller, Ross A.

Citation: Klüppelberg, Claudia et al., Ruin probabilities and overshoots for general Lévy insurance risk processes, Annals of applied probability , 14(4), 2004, pp. 1766-1801