Claudia Klüppelberg


Claudia Klüppelberg is a German mathematical statistician and applied probability theorist, known for her work in risk assessment and statistical finance. She is a professor emerita of mathematical statistics at the Technical University of Munich.

Education and career

Klüppelberg completed a doctorate in 1987 at the University of Mannheim. Her dissertation, Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen, was jointly supervised by Horand Störmer and Paul Embrechts.
She earned her habilitation in 1993 at ETH Zurich. Then, she became a professor of applied statistics at Johannes Gutenberg University Mainz, 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
She is the co-editor of
Klüppelberg was awarded the Order of Merit of the Federal Republic of Germany and the Bavarian state order in 2001. She is a Fellow of the Institute of Mathematical Statistics, and was a Medallion Lecturer of the Institute of Mathematical Statistics in 2009.