Klppelberg Claudia

Claudia Klppelberg

Information about the author Claudia Klppelberg will soon be added to the site.
Found 5 papers in total
Risk in a Large Claims Insurance Market with Bipartite Graph Structure
Risk in a Large Claims Insurance Market with Bipartite Graph Structure
2016
We model the influence of sharing large exogeneous losses to the reinsurance market by...
Subexponential distributions – large deviations with applications to insurance and queueing models
Subexponential distributions – large deviations with applications to insurance and queueing models
2004
This paper presents a fine large-deviations theory for heavy-tailed distributions...
Telecommunication traffic, queueing models, and subexponential distributions
Telecommunication traffic, queueing models, and subexponential distributions
1999
This article reviews various models within the queueing framework which have been...
Large claims approximations for risk processes in a Markovian environment
Large claims approximations for risk processes in a Markovian environment
1994
Let be the probability of ruin for a risk process which has initial reserve u and...
Subexponential distributions and integrated tails
Subexponential distributions and integrated tails
1988
Let F be a distribution function on [0,•) with finite expectation. In terms of...
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