CV

Claudia Klüppelberg is scientifically recognized worldwide for her work in quantitative risk management. Through new approaches and results, the Mathematician has influenced modeling and extension of the spectrum of methods for risk analysis and risk measurement. In particular, she has significantly advanced risk modeling for time series data and high-dimensional network data. For specific applications, she has developed methods of risk quantification in the insurance and financial sector, in aviation and for environmental protection and applied her new technology in projects with industry and engineers. One of Claudia Klüppelberg's central concerns is to research the risk in complex systems and to make the results internationally known. She also attaches particular importance to the promotion of young scientists. In addition to numerous subject-related conferences, she has also organized workshops for young scientists and events for a non-scientific audience. She has published more than 150 papers in scientific journals and books and is also editor of book series and a member of the editorial board of numerous journals. She is also frequently asked to act as a reviewer on an international level; currently, among other functions, she is a member of the Advisory Board of the ETH Risk Center.
 

Short biography

1976 - 1983	Study of Mathematics, University of Mannheim
1987	Doctorate in Mathematics, University of Mannheim
1993	Habilitation in Mathematics, ETH Zürich
1995 - 1997	Chair of Mathematical Statistics, TUM
2008 - 2011	Head of the focus group "Risk Analysis and Stochastic Modelling" at the Institute for Advanced Study of the Technical University of Munich
2019 - 2021	President of the Bernoulli Society for Mathematical Statistics and Probability

 

Memberships and honors

• Member of the Advisory Board of the ETH Risk Center (since 2014)

• Aisenstadt Chair, Centre de Recherches Mathématiques, Université de Montréal (2017)

• Chair of the German Stochastics Group (1998-2000)

• Olga Taussky-Pauli Fellow am Wolfgang Pauli Institut (2009/10)

• IMS Medaillon Lecture (2009)

• IMS Fellow

• Elected Fellow of the International Statistical Institute (ISI)

• Editor of the Springer book series "Springer Finance"

• Editor of the Springer Lecture Notes in Mathematics Subseries „Lévy Matters"

• Research Visits (among others): ANU Canberra, Arhus University, Cambridge, Cornell, EPFL, Oxford, Imperial College London, Research Institute Oberwolfach, Riso Institute for Sustainable Energy Copenhagen
   

Research projects (a selection)

• German Research Foundation (DFG) "Statistical Analysis of Stochastic Integral Processes in Space and Time", PI (2017-2020)

• Deutsche Lufthansa AG "SaMSys", PI (2013-2015)

• COST European Cooperation in Science & Technology "Statistics of Network Data Science" (2016-2020)

• European Science Foundation (ESF) "Advanced Mathematical Methods for Finance", German coordinator (2005-2010)

• SFB 386 "Statistical Analysis of Discrete Structures", Vice Speaker (2000-2006)

• Graduate College "Applied Algorithmic Mathematics", PI (1998-2007)

• HypoVereinsbank "Financial Engineering and Risk Analysis", PI (1998-2002)
   

Awards

• PRMIA New Frontiers in Risk Management Award (2007)

• Pro Meritis Scientiae et Litterarum (2001)

• Federal Cross of Merit (Bundesverdienstkreuz) (2001)

• INFORMS Applied Probability Section 1999 Best Publication Award for my book: Embrechts P, Klüppelberg C, Mikosch T: Modelling Extremal Events for Insurance and Finance. Berlin: Springer, 1997.

You can download "Explanations of honors and awards" here [PDF 215 KB]