Modelling extremal events: for insurance and finance P Embrechts, C Klüppelberg, T Mikosch Springer Science & Business Media, 2013 | 8918 | 2013 |

Mathematical models of financial derivatives YK Kwok Springer, 2008 | 2494* | 2008 |

Subexponential distributions and integrated tails C Klüppelberg Journal of Applied Probability, 132-141, 1988 | 397 | 1988 |

A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour C Klüppelberg, A Lindner, R Maller Journal of Applied Probability, 601-622, 2004 | 302 | 2004 |

Subexponential distributions CM Goldie, C Klüppelberg A practical guide to heavy tails: statistical techniques and applications …, 1998 | 276 | 1998 |

Large deviations of heavy-tailed random sums with applications in insurance and finance C Klüppelberg, T Mikosch Journal of Applied Probability, 293-308, 1997 | 230 | 1997 |

Ruin probabilities and overshoots for general Lévy insurance risk processes C Klüppelberg, AE Kyprianou, RA Maller The Annals of Applied Probability 14 (4), 1766-1801, 2004 | 213 | 2004 |

Optimal portfolios with bounded capital at risk S Emmer, C Klüppelberg, R Korn Mathematical Finance 11 (4), 365-384, 2001 | 188 | 2001 |

Subexponential distributions and characterizations of related classes C Klüppelberg Probability Theory and Related Fields 82 (2), 259-269, 1989 | 186 | 1989 |

Operational VaR: a closed-form approximation K Böcker, C Klüppelberg Risk, 90-93, 2005 | 171 | 2005 |

Large deviations results for subexponential tails, with applications to insurance risk S Asmussen, C Klüppelberg Stochastic processes and their applications 64 (1), 103-125, 1996 | 162 | 1996 |

Explosive Poisson shot noise processes with applications to risk reserves C Klüppelberg, T Mikosch Bernoulli, 125-147, 1995 | 159 | 1995 |

Ruin probabilities in the presence of heavy-tails and interest rates C Klüppelberg, U Stadtmüller Scandinavian Actuarial Journal 1998 (1), 49-58, 1998 | 148 | 1998 |

Sampling at subexponential times, with queueing applications S Asmussen, C Klüppelberg, K Sigman Stochastic processes and their applications 79 (2), 265-286, 1999 | 135 | 1999 |

A single number can't hedge against economic catastrophes H Rootzen, C Klüppelberg AMBIO: A Journal of the Human Environment 28 (6), 1999 | 130 | 1999 |

Density functional theory and optimal transportation with Coulomb cost C Cotar, G Friesecke, C Klüppelberg Communications on Pure and Applied Mathematics 66 (4), 548-599, 2013 | 123 | 2013 |

The tail of the stationary distribution of an autoregressive process with ARCH (1) errors M Borkovec, C Klüppelberg Annals of Applied Probability, 1220-1241, 2001 | 122 | 2001 |

A local limit theorem for random walk maxima with heavy tails S Asmussen, V Kalashnikov, D Konstantinides, C Klüppelberg, ... Statistics & probability letters 56 (4), 399-404, 2002 | 105 | 2002 |

Some aspects of insurance mathematics P Embrechts, C Klüppelberg Theory of Probability & Its Applications 38 (2), 262-295, 1994 | 103 | 1994 |

Continuous time volatility modelling: COGARCH versus Ornstein–Uhlenbeck models C Klüppelberg, A Lindner, R Maller From stochastic calculus to mathematical finance, 393-419, 2006 | 98 | 2006 |