Festkolloquium in Honor of Professor Claudia Klüppelberg
Friday, May 17, 2019
Programme
11:00 Opening words
- Robert Stelzer: Back to GARCHing: Geometric ergodicity and statistical estimation in the multivariate continuous time set-up
- Vicky Fasen-Hartmann: Tail probabilities of random linear functions of regularly varying random vectors
12:30 Lunch
14:30 Welcoming words by Folkmar Bornemann
- Anita Behme: Exponential functionals: Beyond Lévy processes
- Alexander Lindner: On quasi-infinitely divisible distributions
16:15 Coffee break
16:45 Gernot Müller: Modeling electricity prices and the infeed from renewable energies
17:30 Concluding words
Venue: Institute for Advanced Study, Lichtenbergstraße 2a, Garching
Contact: Andrea Grant and Stephan Haug