| Stationary solutions of the stochastic differential equation dVt= Vt− dUt+ dLt with Lévy noise A Behme, A Lindner, R Maller Stochastic Processes and their Applications 121 (1), 91-108, 2011 | 43 | 2011 |
| On exponential functionals of Lévy processes A Behme, A Lindner Journal of Theoretical Probability 28 (2), 681-720, 2015 | 33 | 2015 |
| Distributional properties of solutions of dV t= V t-dU t+ dL t with Lévy noise AD Behme Advances in Applied Probability 43 (3), 688-711, 2011 | 29 | 2011 |
| A criterion for invariant measures of Itô processes based on the symbol A Behme, A Schnurr | 18 | 2015 |
| Exponential functionals of Lévy processes with jumps A Behme Latin American Journal of Probability and Mathematical Statistics 12, 375-397, 2015 | 16 | 2015 |
| Multivariate generalized Ornstein–Uhlenbeck processes A Behme, A Lindner Stochastic Processes and their Applications 122 (4), 1487-1518, 2012 | 16 | 2012 |
| Generalized Ornstein-Uhlenbeck Processes and Extensions A Behme Doctoral Thesis, TU Braunschweig, 2011 | 16 | 2011 |
| Asymmetric COGARCH processes A Behme, C Klüppelberg, K Mayr Journal of Applied Probability 51 (A), 161-173, 2014 | 15 | 2014 |
| Ruin probabilities for risk processes in a bipartite network A Behme, C Klüppelberg, G Reinert Stochastic Models 36 (4), 548-573, 2020 | 12* | 2020 |
| A class of scale mixtures of Gamma (k)-distributions that are generalized gamma convolutions A Behme, L Bondesson Bernoulli 23 (1), 773-787, 2017 | 11 | 2017 |
| Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory A Behme, A Sideris Bernoulli 28 (2), 1309-1339, 2022 | 9 | 2022 |
| On the law of killed exponential functionals A Behme, A Lindner, J Reker | 9 | 2021 |
| Exponential functionals of Markov additive processes A Behme, A Sideris Electronic Journal of Probability 25, 2020 | 9 | 2020 |
| On the range of exponential functionals of Lévy processes A Behme, A Lindner, M Maejima Séminaire de Probabilités XLVIII, 267-303, 2016 | 8 | 2016 |
| Superposition of COGARCH processes A Behme, C Chong, C Klüppelberg Stochastic Processes and their Applications 125 (4), 1426-1469, 2015 | 8 | 2015 |
| Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions A Behme, M Maejima, M Matsui, N Sakuma | 7 | 2012 |
| Moments of MGOU processes and positive semidefinite matrix processes A Behme Journal of Multivariate Analysis 111, 183-197, 2012 | 6 | 2012 |
| Continuity properties and the support of killed exponential functionals A Behme, A Lindner, J Reker, V Rivero Stochastic Processes and their Applications 140, 115-146, 2021 | 5 | 2021 |
| On -scale functions of spectrally negative L\'evy processes A Behme, D Oechsler, RL Schilling Adv. Appl. Prob. 55, 56-84, 2023 | 3 | 2023 |
| Laplace symbols and invariant distributions A Behme, A Schnurr Statistics & Probability Letters 137, 217-223, 2018 | 3 | 2018 |
Claudia KlüppelbergVerified email at ma.tum.de
