Works matching AU Hashorva, Enkelejd
Results: 60
On Berman Functions.
- Published in:
- Methodology & Computing in Applied Probability, 2024, v. 26, n. 1, p. 1, doi. 10.1007/s11009-023-10059-6
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- Article
On Generalised Piterbarg Constants.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 137, doi. 10.1007/s11009-016-9537-0
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- Publication type:
- Article
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 181, doi. 10.1007/s11009-014-9407-6
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- Article
Second Order Asymptotics of Aggregated Log-Elliptical Risk.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 4, p. 969, doi. 10.1007/s11009-013-9356-5
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- Article
On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 1, p. 169, doi. 10.1007/s11009-012-9305-8
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- Article
Large Deviations for Proportions of Observations Which Fall in Random Sets Determined by Order Statistics.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 4, p. 875, doi. 10.1007/s11009-012-9290-y
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- Article
Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend.
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- Methodology & Computing in Applied Probability, 2003, v. 5, n. 3, p. 271, doi. 10.1023/A:1026242019110
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- Article
Extremes of Gaussian Processes with Maximal Variance near the Boundary Points.
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- Methodology & Computing in Applied Probability, 2000, v. 2, n. 3, p. 255, doi. 10.1023/A:1010029228490
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- Article
Aggregation of randomly weighted large risks.
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- IMA Journal of Management Mathematics, 2017, v. 28, n. 3, p. 403, doi. 10.1093/imaman/dpv020
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- Article
Gaussian Approximation of Conditional Elliptical Random Vectors.
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- 2006
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- Abstract
On asymptotics of multivariate integrals with applications to records.
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- Stochastic Models, 2002, v. 18, n. 1, p. 41, doi. 10.1081/STM-120002774
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- Article
Editorial introduction: special issue on Gaussian queues.
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- 2023
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- Publication type:
- Editorial
Sojourns of fractional Brownian motion queues: transient asymptotics.
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- Queueing Systems, 2023, v. 105, n. 1/2, p. 139, doi. 10.1007/s11134-023-09890-y
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- Article
On the continuity of Pickands constants.
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- Journal of Applied Probability, 2022, v. 59, n. 1, p. 187, doi. 10.1017/jpr.2021.42
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- Article
Simultaneous ruin probability for two-dimensional brownian risk model.
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- Journal of Applied Probability, 2020, v. 57, n. 2, p. 597, doi. 10.1017/jpr.2020.14
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- Article
PARISIAN RUIN OF SELF-SIMILAR GAUSSIAN RISK PROCESSES.
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- Journal of Applied Probability, 2015, v. 52, n. 3, p. 688
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- Article
EXTREMES OF HOMOGENEOUS GAUSSIAN RANDOM FIELDS.
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- Journal of Applied Probability, 2015, v. 52, n. 1, p. 55
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- Article
AGGREGATION OF LOG-LINEAR RISKS.
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- Journal of Applied Probability, 2014, v. 51A, p. 203, doi. 10.1017/S0021900200021288
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- Article
APPROXIMATION OF PASSAGE TIMES OF γ -REFLECTED PROCESSES WITH FBM INPUT.
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- Journal of Applied Probability, 2014, v. 51, n. 3, p. 713, doi. 10.1239/jap/1409932669
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- Article
ASYMPTOTICS OF MAXIMA OF STRONGLY DEPENDENT GAUSSIAN PROCESSES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1106, doi. 10.1239/jap/1354716660
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- Article
The harmonic mean formula for random processes.
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- Stochastic Analysis & Applications, 2023, v. 41, n. 3, p. 591, doi. 10.1080/07362994.2022.2055574
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- Article
Sojourn times of Gaussian and related random fields.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2023, v. 20, n. 1, p. 249, doi. 10.30757/ALEA.v20-10
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- Article
EXTREMES OF γ-REFLECTED GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS.
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- ESAIM: Probability & Statistics, 2017, v. 21, p. 1
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- Article
EXTREMES AND LIMIT THEOREMS FOR DIFFERENCE OF CHI-TYPE PROCESSES.
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- ESAIM: Probability & Statistics, 2016, v. 20, p. 349, doi. 10.1051/ps/2016018
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- Article
Uniform tail approximation of homogenous functionals of Gaussian fields.
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- Advances in Applied Probability, 2017, v. 49, n. 4, p. 1037, doi. 10.1017/apr.2017.33
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- Article
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids.
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- Statistics, 2015, v. 49, n. 2, p. 338, doi. 10.1080/02331888.2014.982653
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- Article
Tail asymptotic of Weibull-type risks.
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- Statistics, 2014, v. 48, n. 5, p. 1155, doi. 10.1080/02331888.2013.800520
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- Article
On the strong Kotz approximation of Dirichlet random vectors.
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- Statistics, 2009, v. 43, n. 4, p. 393, doi. 10.1080/02331880802395955
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- Article
Maxima of skew elliptical triangular arrays.
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- Communications in Statistics: Theory & Methods, 2016, v. 45, n. 12, p. 3692, doi. 10.1080/03610926.2014.906613
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- Article
Limit Laws for Maxima of Contracted Stationary Gaussian Sequences.
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- Communications in Statistics: Theory & Methods, 2015, v. 44, n. 21, p. 4641, doi. 10.1080/03610926.2013.784994
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- Article
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process.
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- Communications in Statistics: Theory & Methods, 2014, v. 43, n. 10-12, p. 2540, doi. 10.1080/03610926.2012.759974
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- Article
Extremes of weighted Dirichlet arrays.
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- Extremes, 2008, v. 11, n. 4, p. 393, doi. 10.1007/s10687-008-0064-4
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- Article
Asymptotic properties of type I elliptical random vectors.
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- Extremes, 2007, v. 10, n. 4, p. 175, doi. 10.1007/s10687-007-0040-4
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- Article
Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks.
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- Stochastic Models, 2015, v. 31, n. 1, p. 1, doi. 10.1080/15326349.2014.954133
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- Article
Extremes and First Passage Times of Correlated Fractional Brownian Motions.
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- Stochastic Models, 2014, v. 30, n. 3, p. 272, doi. 10.1080/15326349.2014.903159
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- Article
Pandemic-type failures in multivariate Brownian risk models.
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- Extremes, 2022, v. 25, n. 1, p. 1, doi. 10.1007/s10687-021-00424-4
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- Article
Generalized Pickands constants and stationary max-stable processes.
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- Extremes, 2017, v. 20, n. 3, p. 493, doi. 10.1007/s10687-017-0289-1
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- Article
Extremes of Gaussian random fields with regularly varying dependence structure.
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- Extremes, 2017, v. 20, n. 2, p. 333, doi. 10.1007/s10687-016-0276-y
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- Article
Asymptotic expansion of Gaussian chaos via probabilistic approach.
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- Extremes, 2015, v. 18, n. 3, p. 315, doi. 10.1007/s10687-015-0215-3
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- Article
Piterbarg theorems for chi-processes with trend.
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- Extremes, 2015, v. 18, n. 1, p. 37, doi. 10.1007/s10687-014-0201-1
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- Article
Exact tail asymptotics in bivariate scale mixture models.
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- Extremes, 2012, v. 15, n. 1, p. 109, doi. 10.1007/s10687-011-0129-7
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- Article
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals.
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- Extremes, 2014, v. 17, n. 3, p. 411, doi. 10.1007/s10687-014-0186-9
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- Article
Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes.
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- Extremes, 2013, v. 16, n. 2, p. 241, doi. 10.1007/s10687-013-0170-9
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- Article
Extremes of independent chi-square random vectors.
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- Extremes, 2012, v. 15, n. 1, p. 35, doi. 10.1007/s10687-010-0125-3
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- Article
Conditional limit results for type I polar distributions.
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- Extremes, 2009, v. 12, n. 3, p. 239, doi. 10.1007/s10687-008-0078-y
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- Publication type:
- Article
Book Review: Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. By R.-D. Reiss and M. Thomas.
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- Biometrical Journal, 2008, v. 50, n. 4, p. 625, doi. 10.1002/bimj.200810433
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- Publication type:
- Article
ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK.
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- Probability in the Engineering & Informational Sciences, 2014, v. 28, n. 4, p. 573, doi. 10.1017/S026996481400014X
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- Publication type:
- Article
ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS.
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- Astin Bulletin, 2015, v. 45, n. 1, p. 175, doi. 10.1017/asb.2014.24
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- Publication type:
- Article
Foreword by the Guest Editors of the RARE special issue.
- Published in:
- 2018
- By:
- Publication type:
- Editorial
On age difference in joint lifetime modelling with life insurance annuity applications.
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- Annals of Actuarial Science, 2018, v. 12, n. 2, p. 350, doi. 10.1017/S1748499518000076
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- Publication type:
- Article