Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng Sojourns of fractional Brownian motion queues: transient asymptotics. (English) Zbl 07778255 Queueing Syst. 105, No. 1-2, 139-170 (2023). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Queueing Syst. 105, No. 1--2, 139--170 (2023; Zbl 07778255) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian and related random fields. (English) Zbl 1515.60152 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249-289 (2023). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249--289 (2023; Zbl 1515.60152) Full Text: arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 1496.91039 Extremes 25, No. 1, 1-23 (2022). MSC: 91B05 60J70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 1496.91039) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad Finite-time ruin probability for correlated Brownian motions. (English) Zbl 1487.60075 Scand. Actuar. J. 2021, No. 10, 890-915 (2021). MSC: 60G15 60J65 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Scand. Actuar. J. 2021, No. 10, 890--915 (2021; Zbl 1487.60075) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz Extremal behavior of hitting a cone by correlated Brownian motion with drift. (English) Zbl 1417.60028 Stochastic Processes Appl. 128, No. 12, 4171-4206 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 128, No. 12, 4171--4206 (2018; Zbl 1417.60028) Full Text: DOI arXiv Link
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li On generalised Piterbarg constants. (English) Zbl 1390.60133 Methodol. Comput. Appl. Probab. 20, No. 1, 137-164 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 137--164 (2018; Zbl 1390.60133) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng Parisian ruin over a finite-time horizon. (English) Zbl 1341.60024 Sci. China, Math. 59, No. 3, 557-572 (2016). MSC: 60G15 60F99 60G51 60G22 60J65 60G70 91B30 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Sci. China, Math. 59, No. 3, 557--572 (2016; Zbl 1341.60024) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia Extremes of homogeneous Gaussian random fields. (English) Zbl 1315.60059 J. Appl. Probab. 52, No. 1, 55-67 (2015). MSC: 60G60 60G70 60G15 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 52, No. 1, 55--67 (2015; Zbl 1315.60059) Full Text: DOI arXiv Euclid
Hashorva, Enkelejd Extremes of aggregated Dirichlet risks. (English) Zbl 1316.60079 J. Multivariate Anal. 133, 334-345 (2015). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Multivariate Anal. 133, 334--345 (2015; Zbl 1316.60079) Full Text: DOI arXiv
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas Aggregation of log-linear risks. (English) Zbl 1334.60029 J. Appl. Probab. 51A, Spec. Vol., 203-212 (2014). MSC: 60F10 60G15 60G70 91B30 PDFBibTeX XMLCite \textit{P. Embrechts} et al., J. Appl. Probab. 51A, 203--212 (2014; Zbl 1334.60029) Full Text: DOI Euclid
Kortschak, Dominik; Hashorva, Enkelejd Second order asymptotics of aggregated log-elliptical risk. (English) Zbl 1322.60037 Methodol. Comput. Appl. Probab. 16, No. 4, 969-985 (2014). MSC: 60F99 60G15 60G70 65C05 91B30 PDFBibTeX XMLCite \textit{D. Kortschak} and \textit{E. Hashorva}, Methodol. Comput. Appl. Probab. 16, No. 4, 969--985 (2014; Zbl 1322.60037) Full Text: DOI arXiv
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. (English) Zbl 1306.60033 Extremes 17, No. 3, 411-429 (2014). MSC: 60G15 60G70 60G22 60F10 60K30 91B30 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Extremes 17, No. 3, 411--429 (2014; Zbl 1306.60033) Full Text: DOI arXiv
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang Tail asymptotic expansions for \(L\)-statistics. (English) Zbl 1328.62084 Sci. China, Math. 57, No. 10, 1993-2012 (2014). Reviewer: Aleksander Iksanov (Kiev) MSC: 62E20 62G30 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Sci. China, Math. 57, No. 10, 1993--2012 (2014; Zbl 1328.62084) Full Text: DOI arXiv
Hashorva, Enkelejd; Mishura, Yuliya Boundary noncrossings of additive Wiener fields. (English) Zbl 1304.60059 Lith. Math. J. 54, No. 3, 277-289 (2014). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{Y. Mishura}, Lith. Math. J. 54, No. 3, 277--289 (2014; Zbl 1304.60059) Full Text: DOI arXiv
Hashorva, Enkelejd; Kortschak, Dominik Tail asymptotics of random sum and maximum of log-normal risks. (English) Zbl 1295.62013 Stat. Probab. Lett. 87, 167-174 (2014). MSC: 62E20 62G32 60G50 60G70 60F05 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{D. Kortschak}, Stat. Probab. Lett. 87, 167--174 (2014; Zbl 1295.62013) Full Text: DOI arXiv
Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. (English) Zbl 1316.60054 Stochastic Processes Appl. 123, No. 11, 4111-4127 (2013). MSC: 60G22 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Stochastic Processes Appl. 123, No. 11, 4111--4127 (2013; Zbl 1316.60054) Full Text: DOI arXiv
Hashorva, Enkelejd; Li, Jinzhu ECOMOR and LCR reinsurance with gamma-like claims. (English) Zbl 1284.62640 Insur. Math. Econ. 53, No. 1, 206-215 (2013). MSC: 62P05 62E20 62G32 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Li}, Insur. Math. Econ. 53, No. 1, 206--215 (2013; Zbl 1284.62640) Full Text: DOI Link
Hashorva, Enkelejd; Tan, Zhongquan Large deviations of Shepp statistics for fractional Brownian motion. (English) Zbl 1288.60048 Stat. Probab. Lett. 83, No. 10, 2242-2247 (2013). MSC: 60G22 60F10 60G70 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{Z. Tan}, Stat. Probab. Lett. 83, No. 10, 2242--2247 (2013; Zbl 1288.60048) Full Text: DOI arXiv
Hashorva, Enkelejd On beta-product convolutions. (English) Zbl 1341.62055 Scand. Actuar. J. 2013, No. 1, 69-83 (2013). Reviewer: Italo Simonelli (Westminster, MD) MSC: 62E15 60E05 60E10 91B30 PDFBibTeX XMLCite \textit{E. Hashorva}, Scand. Actuar. J. 2013, No. 1, 69--83 (2013; Zbl 1341.62055) Full Text: DOI arXiv
Hashorva, Enkelejd Minima and maxima of elliptical arrays and spherical processes. (English) Zbl 1279.60065 Bernoulli 19, No. 3, 886-904 (2013). Reviewer: Michael Falk (Würzburg) MSC: 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Bernoulli 19, No. 3, 886--904 (2013; Zbl 1279.60065) Full Text: DOI arXiv Euclid
Tan, Zhongquan; Hashorva, Enkelejd Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval. (English) Zbl 1274.60121 Lith. Math. J. 53, No. 1, 91-102 (2013). Reviewer: Michael Falk (Würzburg) MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{Z. Tan} and \textit{E. Hashorva}, Lith. Math. J. 53, No. 1, 91--102 (2013; Zbl 1274.60121) Full Text: DOI Link
Hashorva, Enkelejd Exact tail asymptotics in bivariate scale mixture models. (English) Zbl 1329.60150 Extremes 15, No. 1, 109-128 (2012). MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{E. Hashorva}, Extremes 15, No. 1, 109--128 (2012; Zbl 1329.60150) Full Text: DOI arXiv Link
Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan On the infinite sums of deflated Gaussian products. (English) Zbl 1266.60069 Electron. Commun. Probab. 17, Paper No. 31, 8 p. (2012). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Electron. Commun. Probab. 17, Paper No. 31, 8 p. (2012; Zbl 1266.60069) Full Text: DOI
Hashorva, Enkelejd; Pakes, Anthony G. Tail asymptotics under beta random scaling. (English) Zbl 1208.60012 J. Math. Anal. Appl. 372, No. 2, 496-514 (2010). Reviewer: F. W. Steutel (Eindhoven) MSC: 60E05 60E10 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{A. G. Pakes}, J. Math. Anal. Appl. 372, No. 2, 496--514 (2010; Zbl 1208.60012) Full Text: DOI arXiv
Hashorva, Enkelejd Conditional limit results for type I polar distributions. (English) Zbl 1224.60031 Extremes 12, No. 3, 239-263 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Extremes 12, No. 3, 239--263 (2009; Zbl 1224.60031) Full Text: DOI arXiv Link
Hashorva, Enkelejd Extremes of weighted Dirichlet arrays. (English) Zbl 1199.60186 Extremes 11, No. 4, 393-420 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{E. Hashorva}, Extremes 11, No. 4, 393--420 (2008; Zbl 1199.60186) Full Text: DOI Link
Hashorva, Enkelejd Extremes of conditioned elliptical random vectors. (English) Zbl 1125.60048 J. Multivariate Anal. 98, No. 8, 1583-1591 (2007). MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Multivariate Anal. 98, No. 8, 1583--1591 (2007; Zbl 1125.60048) Full Text: DOI
Hashorva, Enkelejd Exact asymptotics for type I bivariate elliptical distributions. (English) Zbl 1129.60023 Albanian J. Math. 1, No. 2, 99-114 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Albanian J. Math. 1, No. 2, 99--114 (2007; Zbl 1129.60023) Full Text: arXiv Link
Hashorva, Enkelejd; Kotz, Samuel; Kume, Alfred \(L_p\)-norm generalised symmetrised Dirichlet distributions. (English) Zbl 1128.62065 Albanian J. Math. 1, No. 1, 31-56 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62H05 62E20 60F05 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Albanian J. Math. 1, No. 1, 31--56 (2007; Zbl 1128.62065) Full Text: Link
Hashorva, Enkelejd On the regular variation of elliptical random vectors. (English) Zbl 1103.60035 Stat. Probab. Lett. 76, No. 14, 1427-1434 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 60G07 60G70 62G32 PDFBibTeX XMLCite \textit{E. Hashorva}, Stat. Probab. Lett. 76, No. 14, 1427--1434 (2006; Zbl 1103.60035) Full Text: DOI
Hashorva, Enkelejd; Hüsler, Jürg Multiple maxima in multivariate samples. (English) Zbl 1079.60515 Stat. Probab. Lett. 75, No. 1, 11-17 (2005). MSC: 60G70 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Hüsler}, Stat. Probab. Lett. 75, No. 1, 11--17 (2005; Zbl 1079.60515) Full Text: DOI
Hashorva, Enkelejd Asymptotics and bounds for multivariate Gaussian tails. (English) Zbl 1065.60017 J. Theor. Probab. 18, No. 1, 79-97 (2005). MSC: 60E15 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Theor. Probab. 18, No. 1, 79--97 (2005; Zbl 1065.60017) Full Text: DOI Link
Hashorva, Enkelejd; Hüsler, Jürg On multivariate Gaussian tails. (English) Zbl 1050.62068 Ann. Inst. Stat. Math. 55, No. 3, 507-522 (2003). MSC: 62H99 60E15 90C20 62H10 62E20 90C90 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Hüsler}, Ann. Inst. Stat. Math. 55, No. 3, 507--522 (2003; Zbl 1050.62068) Full Text: DOI
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. (English) Zbl 1049.62048 Ann. Inst. Stat. Math. 55, No. 4, 849-864 (2003). MSC: 62G10 60J50 60F10 PDFBibTeX XMLCite \textit{W. Bischoff} et al., Ann. Inst. Stat. Math. 55, No. 4, 849--864 (2003; Zbl 1049.62048) Full Text: DOI
Hashorva, Enkelejd Asymptotics of dominated Gaussian maxima. (English) Zbl 1035.60051 Extremes 5, No. 4, 353-368 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Extremes 5, No. 4, 353--368 (2003; Zbl 1035.60051) Full Text: DOI
Hashorva, Enkelejd; Hüsler, Jürg On asymptotics of multivariate integrals with applications to records. (English) Zbl 0999.60043 Stoch. Models 18, No. 1, 41-69 (2002). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G70 60F99 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Hüsler}, Stoch. Models 18, No. 1, 41--69 (2002; Zbl 0999.60043) Full Text: DOI