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; Ji, Lanpeng; Rolski, Tomasz Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. (English) Zbl 1468.60100 Extremes 23, No. 4, 569-602 (2020). MSC: 60J65 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Extremes 23, No. 4, 569--602 (2020; Zbl 1468.60100) Full Text: DOI arXiv Link
Robert, Christian Y. Power variations for a class of Brown-Resnick processes. (English) Zbl 1448.60116 Extremes 23, No. 2, 215-244 (2020). MSC: 60G70 60F05 60G17 PDFBibTeX XMLCite \textit{C. Y. Robert}, Extremes 23, No. 2, 215--244 (2020; Zbl 1448.60116) Full Text: DOI arXiv
Velthoen, Jasper; Cai, Juan-Juan; Jongbloed, Geurt; Schmeits, Maurice Improving precipitation forecasts using extreme quantile regression. (English) Zbl 1434.62058 Extremes 22, No. 4, 599-622 (2019). MSC: 62G08 62P12 62M20 62M10 PDFBibTeX XMLCite \textit{J. Velthoen} et al., Extremes 22, No. 4, 599--622 (2019; Zbl 1434.62058) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Liu, Peng The time of ultimate recovery in Gaussian risk model. (English) Zbl 1488.60083 Extremes 22, No. 3, 499-521 (2019). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Liu}, Extremes 22, No. 3, 499--521 (2019; Zbl 1488.60083) Full Text: DOI arXiv Link
Cheng, Dan; Liu, Peng Extremes of spherical fractional Brownian motion. (English) Zbl 1488.60092 Extremes 22, No. 3, 433-457 (2019). MSC: 60G22 60G15 60G70 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{P. Liu}, Extremes 22, No. 3, 433--457 (2019; Zbl 1488.60092) Full Text: DOI arXiv Link
Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao Asymptotics of convolution with the semi-regular-variation tail and its application to risk. (English) Zbl 1417.60014 Extremes 21, No. 4, 509-532 (2018). MSC: 60E07 60F99 91B30 PDFBibTeX XMLCite \textit{Z. Cui} et al., Extremes 21, No. 4, 509--532 (2018; Zbl 1417.60014) Full Text: DOI arXiv
Arendarczyk, Marek On the asymptotics of supremum distribution for some iterated processes. (English) Zbl 1373.60066 Extremes 20, No. 2, 451-474 (2017). MSC: 60G15 60G18 60G70 PDFBibTeX XMLCite \textit{M. Arendarczyk}, Extremes 20, No. 2, 451--474 (2017; Zbl 1373.60066) Full Text: DOI arXiv
Dębicki, Krzysztof; Liu, Peng Extremes of stationary Gaussian storage models. (English) Zbl 1339.60060 Extremes 19, No. 2, 273-302 (2016). MSC: 60G70 60F10 60G15 60G10 PDFBibTeX XMLCite \textit{K. Dębicki} and \textit{P. Liu}, Extremes 19, No. 2, 273--302 (2016; Zbl 1339.60060) Full Text: DOI arXiv Link
Bignozzi, Valeria; Mao, Tiantian; Wang, Bin; Wang, Ruodu Diversification limit of quantiles under dependence uncertainty. (English) Zbl 1397.60059 Extremes 19, No. 2, 143-170 (2016). MSC: 60E99 60G70 62P05 91B30 91G10 PDFBibTeX XMLCite \textit{V. Bignozzi} et al., Extremes 19, No. 2, 143--170 (2016; Zbl 1397.60059) Full Text: DOI
Robert, Christian Y. Rare-event asymptotics for the number of exceedances of multiplicative factor models. (English) Zbl 1327.60091 Extremes 18, No. 3, 511-527 (2015). MSC: 60F99 60F10 60G70 PDFBibTeX XMLCite \textit{C. Y. Robert}, Extremes 18, No. 3, 511--527 (2015; Zbl 1327.60091) Full Text: DOI
Mao, Tiantian; Ng, Kai Wang Second-order properties of tail probabilities of sums and randomly weighted sums. (English) Zbl 1327.60073 Extremes 18, No. 3, 403-435 (2015). MSC: 60F10 60G50 60G70 26A12 PDFBibTeX XMLCite \textit{T. Mao} and \textit{K. W. Ng}, Extremes 18, No. 3, 403--435 (2015; Zbl 1327.60073) Full Text: DOI
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI
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
Lin, Jianxi Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory. (English) Zbl 1328.62087 Extremes 17, No. 2, 247-262 (2014). MSC: 62E20 91B30 60G50 PDFBibTeX XMLCite \textit{J. Lin}, Extremes 17, No. 2, 247--262 (2014; Zbl 1328.62087) Full Text: DOI
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
Conti, Pier Luigi; Masiello, Esterina Nonparametric statistical analysis of an upper bound of the ruin probability under large claims. (English) Zbl 1226.91023 Extremes 13, No. 4, 439-461 (2010). MSC: 91B30 62G08 62G20 62G32 PDFBibTeX XMLCite \textit{P. L. Conti} and \textit{E. Masiello}, Extremes 13, No. 4, 439--461 (2010; Zbl 1226.91023) Full Text: DOI HAL
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
Gut, Allan; Steinebach, Josef A two-step sequential procedure for detecting an epidemic change. (English) Zbl 1164.62369 Extremes 8, No. 4, 311-326 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62L10 60K05 60F17 62G10 PDFBibTeX XMLCite \textit{A. Gut} and \textit{J. Steinebach}, Extremes 8, No. 4, 311--326 (2005; Zbl 1164.62369) Full Text: DOI
Tang, Qihe; Tsitsiashvili, Gurami Randomly weighted sums of subexponential random variables with application to ruin theory. (English) Zbl 1049.62017 Extremes 6, No. 3, 171-188 (2003). MSC: 62E20 91B30 60G50 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Extremes 6, No. 3, 171--188 (2003; Zbl 1049.62017) 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
Nadarajah, Saralees; Mitov, Kosto Asymptotics of maxima of discrete random variables. (English) Zbl 1035.60032 Extremes 5, No. 3, 287-294 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 60F99 62E20 60G70 PDFBibTeX XMLCite \textit{S. Nadarajah} and \textit{K. Mitov}, Extremes 5, No. 3, 287--294 (2003; Zbl 1035.60032) Full Text: DOI
Azaïs, Jean-Marc; Delmas, Céline Asymptotic expansions for the distribution of the maximum of Gaussian random fields. (English) Zbl 1035.60035 Extremes 5, No. 2, 181-212 (2002). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{J.-M. Azaïs} and \textit{C. Delmas}, Extremes 5, No. 2, 181--212 (2002; Zbl 1035.60035) Full Text: DOI
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. On exponential representations of log-spacings of extreme order statistics. (English) Zbl 1036.62040 Extremes 5, No. 2, 157-180 (2002). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 62F12 62G30 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Extremes 5, No. 2, 157--180 (2002; Zbl 1036.62040) Full Text: DOI
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady Tails of Lévy measure of geometric stable random variables. (English) Zbl 0930.60008 Extremes 1, No. 3, 367-378 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60E07 60F17 60F15 60G50 PDFBibTeX XMLCite \textit{T. J. Kosubowski} et al., Extremes 1, No. 3, 367--378 (1999; Zbl 0930.60008) Full Text: DOI