Edit Profile (opens in new tab) Hashorva, Enkelejd Co-Author Distance Author ID: hashorva.enkelejd Published as: Hashorva, Enkelejd; Hashorva, E. Homepage: http://www.hec.unil.ch/people/ehashorva External Links: MGP Documents Indexed: 174 Publications since 1999, including 10 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 66 Co-Authors with 130 Joint Publications 2,408 Co-Co-Authors all top 5 Co-Authors 45 single-authored 33 Dębicki, Krzysztof 25 Ji, Lanpeng 17 Hüsler, Jürg 11 Tan, Zhongquan 9 Weng, Zhichao 8 Ling, Chengxiu 8 Peng, Zuoxiang 7 Piterbarg, Vladimir Il’ich 6 Bischoff, Wolfgang 6 Liu, Peng 5 Kortschak, Dominik 4 Farkas, Julia 4 Michna, Zbigniew 4 Miller, Frank 4 Ratovomirija, Gildas 3 Bai, Long 3 Balakrishnan, Narayanaswamy 3 Korshunov, Dmitry Alekseevich 3 Kume, Alfred 3 Li, Jinzhu 3 Mishura, Yuliya Stepanivna 3 Seleznjev, Oleg 3 Shevchenko, Georgiy M. 3 Tamraz, Maissa 2 Asimit, Alexandru V. 2 Engelke, Sebastian 2 Kobel’kov, Sergeĭ Georgievich 2 Kotz, Samuel 2 Pakes, Anthony G. 2 Tabiś, Kamil 1 Albin, Patrik 1 Asmussen, Søren 1 Bai, Yizhou 1 Bisewski, Krzysztof 1 Bladt, Martin 1 Constantinescu, Corina D. 1 Das, Bikramjit 1 Dombry, Clément 1 Embrechts, Paul 1 Jaworski, Piotr 1 Kabluchko, Zakhar A. 1 Kriukov, Nikolai 1 Krystecki, Konrad 1 Laub, Patrick J. 1 Lifshits, Mikhail A. 1 Luo, Li 1 Macci, Claudio 1 Mandjes, Michel Robertus Hendrikus 1 Mikosch, Thomas 1 Nadarajah, Saralees 1 Pacchiarotti, Barbara 1 Padoan, Simone A. 1 Peng, Liang 1 Pogány, Tibor K. 1 Rizzelli, Stefano 1 Rodionov, Igor’ Vladimirovich 1 Rolski, Tomasz 1 Rullière, Didier 1 Soja-Kukieła, Natalia 1 Soulier, Philippe 1 Stepanov, Aleksei Vasil’evich 1 Taimre, Thomas 1 Tang, Qihe 1 Wang, Longmin 1 Wübker, Achim 1 Yang, Yang all top 5 Serials 21 Statistics & Probability Letters 14 Extremes 10 Journal of Multivariate Analysis 10 Insurance Mathematics & Economics 7 Journal of Applied Probability 7 Stochastic Processes and their Applications 7 Methodology and Computing in Applied Probability 6 Communications in Statistics. Theory and Methods 6 Scandinavian Actuarial Journal 6 Albanian Journal of Mathematics 5 Journal of Mathematical Analysis and Applications 5 Lithuanian Mathematical Journal 4 Journal of Theoretical Probability 4 Stochastic Models 3 Metrika 3 Probability and Mathematical Statistics 3 Statistics 3 Science China. Mathematics 2 Annals of the Institute of Statistical Mathematics 2 Queueing Systems 2 Electronic Communications in Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Stochastics 2 Journal of the Korean Statistical Society 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Statistics and Its Interface 1 Advances in Applied Probability 1 Discrete Applied Mathematics 1 Mathematical Notes 1 Scandinavian Journal of Statistics 1 The Annals of Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Statistical Planning and Inference 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 The Annals of Applied Probability 1 Test 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Bernoulli 1 Doklady Mathematics 1 Markov Processes and Related Fields 1 Probability in the Engineering and Informational Sciences 1 IMA Journal of Management Mathematics 1 ASTIN Bulletin 1 REVSTAT 1 Dependence Modeling all top 5 Fields 147 Probability theory and stochastic processes (60-XX) 51 Statistics (62-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 157 Publications have been cited 1,506 times in 511 Documents Cited by ▼ Year ▼ Asymptotics of random contractions. Zbl 1231.91196 Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054 Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 30 2013 Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 30 2015 On the number of near-maximum insurance claim under dependence. Zbl 1047.62099 Hashorva, Enkelejd 29 2003 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041 Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 29 2017 Tail asymptotics under beta random scaling. Zbl 1208.60012 Hashorva, Enkelejd; Pakes, Anthony G. 25 2010 Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution. Zbl 1065.60019 Hashorva, Enkelejd 24 2005 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 24 2014 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042 Hashorva, Enkelejd; Ji, Lanpeng 24 2015 Extremes and products of multivariate AC-product risks. Zbl 1284.60108 Yang, Yang; Hashorva, Enkelejd 23 2013 Gaussian approximation of conditional elliptical random vectors. Zbl 1144.60019 Hashorva, Enkelejd 22 2006 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150 Hashorva, Enkelejd 22 2012 Asymptotics and bounds for multivariate Gaussian tails. Zbl 1065.60017 Hashorva, Enkelejd 21 2005 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339 Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 20 2011 On generalised Piterbarg constants. Zbl 1390.60133 Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li 20 2018 Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 20 2016 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077 Tan, Zhongquan; Hashorva, Enkelejd 20 2013 Uniform tail approximation of homogenous functionals of Gaussian fields. (Uniform tail approximation of homogeneous functionals of Gaussian fields.) Zbl 1425.60036 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 20 2017 Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107 Tan, Zhongquan; Hashorva, Enkelejd 20 2013 Extremes of asymptotically spherical and elliptical random vectors. Zbl 1110.62023 Hashorva, Enkelejd 19 2005 Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 19 2015 On multivariate Gaussian tails. Zbl 1050.62068 Hashorva, Enkelejd; Hüsler, Jürg 18 2003 Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037 Hashorva, Enkelejd; Hüsler, Jürg 18 2005 Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071 Hashorva, Enkelejd 17 2018 Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074 Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe 17 2018 Conditional limit results for type I polar distributions. Zbl 1224.60031 Hashorva, Enkelejd 16 2009 On the residual dependence index of elliptical distributions. Zbl 1190.62107 Hashorva, Enkelejd 16 2010 Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048 Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 16 2003 Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002 Hashorva, Enkelejd 16 2007 On extremal index of max-stable stationary processes. Zbl 1393.60055 Dębicki, Krzysztof; Hashorva, Enkelejd 16 2017 Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039 Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang 16 2012 Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046 Hashorva, Enkelejd; Weng, Zhichao 16 2013 On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays. Zbl 1107.60010 Hashorva, Enkelejd 15 2006 \(L_p\)-norm generalised symmetrised Dirichlet distributions. Zbl 1128.62065 Hashorva, Enkelejd; Kotz, Samuel; Kume, Alfred 15 2007 On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208 Hashorva, Enkelejd; Ratovomirija, Gildas 15 2015 Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025 Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg 15 2003 Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027 Hashorva, Enkelejd; Ji, Lanpeng 15 2014 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031 Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 Extremes of independent chi-square random vectors. Zbl 1329.60028 Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim 15 2012 Extremes of homogeneous Gaussian random fields. Zbl 1315.60059 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia 14 2015 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 14 2017 Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065 Hashorva, Enkelejd 14 2013 On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043 Hashorva, Enkelejd; Hüsler, Jürg 13 2002 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 13 2018 Extreme values in FGM random sequences. Zbl 0921.60041 Hashorva, E.; Hüsler, J. 12 1999 Bivariate maximum insurance claim and related point processes. Zbl 1063.62143 Hashorva, Enkelejd 12 2004 Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 12 2017 Parisian ruin over a finite-time horizon. Zbl 1341.60024 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng 12 2016 On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 12 2014 Gaussian risk models with financial constraints. Zbl 1401.91130 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 12 2015 On the max-domain of attractions of bivariate elliptical arrays. Zbl 1118.60046 Hashorva, Enkelejd 11 2005 Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058 Hashorva, Enkelejd; Hüsler, Jürg 11 2000 Multiple maxima in multivariate samples. Zbl 1079.60515 Hashorva, Enkelejd; Hüsler, Jürg 11 2005 Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 11 2020 On extremal behavior of Gaussian chaos. Zbl 1416.60046 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2013 Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039 Dȩbicki, Krzysztof; Hashorva, Enkelejd 11 2020 On the number of near-maxima. Zbl 0971.60050 Hashorva, Enkelejd; Hüsler, Jürg 10 2000 On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054 Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng 10 2015 On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054 Tan, Zhongquan; Hashorva, Enkelejd 10 2014 Extremes of order statistics of stationary processes. Zbl 1317.60064 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 10 2015 Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval. Zbl 1274.60121 Tan, Zhongquan; Hashorva, Enkelejd 10 2013 Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030 Kortschak, Dominik; Hashorva, Enkelejd 10 2013 ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640 Hashorva, Enkelejd; Li, Jinzhu 10 2013 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 9 2015 Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041 Hashorva, Enkelejd; Ji, Lanpeng 9 2016 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042 Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 9 2016 Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062 Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 9 2016 Conditional limiting distribution of beta-independent random vectors. Zbl 1145.62013 Hashorva, Enkelejd 9 2008 Exact tail asymptotics of aggregated parametrised risk. Zbl 1258.91104 Hashorva, Enkelejd 9 2013 On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026 Tan, Zhongquan; Hashorva, Enkelejd 9 2014 On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. Zbl 1103.60040 Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2004 On the regular variation of elliptical random vectors. Zbl 1103.60035 Hashorva, Enkelejd 8 2006 Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047 Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2005 Aggregation of log-linear risks. Zbl 1334.60029 Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas 8 2014 Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088 Hashorva, Enkelejd; Li, Jinzhu 8 2014 Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055 Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. 8 2017 Extremes of vector-valued Gaussian processes. Zbl 1454.60049 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Wang, Longmin 8 2020 On Piterbarg theorem for maxima of stationary Gaussian sequences. Zbl 1281.60049 Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 8 2013 Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050 Hashorva, Enkelejd 8 2019 Exact asymptotics for type I bivariate elliptical distributions. Zbl 1129.60023 Hashorva, Enkelejd 7 2007 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. Zbl 1074.60087 Bischoff, Wolfgang; Hashorva, Enkelejd 7 2005 Conditional limiting distribution of type III elliptical random vectors. Zbl 1110.62022 Hashorva, Enkelejd 7 2007 Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend. Zbl 1110.60076 Hashorva, Enkelejd 7 2005 Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031 Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 7 2017 Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048 Hashorva, Enkelejd; Tan, Zhongquan 7 2013 Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294 Farkas, Julia; Hashorva, Enkelejd 7 2015 Near-extremes and related point processes. Zbl 1216.60022 Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J. 6 2009 Boundary non-crossings of Brownian pillow. Zbl 1197.60082 Hashorva, Enkelejd 6 2010 On the number of points near the multivariate maxima. Zbl 1029.60041 Hashorva, Enkelejd; Hüsler, Jürg 6 2001 Conditional limits of \(W_{p}\) scale mixture distributions. Zbl 1168.60328 Hashorva, Enkelejd 6 2009 Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027 Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 6 2014 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081 Hashorva, Enkelejd; Ji, Lanpeng 6 2014 Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065 Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg 6 2015 Large deviations for proportions of observations which fall in random sets determined by order statistics. Zbl 1306.60016 Hashorva, Enkelejd; Macci, Claudio; Pacchiarotti, Barbara 6 2013 Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091 Hashorva, Enkelejd; Li, Jinzhu 6 2015 Maxima of skew elliptical triangular arrays. Zbl 1343.60061 Hashorva, Enkelejd; Ling, Chengxiu 6 2016 Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064 Hashorva, Enkelejd; Tan, Zhongquan 6 2015 Extremes of aggregated Dirichlet risks. Zbl 1316.60079 Hashorva, Enkelejd 6 2015 On beta-product convolutions. Zbl 1341.62055 Hashorva, Enkelejd 6 2013 Sample extremes for \(L_p\)-norm asymptotically spherical distributions. Zbl 1122.60024 Hashorva, Enkelejd 5 2007 Sojourn times of Gaussian and related random fields. Zbl 1515.60152 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew 2 2023 The harmonic mean formula for random processes. Zbl 1516.60020 Bisewski, Krzysztof; Hashorva, Enkelejd; Shevchenko, Georgiy 1 2023 On the continuity of Pickands constants. Zbl 1492.60140 Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 4 2022 Pandemic-type failures in multivariate Brownian risk models. Zbl 1496.91039 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai 3 2022 On the maximum of a Gaussian process with unique maximum point of its variance. Zbl 1487.60078 Kobelkov, S. G.; Piterbarg, V. I.; Rodionov, I. V.; Hashorva, E. 1 2022 Tail measures and regular variation. Zbl 1514.60063 Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy 1 2022 On extremal index of max-stable random fields. Zbl 1475.60096 Hashorva, Enkelejd 4 2021 Finite-time ruin probability for correlated Brownian motions. Zbl 1487.60075 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad 3 2021 Multivariate max-stable processes and homogeneous functionals. Zbl 1482.60054 Hashorva, Enkelejd; Kume, Alfred 1 2021 Multivariate extremes over a random number of observations. Zbl 1473.62158 Hashorva, Enkelejd; Padoan, Simone A.; Rizzelli, Stefano 1 2021 Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 11 2020 Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039 Dȩbicki, Krzysztof; Hashorva, Enkelejd 11 2020 Extremes of vector-valued Gaussian processes. Zbl 1454.60049 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Wang, Longmin 8 2020 Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050 Hashorva, Enkelejd 8 2019 On generalised Piterbarg constants. Zbl 1390.60133 Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li 20 2018 Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071 Hashorva, Enkelejd 17 2018 Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074 Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe 17 2018 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 13 2018 Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042 Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 5 2018 Extremes of randomly scaled Gumbel risks. Zbl 1377.60061 Dȩbicki, Krzysztof; Farkas, Julia; Hashorva, Enkelejd 3 2018 Approximation of maximum of Gaussian random fields. Zbl 1378.60078 Hashorva, Enkelejd; Seleznjev, Oleg; Tan, Zhongquan 3 2018 Domination of sample maxima and related extremal dependence measures. Zbl 1391.60069 Hashorva, Enkelejd 1 2018 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041 Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 29 2017 Uniform tail approximation of homogenous functionals of Gaussian fields. (Uniform tail approximation of homogeneous functionals of Gaussian fields.) Zbl 1425.60036 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 20 2017 On extremal index of max-stable stationary processes. Zbl 1393.60055 Dębicki, Krzysztof; Hashorva, Enkelejd 16 2017 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 14 2017 Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 12 2017 Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055 Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. 8 2017 Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031 Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 7 2017 Aggregation of randomly weighted large risks. Zbl 1473.62347 Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik 3 2017 Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073 Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I. 2 2017 On some new dependence models derived from multivariate collective models in insurance applications. Zbl 1402.91198 Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa 2 2017 Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 20 2016 Parisian ruin over a finite-time horizon. Zbl 1341.60024 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng 12 2016 Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041 Hashorva, Enkelejd; Ji, Lanpeng 9 2016 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042 Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 9 2016 Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062 Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 9 2016 Maxima of skew elliptical triangular arrays. Zbl 1343.60061 Hashorva, Enkelejd; Ling, Chengxiu 6 2016 Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 30 2015 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042 Hashorva, Enkelejd; Ji, Lanpeng 24 2015 Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 19 2015 On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208 Hashorva, Enkelejd; Ratovomirija, Gildas 15 2015 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031 Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 Extremes of homogeneous Gaussian random fields. Zbl 1315.60059 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia 14 2015 Gaussian risk models with financial constraints. Zbl 1401.91130 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 12 2015 On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054 Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng 10 2015 Extremes of order statistics of stationary processes. Zbl 1317.60064 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 10 2015 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 9 2015 Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294 Farkas, Julia; Hashorva, Enkelejd 7 2015 Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065 Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg 6 2015 Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091 Hashorva, Enkelejd; Li, Jinzhu 6 2015 Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064 Hashorva, Enkelejd; Tan, Zhongquan 6 2015 Extremes of aggregated Dirichlet risks. Zbl 1316.60079 Hashorva, Enkelejd 6 2015 Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process. Zbl 1322.60072 Das, Bikramjit; Engelke, Sebastian; Hashorva, Enkelejd 5 2015 Approximation of a random process with variable smoothness. Zbl 1317.60036 Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg 5 2015 Maxima of a triangular array of multivariate Gaussian sequence. Zbl 1327.60108 Hashorva, Enkelejd; Peng, Liang; Weng, Zhichao 3 2015 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 24 2014 Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027 Hashorva, Enkelejd; Ji, Lanpeng 15 2014 On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 12 2014 On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054 Tan, Zhongquan; Hashorva, Enkelejd 10 2014 On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026 Tan, Zhongquan; Hashorva, Enkelejd 9 2014 Aggregation of log-linear risks. Zbl 1334.60029 Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas 8 2014 Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088 Hashorva, Enkelejd; Li, Jinzhu 8 2014 Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027 Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 6 2014 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081 Hashorva, Enkelejd; Ji, Lanpeng 6 2014 Boundary noncrossings of additive Wiener fields. Zbl 1304.60059 Hashorva, Enkelejd; Mishura, Yuliya 5 2014 Maxima and minima of complete and incomplete stationary sequences. Zbl 1337.60105 Hashorva, Enkelejd; Weng, Zhichao 4 2014 Berman’s inequality under random scaling. Zbl 1326.60044 Hashorva, Enkelejd; Weng, Zhichao 4 2014 Tail asymptotic expansions for \(L\)-statistics. Zbl 1328.62084 Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang 4 2014 Second-order tail asymptotics of deflated risks. Zbl 1304.91110 Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang 3 2014 Second order asymptotics of aggregated log-elliptical risk. Zbl 1322.60037 Kortschak, Dominik; Hashorva, Enkelejd 3 2014 Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043 Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 3 2014 Modeling of censored bivariate extremal events. Zbl 1306.62209 Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang 2 2014 Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. Zbl 1293.91095 Hashorva, Enkelejd; Ji, Lanpeng 2 2014 Tail asymptotic of Weibull-type risks. Zbl 1305.62200 Hashorva, Enkelejd; Weng, Zhichao 2 2014 Tail asymptotics of random sum and maximum of log-normal risks. Zbl 1295.62013 Hashorva, Enkelejd; Kortschak, Dominik 2 2014 Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095 Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan 1 2014 Extremes of perturbed bivariate Rayleigh risks. Zbl 1314.62064 Hashorva, Enkelejd; Nadarajah, Saralees; Pogány, Tibor K. 1 2014 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054 Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 30 2013 Extremes and products of multivariate AC-product risks. Zbl 1284.60108 Yang, Yang; Hashorva, Enkelejd 23 2013 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077 Tan, Zhongquan; Hashorva, Enkelejd 20 2013 Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107 Tan, Zhongquan; Hashorva, Enkelejd 20 2013 Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046 Hashorva, Enkelejd; Weng, Zhichao 16 2013 Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065 Hashorva, Enkelejd 14 2013 On extremal behavior of Gaussian chaos. Zbl 1416.60046 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2013 Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval. Zbl 1274.60121 Tan, Zhongquan; Hashorva, Enkelejd 10 2013 Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030 Kortschak, Dominik; Hashorva, Enkelejd 10 2013 ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640 Hashorva, Enkelejd; Li, Jinzhu 10 2013 Exact tail asymptotics of aggregated parametrised risk. Zbl 1258.91104 Hashorva, Enkelejd 9 2013 On Piterbarg theorem for maxima of stationary Gaussian sequences. Zbl 1281.60049 Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 8 2013 Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048 Hashorva, Enkelejd; Tan, Zhongquan 7 2013 Large deviations for proportions of observations which fall in random sets determined by order statistics. Zbl 1306.60016 Hashorva, Enkelejd; Macci, Claudio; Pacchiarotti, Barbara 6 2013 On beta-product convolutions. Zbl 1341.62055 Hashorva, Enkelejd 6 2013 Scale mixtures of Kotz-Dirichlet distributions. Zbl 1273.60018 Balakrishnan, N.; Hashorva, E. 4 2013 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150 Hashorva, Enkelejd 22 2012 Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039 Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang 16 2012 Extremes of independent chi-square random vectors. Zbl 1329.60028 Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim 15 2012 Limit theorems for the spacings of weak records. Zbl 1238.62061 Hashorva, Enkelejd; Stepanov, Alexei 5 2012 Gaussian approximation of conditional elliptical copulas. Zbl 1259.62039 Hashorva, Enkelejd; Jaworski, Piotr 4 2012 On the infinite sums of deflated Gaussian products. Zbl 1266.60069 Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan 2 2012 ...and 57 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 462 Authors 127 Hashorva, Enkelejd 41 Dębicki, Krzysztof 34 Tan, Zhongquan 26 Ji, Lanpeng 22 Peng, Zuoxiang 16 Liu, Peng 14 Yang, Yang 13 Ling, Chengxiu 12 Piterbarg, Vladimir Il’ich 11 Bai, Long 10 Li, Jinzhu 10 Weng, Zhichao 9 Dembińska, Anna 9 Liao, Xin 8 Hüsler, Jürg 8 Lefèvre, Claude 8 Nadarajah, Saralees 7 Loisel, Stéphane 7 Peng, Xiaofan 7 Soulier, Philippe 7 Stepanov, Aleksei Vasil’evich 6 Asimit, Alexandru V. 6 Bischoff, Wolfgang 6 Tang, Qihe 5 Chen, Yiqing 5 Dombry, Clément 5 Engelke, Sebastian 5 Gouet, Raúl 5 Jasiński, Krzysztof 5 Kosiński, Kamil Marcin 5 Michna, Zbigniew 5 Mishura, Yuliya Stepanivna 5 Peng, Liang 5 Ratovomirija, Gildas 5 Sanz, Gerardo 4 Bisewski, Krzysztof 4 Chen, Yang 4 Chen, Yu 4 Javier López, F. 4 Kriukov, Nikolai 4 Lin, X. Sheldon 4 Lu, Yingyin 4 Nolde, Natalia 4 Pakes, Anthony G. 4 Popivoda, Goran 4 Rolski, Tomasz 4 Seifert, Miriam Isabel 4 Šiaulys, Jonas 4 Stamatović, Siniša 4 Tang, Linjun 4 Vernic, Raluca 4 Wang, Kaiyong 4 Wang, Yizao 3 Akbari, Masoumeh 3 Albrecher, Hansjörg 3 Balakrishnan, Narayanaswamy 3 Bayramoğlu, Ismihan G. 3 Claramunt, M. Mercè 3 Fougères, Anne-Laure 3 Frick, Melanie 3 Furman, Edward 3 Hua, Lei 3 Huang, Rongtan 3 Jasnovidov, Grigori 3 Joe, Harry 3 Kabluchko, Zakhar A. 3 Kobel’kov, Sergeĭ Georgievich 3 Korshunov, Dmitry Alekseevich 3 Krystecki, Konrad 3 Li, Deyuan 3 Lin, Fuming 3 Luo, Li 3 Macci, Claudio 3 Miller, Frank 3 Planinić, Hrvoje 3 Reiss, Rolf-Dieter 3 Rodionov, Igor’ Vladimirovich 3 Sarabia, José María 3 Shevchenko, Georgiy M. 3 Tamraz, Maissa 3 Wang, Yuebao 3 Yuan, Zhongyi 3 Yuen, Kam Chuen 3 Zhdanov, Aleksandr Ivanovich 2 Ahmadi, Jafar 2 Arendarczyk, Marek 2 Balkema, Guus 2 Barakat, Haroon Mohamed 2 Basrak, Bojan 2 Bignozzi, Valeria 2 Buraczyńska, Aneta 2 Castañer, Anna 2 Cissokho, Youssouph 2 Constantinescu, Corina D. 2 Das, Bikramjit 2 Deng, Pingjin 2 Drees, Holger 2 Eryılmaz, Serkan N. 2 Farkas, Julia 2 Fung, Thomas ...and 362 more Authors all top 5 Cited in 93 Serials 61 Statistics & Probability Letters 46 Extremes 43 Insurance Mathematics & Economics 27 Journal of Multivariate Analysis 22 Methodology and Computing in Applied Probability 21 Stochastic Processes and their Applications 20 Communications in Statistics. 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Probabilités et Statistiques 1 Theory of Probability and Mathematical Statistics 1 Electronic Communications in Probability 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Abstract and Applied Analysis 1 Journal of Applied Mathematics 1 North American Actuarial Journal 1 Mediterranean Journal of Mathematics 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Industrial and Management Optimization 1 Frontiers of Mathematics in China 1 Inverse Problems and Imaging 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics 1 Statistics and Computing 1 Statistics & Risk Modeling 1 Communications in Mathematics 1 Communications in Mathematics and Statistics 1 Mathematica Applicanda 1 Journal of Statistical Distributions and Applications 1 Statistical Theory and Related Fields all top 5 Cited in 20 Fields 402 Probability theory and stochastic processes (60-XX) 241 Statistics (62-XX) 122 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 5 Measure and integration (28-XX) 4 Real functions (26-XX) 3 Approximations and expansions (41-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year