Edit Profile Hashorva, Enkelejd Compute Distance To: Compute Author ID: hashorva.enkelejd Published as: Hashorva, E.; Hashorva, Enkelejd Homepage: http://www.hec.unil.ch/people/ehashorva External Links: MGP Documents Indexed: 152 Publications since 1999 all top 5 Co-Authors 42 single-authored 24 Dębicki, Krzysztof 23 Ji, Lanpeng 17 Hüsler, Jürg 11 Tan, Zhongquan 9 Weng, Zhichao 7 Ling, Chengxiu 7 Peng, Zuoxiang 6 Bischoff, Wolfgang 5 Piterbarg, Vladimir Il’ich 4 Kortschak, Dominik 4 Liu, Peng 4 Miller, Frank 3 Balakrishnan, Narayanaswamy 3 Farkas, Julia 3 Korshunov, Dmitry 3 Li, Jinzhu 3 Ratovomirija, Gildas 3 Seleznjev, Oleg 2 Bai, Long 2 Engelke, Sebastian 2 Kotz, Samuel 2 Kume, Alfred 2 Mishura, Yuliya Stepanivna 2 Pakes, Anthony G. 2 Tabiś, Kamil 2 Tamraz, Maissa 1 Albin, Patrik 1 Asimit, Alexandru V. 1 Asmussen, Søren 1 Bai, Yizhou 1 Constantinescu, Corina D. 1 Das, Bikramjit 1 Dombry, Clément 1 Embrechts, Paul 1 Jaworski, Piotr 1 Kabluchko, Zakhar A. 1 Laub, Patrick J. 1 Lifshits, Mikhail A. 1 Luo, Li 1 Macci, Claudio 1 Michna, Zbigniew 1 Mikosch, Thomas 1 Nadarajah, Saralees 1 Pacchiarotti, Barbara 1 Peng, Liang 1 Pogány, Tibor K. 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 20 Statistics & Probability Letters 13 Extremes 10 Journal of Multivariate Analysis 10 Insurance Mathematics & Economics 7 Stochastic Processes and their Applications 7 Methodology and Computing in Applied Probability 6 Journal of Applied Probability 6 Communications in Statistics. Theory and Methods 6 Albanian Journal of Mathematics 5 Journal of Mathematical Analysis and Applications 5 Scandinavian Actuarial Journal 4 Lithuanian Mathematical Journal 4 Stochastic Models 3 Metrika 3 Probability and Mathematical Statistics 3 Statistics 3 Journal of Theoretical Probability 3 Science China. Mathematics 2 Annals of the Institute of Statistical Mathematics 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 Statistics and Its Interface 1 Advances in Applied Probability 1 Discrete Applied Mathematics 1 Mathematical Notes 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 The Annals of Applied Probability 1 Test 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 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Dependence Modeling all top 5 Fields 133 Probability theory and stochastic processes (60-XX) 47 Statistics (62-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Operations research, mathematical programming (90-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 145 Publications have been cited 1,208 times in 401 Documents Cited by ▼ Year ▼ Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 40 2010 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 27 2013 On the number of near-maximum insurance claim under dependence. Zbl 1047.62099Hashorva, Enkelejd 26 2003 Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution. Zbl 1065.60019Hashorva, Enkelejd 24 2005 Tail asymptotics under beta random scaling. Zbl 1208.60012Hashorva, Enkelejd; Pakes, Anthony G. 23 2010 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 22 2017 Gaussian approximation of conditional elliptical random vectors. Zbl 1144.60019Hashorva, Enkelejd 22 2006 Extremes and products of multivariate AC-product risks. Zbl 1284.60108Yang, Yang; Hashorva, Enkelejd 20 2013 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150Hashorva, Enkelejd 20 2012 Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 19 2016 Asymptotics and bounds for multivariate Gaussian tails. Zbl 1065.60017Hashorva, Enkelejd 19 2005 Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 18 2015 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042Hashorva, Enkelejd; Ji, Lanpeng 18 2015 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 18 2014 Extremes of asymptotically spherical and elliptical random vectors. Zbl 1110.62023Hashorva, Enkelejd 18 2005 On multivariate Gaussian tails. Zbl 1050.62068Hashorva, Enkelejd; Hüsler, Jürg 17 2003 Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107Tan, Zhongquan; Hashorva, Enkelejd 16 2013 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077Tan, Zhongquan; Hashorva, Enkelejd 16 2013 Conditional limit results for type I polar distributions. Zbl 1224.60031Hashorva, Enkelejd 16 2009 Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002Hashorva, Enkelejd 16 2007 On generalised Piterbarg constants. Zbl 1390.60133Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li 15 2018 Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang 15 2012 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 15 2011 On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays. Zbl 1107.60010Hashorva, Enkelejd 15 2006 Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037Hashorva, Enkelejd; Hüsler, Jürg 15 2005 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 14 2015 Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046Hashorva, Enkelejd; Weng, Zhichao 14 2013 \(L_p\)-norm generalised symmetrised Dirichlet distributions. Zbl 1128.62065Hashorva, Enkelejd; Kotz, Samuel; Kume, Alfred 14 2007 Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 14 2003 On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043Hashorva, Enkelejd; Hüsler, Jürg 14 2002 Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027Hashorva, Enkelejd; Ji, Lanpeng 13 2014 Extremes of independent chi-square random vectors. Zbl 1329.60028Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim 13 2012 Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg 13 2003 On extremal index of max-stable stationary processes. Zbl 1393.60055Dębicki, Krzysztof; Hashorva, Enkelejd 12 2017 Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 12 2015 Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065Hashorva, Enkelejd 12 2013 On the residual dependence index of elliptical distributions. Zbl 1190.62107Hashorva, Enkelejd 12 2010 Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071Hashorva, Enkelejd 11 2018 Gaussian risk models with financial constraints. Zbl 1401.91130Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 11 2015 On extremal behavior of Gaussian chaos. Zbl 1416.60046Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2013 On the max-domain of attractions of bivariate elliptical arrays. Zbl 1118.60046Hashorva, Enkelejd 11 2005 Bivariate maximum insurance claim and related point processes. Zbl 1063.62143Hashorva, Enkelejd 11 2004 On the number of near-maxima. Zbl 0971.60050Hashorva, Enkelejd; Hüsler, Jürg 11 2000 Extreme values in FGM random sequences. Zbl 0921.60041Hashorva, E.; Hüsler, J. 11 1999 On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208Hashorva, Enkelejd; Ratovomirija, Gildas 10 2015 Extremes of homogeneous Gaussian random fields. Zbl 1315.60059Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia 9 2015 On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054Tan, Zhongquan; Hashorva, Enkelejd 9 2014 On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026Tan, Zhongquan; Hashorva, Enkelejd 9 2014 Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval. Zbl 1274.60121Tan, Zhongquan; Hashorva, Enkelejd 9 2013 Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030Kortschak, Dominik; Hashorva, Enkelejd 9 2013 Exact tail asymptotics of aggregated parametrised risk. Zbl 1258.91104Hashorva, Enkelejd 9 2013 Conditional limiting distribution of beta-independent random vectors. Zbl 1145.62013Hashorva, Enkelejd 9 2008 Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058Hashorva, Enkelejd; Hüsler, Jürg 9 2000 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 8 2018 Parisian ruin over a finite-time horizon. Zbl 1341.60024Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng 8 2016 Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 8 2016 Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041Hashorva, Enkelejd; Ji, Lanpeng 8 2016 On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng 8 2015 ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640Hashorva, Enkelejd; Li, Jinzhu 8 2013 On Piterbarg theorem for maxima of stationary Gaussian sequences. Zbl 1281.60049Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 8 2013 Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2005 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 1103.60040Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2004 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 7 2017 Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294Farkas, Julia; Hashorva, Enkelejd 7 2015 On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 7 2014 Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048Hashorva, Enkelejd; Tan, Zhongquan 7 2013 Exact asymptotics for type I bivariate elliptical distributions. Zbl 1129.60023Hashorva, Enkelejd 7 2007 Conditional limiting distribution of type III elliptical random vectors. Zbl 1110.62022Hashorva, Enkelejd 7 2007 On the regular variation of elliptical random vectors. Zbl 1103.60035Hashorva, Enkelejd 7 2006 Multiple maxima in multivariate samples. Zbl 1079.60515Hashorva, Enkelejd; Hüsler, Jürg 7 2005 Uniform tail approximation of homogenous functionals of Gaussian fields. Zbl 1425.60036Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 6 2017 Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 6 2017 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 6 2016 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 6 2015 Extremes of aggregated Dirichlet risks. Zbl 1316.60079Hashorva, Enkelejd 6 2015 Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088Hashorva, Enkelejd; Li, Jinzhu 6 2014 Aggregation of log-linear risks. Zbl 1334.60029Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas 6 2014 Near-extremes and related point processes. Zbl 1216.60022Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J. 6 2009 Conditional limits of \(W_{p}\) scale mixture distributions. Zbl 1168.60328Hashorva, Enkelejd 6 2009 Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend. Zbl 1110.60076Hashorva, Enkelejd 6 2005 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. Zbl 1074.60087Bischoff, Wolfgang; Hashorva, Enkelejd 6 2005 On the number of points near the multivariate maxima. Zbl 1029.60041Hashorva, Enkelejd; Hüsler, Jürg 6 2001 Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 5 2017 Maxima of skew elliptical triangular arrays. Zbl 1343.60061Hashorva, Enkelejd; Ling, Chengxiu 5 2016 Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064Hashorva, Enkelejd; Tan, Zhongquan 5 2015 Extremes of order statistics of stationary processes. Zbl 1317.60064Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 5 2015 Approximation of a random process with variable smoothness. Zbl 1317.60036Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg 5 2015 Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091Hashorva, Enkelejd; Li, Jinzhu 5 2015 Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 5 2014 Large deviations for proportions of observations which fall in random sets determined by order statistics. Zbl 1306.60016Hashorva, Enkelejd; Macci, Claudio; Pacchiarotti, Barbara 5 2013 On beta-product convolutions. Zbl 1341.62055Hashorva, Enkelejd 5 2013 On Pearson-Kotz Dirichlet distributions. Zbl 1213.60032Balakrishnan, N.; Hashorva, E. 5 2011 Asymptotics of the norm of elliptical random vectors. Zbl 1200.62012Hashorva, Enkelejd 5 2010 Extremes of weighted Dirichlet arrays. Zbl 1199.60186Hashorva, Enkelejd 5 2008 Sample extremes for \(L_p\)-norm asymptotically spherical distributions. Zbl 1122.60024Hashorva, Enkelejd 5 2007 Asymptotics of dominated Gaussian maxima. Zbl 1035.60051Hashorva, Enkelejd 5 2003 Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050Hashorva, Enkelejd 4 2019 Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. 4 2017 Tail asymptotic expansions for \(L\)-statistics. Zbl 1328.62084Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang 4 2014 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081Hashorva, Enkelejd; Ji, Lanpeng 4 2014 Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 07224248Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 2 2020 Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 07169691Dȩbicki, Krzysztof; Hashorva, Enkelejd 1 2020 Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050Hashorva, Enkelejd 4 2019 On generalised Piterbarg constants. Zbl 1390.60133Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li 15 2018 Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071Hashorva, Enkelejd 11 2018 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 8 2018 Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 3 2018 Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe 2 2018 Extremes of randomly scaled Gumbel risks. Zbl 1377.60061Dȩbicki, Krzysztof; Farkas, Julia; Hashorva, Enkelejd 2 2018 Domination of sample maxima and related extremal dependence measures. Zbl 1391.60069Hashorva, Enkelejd 1 2018 Approximation of maximum of Gaussian random fields. Zbl 1378.60078Hashorva, Enkelejd; Seleznjev, Oleg; Tan, Zhongquan 1 2018 Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd 22 2017 On extremal index of max-stable stationary processes. Zbl 1393.60055Dębicki, Krzysztof; Hashorva, Enkelejd 12 2017 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 7 2017 Uniform tail approximation of homogenous functionals of Gaussian fields. Zbl 1425.60036Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 6 2017 Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 6 2017 Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 5 2017 Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. 4 2017 Aggregation of randomly weighted large risks. Zbl 07067555Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik 2 2017 Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I. 2 2017 On some new dependence models derived from multivariate collective models in insurance applications. Zbl 1402.91198Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa 1 2017 Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 19 2016 Parisian ruin over a finite-time horizon. Zbl 1341.60024Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng 8 2016 Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 8 2016 Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041Hashorva, Enkelejd; Ji, Lanpeng 8 2016 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 6 2016 Maxima of skew elliptical triangular arrays. Zbl 1343.60061Hashorva, Enkelejd; Ling, Chengxiu 5 2016 Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 18 2015 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042Hashorva, Enkelejd; Ji, Lanpeng 18 2015 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 14 2015 Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 12 2015 Gaussian risk models with financial constraints. Zbl 1401.91130Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 11 2015 On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208Hashorva, Enkelejd; Ratovomirija, Gildas 10 2015 Extremes of homogeneous Gaussian random fields. Zbl 1315.60059Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia 9 2015 On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng 8 2015 Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294Farkas, Julia; Hashorva, Enkelejd 7 2015 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 6 2015 Extremes of aggregated Dirichlet risks. Zbl 1316.60079Hashorva, Enkelejd 6 2015 Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064Hashorva, Enkelejd; Tan, Zhongquan 5 2015 Extremes of order statistics of stationary processes. Zbl 1317.60064Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 5 2015 Approximation of a random process with variable smoothness. Zbl 1317.60036Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg 5 2015 Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091Hashorva, Enkelejd; Li, Jinzhu 5 2015 Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg 3 2015 Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process. Zbl 1322.60072Das, Bikramjit; Engelke, Sebastian; Hashorva, Enkelejd 3 2015 Maxima of a triangular array of multivariate Gaussian sequence. Zbl 1327.60108Hashorva, Enkelejd; Peng, Liang; Weng, Zhichao 2 2015 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 18 2014 Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027Hashorva, Enkelejd; Ji, Lanpeng 13 2014 On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054Tan, Zhongquan; Hashorva, Enkelejd 9 2014 On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026Tan, Zhongquan; Hashorva, Enkelejd 9 2014 On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 7 2014 Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088Hashorva, Enkelejd; Li, Jinzhu 6 2014 Aggregation of log-linear risks. Zbl 1334.60029Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas 6 2014 Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 5 2014 Tail asymptotic expansions for \(L\)-statistics. Zbl 1328.62084Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang 4 2014 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081Hashorva, Enkelejd; Ji, Lanpeng 4 2014 Boundary noncrossings of additive Wiener fields. Zbl 1304.60059Hashorva, Enkelejd; Mishura, Yuliya 4 2014 Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 3 2014 Berman’s inequality under random scaling. Zbl 1326.60044Hashorva, Enkelejd; Weng, Zhichao 3 2014 Second order asymptotics of aggregated log-elliptical risk. Zbl 1322.60037Kortschak, Dominik; Hashorva, Enkelejd 3 2014 Second-order tail asymptotics of deflated risks. Zbl 1304.91110Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang 3 2014 Tail asymptotic of Weibull-type risks. Zbl 1305.62200Hashorva, Enkelejd; Weng, Zhichao 3 2014 Maxima and minima of complete and incomplete stationary sequences. Zbl 1337.60105Hashorva, Enkelejd; Weng, Zhichao 2 2014 Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. Zbl 1293.91095Hashorva, Enkelejd; Ji, Lanpeng 2 2014 Tail asymptotics of random sum and maximum of log-normal risks. Zbl 1295.62013Hashorva, Enkelejd; Kortschak, Dominik 2 2014 Extremes of perturbed bivariate Rayleigh risks. Zbl 1314.62064Hashorva, Enkelejd; Nadarajah, Saralees; Pogány, Tibor K. 1 2014 Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan 1 2014 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 27 2013 Extremes and products of multivariate AC-product risks. Zbl 1284.60108Yang, Yang; Hashorva, Enkelejd 20 2013 Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107Tan, Zhongquan; Hashorva, Enkelejd 16 2013 Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077Tan, Zhongquan; Hashorva, Enkelejd 16 2013 Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046Hashorva, Enkelejd; Weng, Zhichao 14 2013 Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065Hashorva, Enkelejd 12 2013 On extremal behavior of Gaussian chaos. Zbl 1416.60046Korshunov, 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 1274.60121Tan, Zhongquan; Hashorva, Enkelejd 9 2013 Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030Kortschak, Dominik; Hashorva, Enkelejd 9 2013 Exact tail asymptotics of aggregated parametrised risk. Zbl 1258.91104Hashorva, Enkelejd 9 2013 ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640Hashorva, Enkelejd; Li, Jinzhu 8 2013 On Piterbarg theorem for maxima of stationary Gaussian sequences. Zbl 1281.60049Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao 8 2013 Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048Hashorva, Enkelejd; Tan, Zhongquan 7 2013 Large deviations for proportions of observations which fall in random sets determined by order statistics. Zbl 1306.60016Hashorva, Enkelejd; Macci, Claudio; Pacchiarotti, Barbara 5 2013 On beta-product convolutions. Zbl 1341.62055Hashorva, Enkelejd 5 2013 Scale mixtures of Kotz-Dirichlet distributions. Zbl 1273.60018Balakrishnan, N.; Hashorva, E. 4 2013 Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150Hashorva, Enkelejd 20 2012 Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang 15 2012 Extremes of independent chi-square random vectors. Zbl 1329.60028Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim 13 2012 Gaussian approximation of conditional elliptical copulas. Zbl 1259.62039Hashorva, Enkelejd; Jaworski, Piotr 4 2012 Limit theorems for the spacings of weak records. Zbl 1238.62061Hashorva, Enkelejd; Stepanov, Alexei 3 2012 On the infinite sums of deflated Gaussian products. Zbl 1266.60069Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan 2 2012 Calculation of Bayes premium for conditional elliptical risks. Zbl 1285.91060Kume, Alfred; Hashorva, Enkelejd 1 2012 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 15 2011 On Pearson-Kotz Dirichlet distributions. Zbl 1213.60032Balakrishnan, N.; Hashorva, E. 5 2011 Asymptotics of the convex hull of spherically symmetric samples. Zbl 1228.60021Hashorva, Enkelejd 2 2011 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 40 2010 Tail asymptotics under beta random scaling. Zbl 1208.60012Hashorva, Enkelejd; Pakes, Anthony G. 23 2010 On the residual dependence index of elliptical distributions. Zbl 1190.62107Hashorva, Enkelejd 12 2010 Asymptotics of the norm of elliptical random vectors. Zbl 1200.62012Hashorva, Enkelejd 5 2010 Boundary non-crossings of Brownian pillow. Zbl 1197.60082Hashorva, Enkelejd 4 2010 Conditional limit results for type I polar distributions. Zbl 1224.60031Hashorva, Enkelejd 16 2009 Near-extremes and related point processes. Zbl 1216.60022Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J. 6 2009 Conditional limits of \(W_{p}\) scale mixture distributions. Zbl 1168.60328Hashorva, Enkelejd 6 2009 ...and 45 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 374 Authors 115 Hashorva, Enkelejd 29 Dębicki, Krzysztof 26 Tan, Zhongquan 21 Ji, Lanpeng 18 Peng, Zuoxiang 14 Liu, Peng 13 Ling, Chengxiu 11 Piterbarg, Vladimir Il’ich 9 Bai, Long 9 Dembińska, Anna 9 Hüsler, Jürg 9 Weng, Zhichao 8 Liao, Xin 7 Li, Jinzhu 6 Asimit, Alexandru V. 6 Bischoff, Wolfgang 6 Nadarajah, Saralees 6 Stepanov, Aleksei Vasil’evich 6 Tang, Qihe 5 Gouet, Raúl 5 Kosiński, Kamil Marcin 5 Loisel, Stéphane 5 Pakes, Anthony G. 5 Ratovomirija, Gildas 5 Sanz, Gerardo 5 Soulier, Philippe 5 Yang, Yang 4 Chen, Yiqing 4 Chen, Yu 4 Dombry, Clément 4 Engelke, Sebastian 4 Javier López, F. 4 Lefèvre, Claude 4 Lin, X. Sheldon 4 Michna, Zbigniew 4 Peng, Liang 4 Seifert, Miriam Isabel 4 Vernic, Raluca 3 Akbari, Masoumeh 3 Balakrishnan, Narayanaswamy 3 Bayramoğlu, Ismihan G. 3 Chen, Yang 3 Fougères, Anne-Laure 3 Frick, Melanie 3 Furman, Edward 3 Hua, Lei 3 Huang, Rongtan 3 Jasiński, Krzysztof 3 Joe, Harry 3 Kabluchko, Zakhar A. 3 Korshunov, Dmitry 3 Li, Deyuan 3 Lin, Fuming 3 Luo, Li 3 Nolde, Natalia 3 Popivoda, Goran 3 Reiss, Rolf-Dieter 3 Šiaulys, Jonas 3 Stamatović, Siniša 3 Tamraz, Maissa 3 Tang, Linjun 3 Wang, Kaiyong 3 Wang, Yuebao 3 Yang, Yang 3 Yuan, Zhongyi 3 Zhdanov, Aleksandr Ivanovich 2 Ahmadi, Jafar 2 Albrecher, Hansjörg 2 Arendarczyk, Marek 2 Buraczyńska, Aneta 2 Castañer, Anna 2 Claramunt, M. Mercè 2 Constantinescu, Corina D. 2 Das, Bikramjit 2 Deng, Pingjin 2 Eryılmaz, Serkan N. 2 Farkas, Julia 2 Gao, Wenxue 2 Gebizlioglu, Omer L. 2 Gui, Wenyong 2 Guillen, Montserrat 2 Harman, Radoslav 2 Janßen, Anja 2 Jaworski, Piotr 2 Jiang, Yingying 2 Kobel’kov, Sergeĭ Georgievich 2 Kortschak, Dominik 2 Kozubowski, Tomasz J. 2 Lacko, Vladimir 2 Laub, Patrick J. 2 Leipus, Remigijus 2 Li, Haijun 2 Lu, Dawei 2 Macci, Claudio 2 Miller, Frank 2 Mishura, Yuliya Stepanivna 2 Novikov, Aleksandr Aleksandrovich 2 Opitz, Thomas 2 Pacchiarotti, Barbara 2 Padoan, Simone A. ...and 274 more Authors all top 5 Cited in 76 Serials 56 Statistics & Probability Letters 39 Insurance Mathematics & Economics 39 Extremes 27 Journal of Multivariate Analysis 15 Journal of Mathematical Analysis and Applications 15 Journal of Applied Probability 15 Methodology and Computing in Applied Probability 14 Stochastic Processes and their Applications 13 Communications in Statistics. 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English Series 2 Brazilian Journal of Probability and Statistics 2 Journal of the Korean Statistical Society 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Journal of Probability and Statistics 2 European Actuarial Journal 2 Dependence Modeling 1 Journal of Statistical Physics 1 Acta Mathematica Vietnamica 1 The Annals of Probability 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Journal of the American Statistical Association 1 Journal of Approximation Theory 1 Operations Research 1 Transactions of the American Mathematical Society 1 Acta Mathematicae Applicatae Sinica. English Series 1 Queueing Systems 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Applications of Mathematics 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Theory of Probability and Mathematical Statistics 1 Journal of Mathematical Sciences (New York) 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Abstract and Applied Analysis 1 Probability in the Engineering and Informational Sciences 1 Journal of Applied Mathematics 1 Journal of Statistical Mechanics: Theory and Experiment 1 Frontiers of Mathematics in China 1 Inverse Problems and Imaging 1 Electronic Journal of Statistics 1 SIAM Journal on Financial Mathematics 1 Statistics and Computing 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics 1 Journal of Statistical Distributions and Applications all top 5 Cited in 17 Fields 321 Probability theory and stochastic processes (60-XX) 195 Statistics (62-XX) 99 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 3 Measure and integration (28-XX) 3 Information and communication theory, circuits (94-XX) 2 Real functions (26-XX) 2 Approximations and expansions (41-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year