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Hashorva, Enkelejd

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Author ID: hashorva.enkelejd Recent zbMATH articles by "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
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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

Publications by Year

Citations contained in zbMATH Open

145 Publications have been cited 1,208 times in 401 Documents Cited by Year
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
40
2010
On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054
Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I.
27
2013
On the number of near-maximum insurance claim under dependence. Zbl 1047.62099
Hashorva, Enkelejd
26
2003
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution. Zbl 1065.60019
Hashorva, Enkelejd
24
2005
Tail asymptotics under beta random scaling. Zbl 1208.60012
Hashorva, Enkelejd; Pakes, Anthony G.
23
2010
Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041
Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd
22
2017
Gaussian approximation of conditional elliptical random vectors. Zbl 1144.60019
Hashorva, Enkelejd
22
2006
Extremes and products of multivariate AC-product risks. Zbl 1284.60108
Yang, Yang; Hashorva, Enkelejd
20
2013
Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150
Hashorva, Enkelejd
20
2012
Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
19
2016
Asymptotics and bounds for multivariate Gaussian tails. Zbl 1065.60017
Hashorva, Enkelejd
19
2005
Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
18
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
18
2015
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
18
2014
Extremes of asymptotically spherical and elliptical random vectors. Zbl 1110.62023
Hashorva, Enkelejd
18
2005
On multivariate Gaussian tails. Zbl 1050.62068
Hashorva, Enkelejd; Hüsler, Jürg
17
2003
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107
Tan, Zhongquan; Hashorva, Enkelejd
16
2013
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077
Tan, Zhongquan; Hashorva, Enkelejd
16
2013
Conditional limit results for type I polar distributions. Zbl 1224.60031
Hashorva, Enkelejd
16
2009
Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002
Hashorva, Enkelejd
16
2007
On generalised Piterbarg constants. Zbl 1390.60133
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li
15
2018
Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039
Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang
15
2012
Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng
15
2011
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays. Zbl 1107.60010
Hashorva, Enkelejd
15
2006
Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037
Hashorva, Enkelejd; Hüsler, Jürg
15
2005
Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I.
14
2015
Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046
Hashorva, Enkelejd; Weng, Zhichao
14
2013
\(L_p\)-norm generalised symmetrised Dirichlet distributions. Zbl 1128.62065
Hashorva, 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 1049.62048
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
14
2003
On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043
Hashorva, Enkelejd; Hüsler, Jürg
14
2002
Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027
Hashorva, Enkelejd; Ji, Lanpeng
13
2014
Extremes of independent chi-square random vectors. Zbl 1329.60028
Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim
13
2012
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025
Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg
13
2003
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
12
2017
Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
12
2015
Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065
Hashorva, Enkelejd
12
2013
On the residual dependence index of elliptical distributions. Zbl 1190.62107
Hashorva, Enkelejd
12
2010
Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071
Hashorva, Enkelejd
11
2018
Gaussian risk models with financial constraints. Zbl 1401.91130
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
11
2015
On extremal behavior of Gaussian chaos. Zbl 1416.60046
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
11
2013
On the max-domain of attractions of bivariate elliptical arrays. Zbl 1118.60046
Hashorva, Enkelejd
11
2005
Bivariate maximum insurance claim and related point processes. Zbl 1063.62143
Hashorva, Enkelejd
11
2004
On the number of near-maxima. Zbl 0971.60050
Hashorva, Enkelejd; Hüsler, Jürg
11
2000
Extreme values in FGM random sequences. Zbl 0921.60041
Hashorva, E.; Hüsler, J.
11
1999
On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208
Hashorva, Enkelejd; Ratovomirija, Gildas
10
2015
Extremes of homogeneous Gaussian random fields. Zbl 1315.60059
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia
9
2015
On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054
Tan, Zhongquan; Hashorva, Enkelejd
9
2014
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026
Tan, Zhongquan; Hashorva, Enkelejd
9
2014
Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval. Zbl 1274.60121
Tan, Zhongquan; Hashorva, Enkelejd
9
2013
Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030
Kortschak, Dominik; Hashorva, Enkelejd
9
2013
Exact tail asymptotics of aggregated parametrised risk. Zbl 1258.91104
Hashorva, Enkelejd
9
2013
Conditional limiting distribution of beta-independent random vectors. Zbl 1145.62013
Hashorva, Enkelejd
9
2008
Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058
Hashorva, Enkelejd; Hüsler, Jürg
9
2000
Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz
8
2018
Parisian ruin over a finite-time horizon. Zbl 1341.60024
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng
8
2016
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
8
2016
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041
Hashorva, Enkelejd; Ji, Lanpeng
8
2016
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
8
2015
ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640
Hashorva, Enkelejd; Li, Jinzhu
8
2013
On Piterbarg theorem for maxima of stationary Gaussian sequences. Zbl 1281.60049
Hashorva, 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 1079.62047
Bischoff, 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 1103.60040
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
8
2004
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
7
2017
Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294
Farkas, Julia; Hashorva, Enkelejd
7
2015
On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
7
2014
Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048
Hashorva, Enkelejd; Tan, Zhongquan
7
2013
Exact asymptotics for type I bivariate elliptical distributions. Zbl 1129.60023
Hashorva, Enkelejd
7
2007
Conditional limiting distribution of type III elliptical random vectors. Zbl 1110.62022
Hashorva, Enkelejd
7
2007
On the regular variation of elliptical random vectors. Zbl 1103.60035
Hashorva, Enkelejd
7
2006
Multiple maxima in multivariate samples. Zbl 1079.60515
Hashorva, Enkelejd; Hüsler, Jürg
7
2005
Uniform tail approximation of homogenous functionals of Gaussian fields. Zbl 1425.60036
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
6
2017
Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
6
2017
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
6
2016
On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
6
2015
Extremes of aggregated Dirichlet risks. Zbl 1316.60079
Hashorva, Enkelejd
6
2015
Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088
Hashorva, Enkelejd; Li, Jinzhu
6
2014
Aggregation of log-linear risks. Zbl 1334.60029
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas
6
2014
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
6
2009
Conditional limits of \(W_{p}\) scale mixture distributions. Zbl 1168.60328
Hashorva, Enkelejd
6
2009
Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend. Zbl 1110.60076
Hashorva, Enkelejd
6
2005
A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. Zbl 1074.60087
Bischoff, Wolfgang; Hashorva, Enkelejd
6
2005
On the number of points near the multivariate maxima. Zbl 1029.60041
Hashorva, Enkelejd; Hüsler, Jürg
6
2001
Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031
Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas
5
2017
Maxima of skew elliptical triangular arrays. Zbl 1343.60061
Hashorva, Enkelejd; Ling, Chengxiu
5
2016
Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064
Hashorva, Enkelejd; Tan, Zhongquan
5
2015
Extremes of order statistics of stationary processes. Zbl 1317.60064
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
5
2015
Approximation of a random process with variable smoothness. Zbl 1317.60036
Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg
5
2015
Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091
Hashorva, Enkelejd; Li, Jinzhu
5
2015
Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
5
2014
Large deviations for proportions of observations which fall in random sets determined by order statistics. Zbl 1306.60016
Hashorva, Enkelejd; Macci, Claudio; Pacchiarotti, Barbara
5
2013
On beta-product convolutions. Zbl 1341.62055
Hashorva, Enkelejd
5
2013
On Pearson-Kotz Dirichlet distributions. Zbl 1213.60032
Balakrishnan, N.; Hashorva, E.
5
2011
Asymptotics of the norm of elliptical random vectors. Zbl 1200.62012
Hashorva, Enkelejd
5
2010
Extremes of weighted Dirichlet arrays. Zbl 1199.60186
Hashorva, Enkelejd
5
2008
Sample extremes for \(L_p\)-norm asymptotically spherical distributions. Zbl 1122.60024
Hashorva, Enkelejd
5
2007
Asymptotics of dominated Gaussian maxima. Zbl 1035.60051
Hashorva, Enkelejd
5
2003
Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050
Hashorva, Enkelejd
4
2019
Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C.
4
2017
Tail asymptotic expansions for \(L\)-statistics. Zbl 1328.62084
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang
4
2014
Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081
Hashorva, Enkelejd; Ji, Lanpeng
4
2014
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 07224248
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
2
2020
Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 07169691
Dȩbicki, Krzysztof; Hashorva, Enkelejd
1
2020
Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050
Hashorva, Enkelejd
4
2019
On generalised Piterbarg constants. Zbl 1390.60133
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li
15
2018
Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071
Hashorva, Enkelejd
11
2018
Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz
8
2018
Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
3
2018
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
2
2018
Extremes of randomly scaled Gumbel risks. Zbl 1377.60061
Dȩbicki, Krzysztof; Farkas, Julia; Hashorva, Enkelejd
2
2018
Domination of sample maxima and related extremal dependence measures. Zbl 1391.60069
Hashorva, Enkelejd
1
2018
Approximation of maximum of Gaussian random fields. Zbl 1378.60078
Hashorva, Enkelejd; Seleznjev, Oleg; Tan, Zhongquan
1
2018
Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041
Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd
22
2017
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
12
2017
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
7
2017
Uniform tail approximation of homogenous functionals of Gaussian fields. Zbl 1425.60036
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
6
2017
Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
6
2017
Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031
Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas
5
2017
Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C.
4
2017
Aggregation of randomly weighted large risks. Zbl 07067555
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik
2
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
1
2017
Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
19
2016
Parisian ruin over a finite-time horizon. Zbl 1341.60024
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng
8
2016
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
8
2016
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041
Hashorva, Enkelejd; Ji, Lanpeng
8
2016
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
6
2016
Maxima of skew elliptical triangular arrays. Zbl 1343.60061
Hashorva, Enkelejd; Ling, Chengxiu
5
2016
Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
18
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
18
2015
Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I.
14
2015
Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
12
2015
Gaussian risk models with financial constraints. Zbl 1401.91130
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
11
2015
On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208
Hashorva, Enkelejd; Ratovomirija, Gildas
10
2015
Extremes of homogeneous Gaussian random fields. Zbl 1315.60059
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia
9
2015
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
8
2015
Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294
Farkas, Julia; Hashorva, Enkelejd
7
2015
On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
6
2015
Extremes of aggregated Dirichlet risks. Zbl 1316.60079
Hashorva, Enkelejd
6
2015
Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064
Hashorva, Enkelejd; Tan, Zhongquan
5
2015
Extremes of order statistics of stationary processes. Zbl 1317.60064
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
5
2015
Approximation of a random process with variable smoothness. Zbl 1317.60036
Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg
5
2015
Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091
Hashorva, Enkelejd; Li, Jinzhu
5
2015
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
3
2015
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process. Zbl 1322.60072
Das, Bikramjit; Engelke, Sebastian; Hashorva, Enkelejd
3
2015
Maxima of a triangular array of multivariate Gaussian sequence. Zbl 1327.60108
Hashorva, Enkelejd; Peng, Liang; Weng, Zhichao
2
2015
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
18
2014
Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027
Hashorva, Enkelejd; Ji, Lanpeng
13
2014
On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054
Tan, Zhongquan; Hashorva, Enkelejd
9
2014
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026
Tan, Zhongquan; Hashorva, Enkelejd
9
2014
On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
7
2014
Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088
Hashorva, Enkelejd; Li, Jinzhu
6
2014
Aggregation of log-linear risks. Zbl 1334.60029
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas
6
2014
Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
5
2014
Tail asymptotic expansions for \(L\)-statistics. Zbl 1328.62084
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang
4
2014
Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081
Hashorva, Enkelejd; Ji, Lanpeng
4
2014
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
4
2014
Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043
Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
3
2014
Berman’s inequality under random scaling. Zbl 1326.60044
Hashorva, Enkelejd; Weng, Zhichao
3
2014
Second order asymptotics of aggregated log-elliptical risk. Zbl 1322.60037
Kortschak, Dominik; Hashorva, Enkelejd
3
2014
Second-order tail asymptotics of deflated risks. Zbl 1304.91110
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang
3
2014
Tail asymptotic of Weibull-type risks. Zbl 1305.62200
Hashorva, Enkelejd; Weng, Zhichao
3
2014
Maxima and minima of complete and incomplete stationary sequences. Zbl 1337.60105
Hashorva, 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 1293.91095
Hashorva, Enkelejd; Ji, Lanpeng
2
2014
Tail asymptotics of random sum and maximum of log-normal risks. Zbl 1295.62013
Hashorva, Enkelejd; Kortschak, Dominik
2
2014
Extremes of perturbed bivariate Rayleigh risks. Zbl 1314.62064
Hashorva, Enkelejd; Nadarajah, Saralees; Pogány, Tibor K.
1
2014
Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095
Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan
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.
27
2013
Extremes and products of multivariate AC-product risks. Zbl 1284.60108
Yang, Yang; 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
16
2013
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes. Zbl 1274.60077
Tan, Zhongquan; Hashorva, Enkelejd
16
2013
Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046
Hashorva, Enkelejd; Weng, Zhichao
14
2013
Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065
Hashorva, Enkelejd
12
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
9
2013
Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030
Kortschak, Dominik; Hashorva, Enkelejd
9
2013
Exact tail asymptotics of aggregated parametrised risk. Zbl 1258.91104
Hashorva, Enkelejd
9
2013
ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640
Hashorva, Enkelejd; Li, Jinzhu
8
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
5
2013
On beta-product convolutions. Zbl 1341.62055
Hashorva, Enkelejd
5
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
20
2012
Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039
Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang
15
2012
Extremes of independent chi-square random vectors. Zbl 1329.60028
Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim
13
2012
Gaussian approximation of conditional elliptical copulas. Zbl 1259.62039
Hashorva, Enkelejd; Jaworski, Piotr
4
2012
Limit theorems for the spacings of weak records. Zbl 1238.62061
Hashorva, Enkelejd; Stepanov, Alexei
3
2012
On the infinite sums of deflated Gaussian products. Zbl 1266.60069
Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan
2
2012
Calculation of Bayes premium for conditional elliptical risks. Zbl 1285.91060
Kume, Alfred; Hashorva, Enkelejd
1
2012
Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng
15
2011
On Pearson-Kotz Dirichlet distributions. Zbl 1213.60032
Balakrishnan, N.; Hashorva, E.
5
2011
Asymptotics of the convex hull of spherically symmetric samples. Zbl 1228.60021
Hashorva, Enkelejd
2
2011
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
40
2010
Tail asymptotics under beta random scaling. Zbl 1208.60012
Hashorva, Enkelejd; Pakes, Anthony G.
23
2010
On the residual dependence index of elliptical distributions. Zbl 1190.62107
Hashorva, Enkelejd
12
2010
Asymptotics of the norm of elliptical random vectors. Zbl 1200.62012
Hashorva, Enkelejd
5
2010
Boundary non-crossings of Brownian pillow. Zbl 1197.60082
Hashorva, Enkelejd
4
2010
Conditional limit results for type I polar distributions. Zbl 1224.60031
Hashorva, Enkelejd
16
2009
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
6
2009
Conditional limits of \(W_{p}\) scale mixture distributions. Zbl 1168.60328
Hashorva, Enkelejd
6
2009
...and 45 more Documents
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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
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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. Theory and Methods
10 Scandinavian Actuarial Journal
9 Journal of Theoretical Probability
8 Lithuanian Mathematical Journal
7 Statistics
7 Science China. Mathematics
5 Metrika
5 Journal of Computational and Applied Mathematics
5 Journal of Statistical Planning and Inference
5 Probability and Mathematical Statistics
5 Applied Mathematics. Series B (English Edition)
5 Bernoulli
5 Stochastic Models
5 Stochastics
4 Advances in Applied Probability
4 Theory of Probability and its Applications
4 Test
4 ASTIN Bulletin
3 Mathematical Notes
3 Annals of the Institute of Statistical Mathematics
2 Discrete Applied Mathematics
2 European Journal of Operational Research
2 Statistical Papers
2 Electronic Journal of Probability
2 Doklady Mathematics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Inequalities and Applications
2 Australian & New Zealand Journal of Statistics
2 Acta Mathematica Sinica. 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

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