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Author ID: hashorva.enkelejd Recent zbMATH articles by "Hashorva, Enkelejd"
Published as: Hashorva, Enkelejd; Hashorva, E.
Homepage: http://www.hec.unil.ch/people/ehashorva
External Links: MGP
Documents Indexed: 161 Publications since 1999
Co-Authors: 63 Co-Authors with 118 Joint Publications
2,526 Co-Co-Authors
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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 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 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 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 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Dependence Modeling

Publications by Year

Citations contained in zbMATH Open

151 Publications have been cited 1,337 times in 451 Documents Cited by Year
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
42
2010
On the number of near-maximum insurance claim under dependence. Zbl 1047.62099
Hashorva, Enkelejd
28
2003
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
Tail asymptotics under beta random scaling. Zbl 1208.60012
Hashorva, Enkelejd; Pakes, Anthony G.
24
2010
Generalized Pickands constants and stationary max-stable processes. Zbl 1379.60041
Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd
24
2017
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution. Zbl 1065.60019
Hashorva, Enkelejd
24
2005
Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
24
2015
Gaussian approximation of conditional elliptical random vectors. Zbl 1144.60019
Hashorva, Enkelejd
22
2006
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
22
2014
Exact tail asymptotics in bivariate scale mixture models. Zbl 1329.60150
Hashorva, Enkelejd
21
2012
Extremes and products of multivariate AC-product risks. Zbl 1284.60108
Yang, Yang; Hashorva, Enkelejd
21
2013
Asymptotics and bounds for multivariate Gaussian tails. Zbl 1065.60017
Hashorva, Enkelejd
20
2005
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
20
2015
Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
19
2016
Extremes of asymptotically spherical and elliptical random vectors. Zbl 1110.62023
Hashorva, Enkelejd
19
2005
On generalised Piterbarg constants. Zbl 1390.60133
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li
18
2018
On multivariate Gaussian tails. Zbl 1050.62068
Hashorva, Enkelejd; Hüsler, Jürg
18
2003
Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng
17
2011
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107
Tan, Zhongquan; Hashorva, Enkelejd
17
2013
Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
16
2015
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
Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037
Hashorva, Enkelejd; Hüsler, Jürg
16
2005
Asymptotics of maxima of strongly dependent Gaussian processes. Zbl 1259.60039
Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang
16
2012
Asymptotic properties of type I elliptical random vectors. Zbl 1164.62002
Hashorva, Enkelejd
16
2007
On the residual dependence index of elliptical distributions. Zbl 1190.62107
Hashorva, Enkelejd
15
2010
Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071
Hashorva, Enkelejd
15
2018
Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I.
15
2015
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
15
2003
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
Limit laws for extremes of dependent stationary Gaussian arrays. Zbl 1262.60046
Hashorva, Enkelejd; Weng, Zhichao
15
2013
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
14
2017
Extremes of independent chi-square random vectors. Zbl 1329.60028
Hashorva, Enkelejd; Kabluchko, Zakhar; Wübker, Achim
14
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
14
2003
On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043
Hashorva, Enkelejd; Hüsler, Jürg
13
2002
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
13
2018
Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027
Hashorva, Enkelejd; Ji, Lanpeng
13
2014
Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065
Hashorva, Enkelejd
13
2013
Gaussian risk models with financial constraints. Zbl 1401.91130
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
12
2015
Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz
12
2018
Extreme values in FGM random sequences. Zbl 0921.60041
Hashorva, E.; Hüsler, J.
12
1999
Extremes of homogeneous Gaussian random fields. Zbl 1315.60059
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia
12
2015
On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208
Hashorva, Enkelejd; Ratovomirija, Gildas
11
2015
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 extremal behavior of Gaussian chaos. Zbl 1416.60046
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
11
2013
Parisian ruin over a finite-time horizon. Zbl 1341.60024
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng
10
2016
Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058
Hashorva, Enkelejd; Hüsler, Jürg
10
2000
On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. Zbl 1335.60054
Tan, Zhongquan; Hashorva, Enkelejd
10
2014
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
9
2017
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
On the number of near-maxima. Zbl 0971.60050
Hashorva, Enkelejd; Hüsler, Jürg
9
2000
Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030
Kortschak, Dominik; Hashorva, Enkelejd
9
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
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
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
9
2020
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
9
2017
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. Zbl 1290.60026
Tan, Zhongquan; Hashorva, Enkelejd
9
2014
Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
8
2017
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
8
2015
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. Zbl 1351.62062
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
8
2016
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
Multiple maxima in multivariate samples. Zbl 1079.60515
Hashorva, Enkelejd; Hüsler, Jürg
8
2005
On Piterbarg theorem for maxima of stationary Gaussian sequences. Zbl 1281.60049
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
8
2013
ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640
Hashorva, Enkelejd; Li, Jinzhu
8
2013
On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
8
2014
Tail approximation for reinsurance portfolios of Gaussian-like risks. Zbl 1398.62294
Farkas, Julia; Hashorva, Enkelejd
7
2015
Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050
Hashorva, Enkelejd
7
2019
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
7
2016
Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend. Zbl 1110.60076
Hashorva, Enkelejd
7
2005
Conditional limiting distribution of type III elliptical random vectors. Zbl 1110.62022
Hashorva, Enkelejd
7
2007
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
On the regular variation of elliptical random vectors. Zbl 1103.60035
Hashorva, Enkelejd
7
2006
Extremes of order statistics of stationary processes. Zbl 1317.60064
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
7
2015
Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048
Hashorva, Enkelejd; Tan, Zhongquan
7
2013
Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088
Hashorva, Enkelejd; Li, Jinzhu
7
2014
On the number of points near the multivariate maxima. Zbl 1029.60041
Hashorva, Enkelejd; Hüsler, Jürg
6
2001
Extremes of aggregated Dirichlet risks. Zbl 1316.60079
Hashorva, Enkelejd
6
2015
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
6
2015
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
6
2009
Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039
Dȩbicki, Krzysztof; Hashorva, Enkelejd
6
2020
Conditional limits of \(W_{p}\) scale mixture distributions. Zbl 1168.60328
Hashorva, Enkelejd
6
2009
Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. Zbl 1370.60064
Hashorva, Enkelejd; Tan, Zhongquan
6
2015
On beta-product convolutions. Zbl 1341.62055
Hashorva, Enkelejd
6
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
Aggregation of log-linear risks. Zbl 1334.60029
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas
6
2014
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
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
5
2014
Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081
Hashorva, Enkelejd; Ji, Lanpeng
5
2014
Asymptotics of dominated Gaussian maxima. Zbl 1035.60051
Hashorva, Enkelejd
5
2003
Sample extremes for \(L_p\)-norm asymptotically spherical distributions. Zbl 1122.60024
Hashorva, Enkelejd
5
2007
Boundary non-crossings of Brownian pillow. Zbl 1197.60082
Hashorva, Enkelejd
5
2010
On Pearson-Kotz Dirichlet distributions. Zbl 1213.60032
Balakrishnan, N.; Hashorva, E.
5
2011
Limit theorems for the spacings of weak records. Zbl 1238.62061
Hashorva, Enkelejd; Stepanov, Alexei
5
2012
On the continuity of Pickands constants. Zbl 07501657
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
1
2022
On extremal index of max-stable random fields. Zbl 1475.60096
Hashorva, Enkelejd
2
2021
Multivariate max-stable processes and homogeneous functionals. Zbl 1482.60054
Hashorva, Enkelejd; Kume, Alfred
1
2021
Finite-time ruin probability for correlated Brownian motions. Zbl 07483112
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad
1
2021
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
9
2020
Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039
Dȩbicki, Krzysztof; Hashorva, Enkelejd
6
2020
Extremes of vector-valued Gaussian processes. Zbl 1454.60049
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Wang, Longmin
2
2020
Approximation of some multivariate risk measures for Gaussian risks. Zbl 1404.60050
Hashorva, Enkelejd
7
2019
On generalised Piterbarg constants. Zbl 1390.60133
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li
18
2018
Representations of \(\max\)-stable processes via exponential tilting. Zbl 1405.60071
Hashorva, Enkelejd
15
2018
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
13
2018
Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz
12
2018
Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
4
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
24
2017
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
14
2017
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
9
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
9
2017
Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
8
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
On some new dependence models derived from multivariate collective models in insurance applications. Zbl 1402.91198
Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa
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
Aggregation of randomly weighted large risks. Zbl 1473.62347
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik
2
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
10
2016
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041
Hashorva, Enkelejd; Ji, Lanpeng
9
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 and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
7
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
24
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
20
2015
Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
16
2015
Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I.
15
2015
Gaussian risk models with financial constraints. Zbl 1401.91130
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
12
2015
Extremes of homogeneous Gaussian random fields. Zbl 1315.60059
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia
12
2015
On Sarmanov mixed Erlang risks in insurance applications. Zbl 1390.62208
Hashorva, Enkelejd; Ratovomirija, Gildas
11
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
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
Extremes of order statistics of stationary processes. Zbl 1317.60064
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
7
2015
Extremes of aggregated Dirichlet risks. Zbl 1316.60079
Hashorva, Enkelejd
6
2015
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
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
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
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process. Zbl 1322.60072
Das, Bikramjit; Engelke, Sebastian; Hashorva, Enkelejd
4
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
22
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
10
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
8
2014
Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088
Hashorva, Enkelejd; Li, Jinzhu
7
2014
Aggregation of log-linear risks. Zbl 1334.60029
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas
6
2014
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
5
2014
Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081
Hashorva, Enkelejd; Ji, Lanpeng
5
2014
Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
5
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
Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043
Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
3
2014
Maxima and minima of complete and incomplete stationary sequences. Zbl 1337.60105
Hashorva, Enkelejd; Weng, Zhichao
3
2014
Second-order tail asymptotics of deflated risks. Zbl 1304.91110
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang
3
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
Second order asymptotics of aggregated log-elliptical risk. Zbl 1322.60037
Kortschak, Dominik; Hashorva, Enkelejd
2
2014
Modeling of censored bivariate extremal events. Zbl 1306.62209
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang
1
2014
Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095
Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan
1
2014
Tail asymptotic of Weibull-type risks. Zbl 1305.62200
Hashorva, Enkelejd; Weng, Zhichao
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.
27
2013
Extremes and products of multivariate AC-product risks. Zbl 1284.60108
Yang, Yang; Hashorva, Enkelejd
21
2013
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. Zbl 1291.60107
Tan, Zhongquan; Hashorva, Enkelejd
17
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
15
2013
Minima and maxima of elliptical arrays and spherical processes. Zbl 1279.60065
Hashorva, Enkelejd
13
2013
On extremal behavior of Gaussian chaos. Zbl 1416.60046
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
11
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 the supremum of strongly dependent Gaussian processes over a random interval. Zbl 1274.60121
Tan, Zhongquan; Hashorva, Enkelejd
9
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
ECOMOR and LCR reinsurance with gamma-like claims. Zbl 1284.62640
Hashorva, Enkelejd; Li, Jinzhu
8
2013
Large deviations of Shepp statistics for fractional Brownian motion. Zbl 1288.60048
Hashorva, Enkelejd; Tan, Zhongquan
7
2013
On beta-product convolutions. Zbl 1341.62055
Hashorva, Enkelejd
6
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
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
21
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
14
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
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
17
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
42
2010
Tail asymptotics under beta random scaling. Zbl 1208.60012
Hashorva, Enkelejd; Pakes, Anthony G.
24
2010
...and 51 more Documents
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Cited by 391 Authors

122 Hashorva, Enkelejd
35 Dębicki, Krzysztof
29 Tan, Zhongquan
24 Ji, Lanpeng
20 Peng, Zuoxiang
13 Ling, Chengxiu
13 Yang, Yang
12 Piterbarg, Vladimir Il’ich
10 Bai, Long
10 Weng, Zhichao
9 Dembińska, Anna
9 Liao, Xin
8 Li, Jinzhu
7 Hüsler, Jürg
7 Nadarajah, Saralees
7 Stepanov, Aleksei Vasil’evich
6 Asimit, Alexandru V.
6 Bischoff, Wolfgang
6 Lefèvre, Claude
6 Loisel, Stéphane
6 Soulier, Philippe
6 Tang, Qihe
5 Dombry, Clément
5 Gouet, Raúl
5 Jasiński, Krzysztof
5 Kosiński, Kamil Marcin
5 Mishura, Yuliya Stepanivna
5 Peng, Liang
5 Ratovomirija, Gildas
5 Sanz, Gerardo
4 Chen, Yang
4 Chen, Yiqing
4 Chen, Yu
4 Engelke, Sebastian
4 Javier López, F.
4 Lin, X. Sheldon
4 Michna, Zbigniew
4 Nolde, Natalia
4 Pakes, Anthony G.
4 Popivoda, Goran
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 Fougères, Anne-Laure
3 Frick, Melanie
3 Furman, Edward
3 Hua, Lei
3 Huang, Rongtan
3 Joe, Harry
3 Kabluchko, Zakhar A.
3 Kobel’kov, Sergeĭ Georgievich
3 Korshunov, Dmitry Alekseevich
3 Li, Deyuan
3 Lin, Fuming
3 Luo, Li
3 Macci, Claudio
3 Peng, Xiaofan
3 Reiss, Rolf-Dieter
3 Rodionov, Igor’ Vladimirovich
3 Rolski, Tomasz
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 Bignozzi, Valeria
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 Fung, Thomas
2 Gao, Wenxue
2 Gebizlioğlu, Ömer L.
2 Gui, Wenyong
2 Guillen, Montserrat
2 Harman, Radoslav
2 Ignatieva, Katja
2 Janßen, Anja
2 Jasnovidov, Grigori
2 Jaunė, Eglė
2 Jaworski, Piotr
2 Jiang, Yingying
2 Kortschak, Dominik
2 Kozubowski, Tomasz J.
...and 291 more Authors
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Cited in 83 Serials

58 Statistics & Probability Letters
44 Extremes
41 Insurance Mathematics & Economics
27 Journal of Multivariate Analysis
18 Communications in Statistics. Theory and Methods
17 Journal of Applied Probability
16 Methodology and Computing in Applied Probability
15 Journal of Mathematical Analysis and Applications
15 Stochastic Processes and their Applications
12 Scandinavian Actuarial Journal
10 Lithuanian Mathematical Journal
10 Journal of Theoretical Probability
10 Stochastics
8 Statistics
6 Advances in Applied Probability
6 Bernoulli
6 Stochastic Models
6 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)
4 Test
4 Journal of Mathematical Sciences (New York)
4 ASTIN Bulletin
3 Mathematical Notes
3 Theory of Probability and its Applications
3 Annals of the Institute of Statistical Mathematics
3 The Annals of Applied Probability
3 Electronic Journal of Probability
3 Journal of Inequalities and Applications
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Discrete Applied Mathematics
2 The Annals of Probability
2 Applied Mathematics and Computation
2 European Journal of Operational Research
2 Statistical Papers
2 Filomat
2 Doklady Mathematics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
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 Electronic Journal of 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 Statistics
1 Journal of the American Statistical Association
1 Journal of Approximation Theory
1 Mathematica Slovaca
1 Operations Research
1 Transactions of the American Mathematical Society
1 Operations Research Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Queueing Systems
1 Annals of Operations Research
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 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 North American Actuarial Journal
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 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

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