E. Hashorva

Discipline

Economies et finances (57) Sciences de l'information et de la communication (2) Gestion et management (2) Méthodes et statistiques (1) Géographie (1)

Type de document

Articles (72) Livres et chapitres d'ouvrages (1)

Co-auteur

Date

Source

Mot-clé

papier (43) Paper (43) Tail (35) distribution (31) Probabilities (31) risque (23) Risk (23) Process (Law) (22) comportement (17) Infinite (17) spectacle (16) Motion (14) Gaussian processes (13) index (11) Case (11) Grammar, Comparative and general--Case (11) Case (11) répertoire (11) Random fields (10) modèle (9) Example (9) Behavior (8) Models (8) roman (8) temps (durée) (7) assurance (7) Time (7) Insurance (7) Insurance (7) tendance (6)

Documents écrit par E. Hashorva (73) | parle de E. Hashorva (0)

Pandemic-type failures in multivariate Brownian risk models.
K. Dȩbicki et al. (2022)
Representations of max-stable processes via exponential tilting
E. Hashorva
Some mathematical aspects of price optimisation
E. Hashorva et al. (28 mai 2018)
DOMINATION OF SAMPLE MAXIMA AND RELATED EXTREMAL DEPENDENCE MEASURES
E. Hashorva (5 mai 2018)
Extremes of randomly scaled Gumbel risks
K. Dȩbicki et al.
Tail asymptotics of light-tailed Weibull-like sums
S. Asmussen et al. (1 déc. 2017)
On extremal index of max-stable processes
K. Debicki et al. (1 déc. 2017)
Uniform tail approximation of homogenous functionals of Gaussian fields
K. Dȩbicki et al.
On some new dependence models derived from multivariate collective models in insurance applications
E. Hashorva et al. (14 sept. 2017)
Generalized Pickands constants and stationary max-stable processes
K. Debicki et al.
Aggregation of randomly weighted large risks
V. Asimit et al. (5 juin 2017)
Extremes of Gaussian random fields with regularly varying dependence structure
K. Debiicki et al.
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
E. Hashorva et al.
Extremes of a class of non-homogeneous Gaussian random fields
K. Debicki et al.
On Parisian ruin over a finite-time horizon
K. Debicki et al.
Extremes and limit theorems for difference of chi-type processes
P. Albin et al. (2016)
Maxima of skew elliptical triangular arrays
E. Hashorva et al. (2016)
Extremes of vector-valued Gaussian processes: Exact asymptotics
K. Dȩbicki et al.
Asymptotic expansion of Gaussian chaos via probabilistic approach
E. Hashorva et al.
Parisian ruin of self-similar Gaussian risk processes
K. Debicki et al.
Maxima of a triangular array of multivariate Gaussian sequence
E. Hashorva et al.
Gaussian risk models with financial constraints
K. Dȩbicki et al.
On the gamma-reflected processes with fBm input
P. Liu et al.
Tail approximation for reinsurance portfolios of Gaussian-like risks
J. Farkas et al.
On the asymptotic Laplace method and its application to random chaos
D.A. Korshunov et al.

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