| Publication | Date of Publication | Type |
|---|
| Pro‐cyclicality beyond business cycle | 2023-09-28 | Paper |
| Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data | 2023-09-15 | Paper |
| Multi-normex distributions for the sum of random vectors. Rates of convergence | 2023-08-22 | Paper |
| On the relation between extremal dependence and concomitants | 2023-01-20 | Paper |
| Probabilistic forecasting of bubbles and flash crashes | 2022-06-22 | Paper |
| Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes | 2021-11-15 | Paper |
| Risk concentration under second order regular variation | 2020-09-10 | Paper |
| Characterization of a general class of tail probability distributions | 2019-09-25 | Paper |
| On functions bounded by Karamata functions | 2019-07-23 | Paper |
| Introduction to extreme value theory: applications to risk analysis and management | 2019-07-02 | Paper |
| Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH($p$,$q$) processes | 2019-06-21 | Paper |
| On the Dependence between Functions of Quantile and Dispersion Estimators | 2019-04-26 | Paper |
| Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields | 2018-10-26 | Paper |
| Discussion of ``Elicitability and backtesting: perspectives for banking regulation | 2018-02-19 | Paper |
| On the order of functions at infinity | 2017-08-29 | Paper |
| New results on the order of functions at infinity | 2017-06-28 | Paper |
| On the capacity functional of excursion sets of Gaussian random fields on \(\mathbb{R}^{2}\) | 2016-11-01 | Paper |
| CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian fields | 2016-07-25 | Paper |
| Chord-length distribution functions and Rice formulae. Application to random media | 2016-01-25 | Paper |
| New results for tails of probability distributions according to their asymptotic decay | 2015-12-30 | Paper |
| Normex, a new method for evaluating the distribution of aggregated heavy tailed risks | 2014-12-19 | Paper |
| An extension of the class of regularly varying functions | 2014-11-19 | Paper |
| Level curves crossings and applications for Gaussian models | 2011-11-27 | Paper |
| How fast can the chord length distribution decay? | 2011-07-22 | Paper |
| Level crossings and other level functionals of stationary Gaussian processes | 2010-06-29 | Paper |
| On the second moment of the number of crossings by a stationary Gaussian process | 2006-11-08 | Paper |
| A representation of Gibbs measure for the random energy model. | 2004-09-15 | Paper |
| Central limit theorems for level functionals of stationary Gaussian processes and fields | 2002-05-02 | Paper |
| Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience | 2001-07-11 | Paper |
| On the rate of convergence for extremes of mean square differentiable stationary normal processes | 1999-01-05 | Paper |
| Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes | 1998-03-29 | Paper |
| On the convergence of the number of exceedances of nonstationary normal sequences | 1998-03-01 | Paper |
| The qq-estimator and heavy tails | 1998-02-17 | Paper |
| Parameter estimation for moving averages with positive innovations | 1997-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3136260 | 1996-07-14 | Paper |
| Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences | 1995-08-21 | Paper |
| Extremal behaviour and convergence rates for sample--based geometric quantiles and half space depths | N/A | Paper |
