| Publication | Date of Publication | Type |
|---|
| Path decomposition of a reflected Lévy process on first passage over high levels | 2022-02-11 | Paper |
| General tax structures for a Lévy insurance risk process under the Cramér condition | 2020-02-24 | Paper |
| Cramér's estimate for the reflected process revisited | 2018-12-17 | Paper |
| Sample paths of a Lévy process leading to first passage over high levels in finite time | 2016-04-04 | Paper |
| Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions | 2016-03-11 | Paper |
| Finite time ruin probabilities for tempered stable insurance risk processes | 2015-01-28 | Paper |
| Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases | 2014-04-14 | Paper |
| Convolution equivalent Lévy processes and first passage times | 2013-09-05 | Paper |
| Small and large time stability of the time taken for a Lévy process to cross curved boundaries | 2013-03-19 | Paper |
| Path decomposition of ruinous behavior for a general Lévy insurance risk process | 2012-09-19 | Paper |
| The time at which a Lévy process creeps | 2012-06-22 | Paper |
| Stability of the exit time for Lévy processes | 2011-10-10 | Paper |
| Pruitt's estimates in Banach space | 2011-01-07 | Paper |
| Overshoots over curved boundaries. II | 2005-04-05 | Paper |
| Overshoots over curved boundaries | 2004-02-11 | Paper |
| Limit laws of modulus trimmed sums | 2003-05-06 | Paper |
| Tightness of the Student \(t\)-statistic | 2003-02-25 | Paper |
| The expectations hypothesis with non-negative rates | 2002-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938903 | 2000-11-06 | Paper |
| On Compactness Properties of the Exit Position of a Random Walk From an Interval | 2000-06-22 | Paper |
| On Compactness Properties of the Exit Position of a Random Walk From an Interval | 1998-08-11 | Paper |
| On the rate of growth of the overshoot and the maximum partial sum | 1998-06-02 | Paper |
| A note on random sums with nonrandom centering | 1998-05-21 | Paper |
| \(L^ p\)-boundedness of the overshoot in multidimensional renewal theory | 1996-12-08 | Paper |
| Some remarks on a question of Strassen | 1996-05-27 | Paper |
| Gambler's ruin and the first exit position of random walk from large spheres | 1995-08-31 | Paper |
| Distortion of area and conditioned Brownian motion | 1994-08-15 | Paper |
| Greedy lattice animals. I: Upper bounds | 1994-02-13 | Paper |
| Conditioned Brownian motion in simply connected planar domains | 1993-12-15 | Paper |
| On the position of a random walk at the time of first exit from a sphere | 1993-01-16 | Paper |
| The number of extreme points in the convex hull of a random sample | 1992-06-25 | Paper |
| Some extensions of the LIL via self-normalizations | 1991-01-01 | Paper |
| On the asymptotic normality of self-normalized sums | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357186 | 1991-01-01 | Paper |
| How Porous is the Graph of Brownian Motion? | 1991-01-01 | Paper |
| Self-normalized laws of the iterated logarithm | 1989-01-01 | Paper |
| Asymptotic normality and subsequential limits of trimmed sums | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3764962 | 1988-01-01 | Paper |
| Asymptotic normality of Winsorized means | 1988-01-01 | Paper |
| The influence of extremes on the law of the iterated logarithm | 1988-01-01 | Paper |
| Non-classical law of the iterated logarithm behaviour for trimmed sums | 1988-01-01 | Paper |
| The central limit problem for trimmed sums | 1987-01-01 | Paper |
| Matrix normalized sums of independent identically distributed random vectors | 1986-01-01 | Paper |
| The most visited site of Brownian motion and simple random walk | 1985-01-01 | Paper |
| Laws of the iterated logarithm for symmetric stable processes | 1985-01-01 | Paper |
| Approximate local limit theorems for laws outside domains of attraction | 1984-01-01 | Paper |
| An integral test for the rate of escape of d-dimensional random walk | 1983-01-01 | Paper |
| Probability estimates for the small deviations of d-dimensional random walk | 1983-01-01 | Paper |
| Rates on escape of random walks | 1982-01-01 | Paper |
