| Publication | Date of Publication | Type |
|---|
| Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics | 2024-11-12 | Paper |
| On the maxima of suprema of dependent Gaussian models | 2023-12-14 | Paper |
| Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend | 2023-03-14 | Paper |
| Extrema of multi-dimensional Gaussian processes over random intervals | 2022-04-01 | Paper |
| Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend | 2022-03-30 | Paper |
| Exact asymptotics of component-wise extrema of two-dimensional Brownian motion | 2021-05-21 | Paper |
| On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models | 2020-12-16 | Paper |
| Tail asymptotic behavior of the supremum of a class of chi-square processes | 2019-09-25 | Paper |
| Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model | 2019-06-21 | Paper |
| Extremal behavior of hitting a cone by correlated Brownian motion with drift | 2018-12-10 | Paper |
| Extremes of threshold-dependent Gaussian processes | 2018-11-23 | Paper |
| Gaussian risk models with financial constraints | 2018-07-11 | Paper |
| Ruin problem of a two-dimensional fractional Brownian motion risk process | 2018-05-03 | Paper |
| Comparison Inequalities for Order Statistics of Gaussian Arrays | 2017-02-23 | Paper |
| Extremes of threshold-dependent Gaussian processes | 2017-01-19 | Paper |
| Extremes and limit theorems for difference of chi-type processes | 2017-01-12 | Paper |
| Extremes of locally stationary chi-square processes with trend | 2016-12-27 | Paper |
| A note on ruin problems in perturbed classical risk models | 2016-11-18 | Paper |
| Extremes of Chi-square Processes with Trend | 2016-07-22 | Paper |
| Parisian ruin over a finite-time horizon | 2016-06-17 | Paper |
| Extremes of a class of nonhomogeneous Gaussian random fields | 2016-05-12 | Paper |
| Gaussian approximation of perturbed chi-square risks | 2015-12-09 | Paper |
| Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields | 2015-11-03 | Paper |
| Parisian ruin of self-similar Gaussian risk processes | 2015-10-30 | Paper |
| On the \(\gamma\)-reflected processes with fBm input | 2015-10-22 | Paper |
| Extremes of vector-valued Gaussian processes: exact asymptotics | 2015-08-24 | Paper |
| Extremes of order statistics of stationary processes | 2015-06-26 | Paper |
| On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input | 2015-06-19 | Paper |
| Piterbarg theorems for chi-processes with trend | 2015-04-15 | Paper |
| Finite-time ruin probability of aggregate Gaussian processes | 2015-01-26 | Paper |
| Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals | 2015-01-23 | Paper |
| Approximation of passage times of \(\gamma\)-reflected processes with FBM input | 2014-10-15 | Paper |
| Extremes and First Passage Times of Correlated Fractional Brownian Motions | 2014-09-25 | Paper |
| Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process | 2014-08-18 | Paper |
| On the probability of conjunctions of stationary Gaussian processes | 2014-06-11 | Paper |
| Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model | 2014-05-06 | Paper |
| Random Shifting and Scaling of Insurance Risks | 2014-04-12 | Paper |
| On the infinite sums of deflated Gaussian products | 2012-10-23 | Paper |
| The Gerber-Shiu penalty functions for a perturbed risk model with two classes of risks and a threshold dividend strategy | 2012-10-05 | Paper |
| Archimedean copulas in finite and infinite dimensions -- with application to ruin problems | 2011-12-21 | Paper |
| The Gerber-Shiu penalty functions for two classes of renewal risk processes | 2010-02-12 | Paper |
| Extrema of multi-dimensional Gaussian processes over random intervals | N/A | Paper |
| Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics | N/A | Paper |
