Person:6130018

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model Probability in the Engineering and Informational Sciences	2026-09-14	Paper
Randomly weighted sums of dependent subexponential random variables with application to systemic risk Communications in Statistics. Theory and Methods	2026-08-11	Paper
Estimates for systemic risk measures in the presence of heavy tails European Actuarial Journal	2026-05-26	Paper
Option pricing for barrier options under a regime-switching mixed fractional Brownian motion with jumps model Applied Mathematics and Computation	2026-05-20	Paper
Asymptotic analysis of a contagion risk measure with some dependence structures Stochastics	2026-02-17	Paper
The finite-time ruin probabilities of a renewal risk model with arbitrarily dependent insurance and financial risks caused by systematic factors Methodology and Computing in Applied Probability	2026-01-22	Paper
The finite-time ruin probabilities of a dependent bidimensional risk model with subexponential claims and Brownian perturbations Nonlinear Analysis. Modelling and Control	2025-05-13	Paper
Asymptotic estimates for systemic risk with dependent heavy-tailed losses Lithuanian Mathematical Journal	2025-04-11	Paper
The non-zonal Rossby-Haurwitz solutions of the 2D Euler equations on a rotating ellipsoid Journal of Mathematical Fluid Mechanics	2024-11-14	Paper
The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes* Communications in Statistics: Theory and Methods	2024-04-18	Paper
The Non-zonal Rossby-Haurwitz Solutions of the 2D Euler Equations on a Rotating Ellipsoid	2023-10-26	Paper

Research outcomes over time

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