| Publication | Date of Publication | Type |
|---|
| On Berman functions | 2024-04-02 | Paper |
| Sojourns of fractional Brownian motion queues: transient asymptotics | 2023-12-14 | Paper |
| The harmonic mean formula for random processes | 2023-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5881790 | 2023-03-13 | Paper |
| Cluster Random Fields and Random-Shift Representations | 2022-06-30 | Paper |
| Tail measures and regular variation | 2022-06-13 | Paper |
| On the maximum of a Gaussian process with unique maximum point of its variance | 2022-06-07 | Paper |
| Pandemic-type failures in multivariate Brownian risk models | 2022-04-04 | Paper |
| On the continuity of Pickands constants | 2022-04-01 | Paper |
| Finite-time ruin probability for correlated Brownian motions | 2022-03-02 | Paper |
| Multivariate max-stable processes and homogeneous functionals | 2021-11-12 | Paper |
| Shift-invariant homogeneous classes of random fields | 2021-11-01 | Paper |
| Multivariate extremes over a random number of observations | 2021-09-17 | Paper |
| On extremal index of max-stable random fields | 2021-08-04 | Paper |
| Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics | 2021-06-08 | Paper |
| Tail Measures and Regular Variation | 2021-03-07 | Paper |
| Sojourn times of Gaussian related random fields | 2021-01-27 | Paper |
| Extremes of vector-valued Gaussian processes | 2020-09-02 | Paper |
| Simultaneous ruin probability for two-dimensional brownian risk model | 2020-07-22 | Paper |
| Asymptotic domination of sample maxima | 2020-04-29 | Paper |
| Approximation of supremum of max-stable stationary processes \& Pickands constants | 2020-02-18 | Paper |
| Uniform tail approximation of homogenous functionals of Gaussian fields | 2019-09-16 | Paper |
| Aggregation of randomly weighted large risks | 2019-06-18 | Paper |
| On maximum of Gaussian process with unique maximum point of its variance | 2019-01-28 | Paper |
| Approximation of some multivariate risk measures for Gaussian risks | 2019-01-04 | Paper |
| Tail measure and spectral tail process of regularly varying time series | 2018-12-17 | 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 |
| Some mathematical aspects of price optimisation | 2018-08-31 | Paper |
| Representations of \(\max\)-stable processes via exponential tilting | 2018-08-15 | Paper |
| Tail asymptotics of light-tailed Weibull-like sums | 2018-08-08 | Paper |
| On Extremal Index of max-stable stationary processes | 2018-08-08 | Paper |
| Extremes ofγ-reflected Gaussian processes with stationary increments | 2018-08-07 | Paper |
| On some new dependence models derived from multivariate collective models in insurance applications | 2018-07-17 | Paper |
| Gaussian risk models with financial constraints | 2018-07-11 | Paper |
| Tail approximation for reinsurance portfolios of Gaussian-like risks | 2018-07-10 | Paper |
| Domination of sample maxima and related extremal dependence measures | 2018-06-27 | Paper |
| ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS | 2018-06-04 | Paper |
| On generalised Piterbarg constants | 2018-03-01 | Paper |
| Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices | 2018-02-26 | Paper |
| Generalized Pickands constants and stationary max-stable processes | 2018-01-26 | Paper |
| Extremes of randomly scaled Gumbel risks | 2017-11-02 | Paper |
| Extremes of Gaussian random fields with regularly varying dependence structure | 2017-11-02 | Paper |
| Approximation of maximum of Gaussian random fields | 2017-09-25 | Paper |
| ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK | 2017-08-24 | 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 |
| Maxima of skew elliptical triangular arrays | 2016-07-15 | Paper |
| Parisian ruin over a finite-time horizon | 2016-06-17 | Paper |
| Maxima and minima of complete and incomplete stationary sequences | 2016-06-10 | Paper |
| Extremes of a class of nonhomogeneous Gaussian random fields | 2016-05-12 | Paper |
| Boundary non-crossing probabilities for fractional Brownian motion with trend | 2016-04-27 | Paper |
| Higher-order expansions of distributions of maxima in a Hüsler-Reiss model | 2016-04-12 | Paper |
| Limit Laws for Maxima of Contracted Stationary Gaussian Sequences | 2016-04-01 | Paper |
| Insurance Applications of Some New Dependence Models derived from Multivariate Collective Models | 2016-03-06 | Paper |
| Extremes of independent chi-square random vectors | 2016-01-22 | Paper |
| Exact tail asymptotics in bivariate scale mixture models | 2016-01-22 | Paper |
| Berman's inequality under random scaling | 2015-12-09 | Paper |
| Gaussian approximation of perturbed chi-square risks | 2015-12-09 | Paper |
| Maxima of a triangular array of multivariate Gaussian sequence | 2015-11-23 | 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 |
| On the asymptotic Laplace method and its application to random chaos | 2015-10-14 | Paper |
| Asymptotic expansion of Gaussian chaos via probabilistic approach | 2015-09-24 | Paper |
| Extremes of vector-valued Gaussian processes: exact asymptotics | 2015-08-24 | Paper |
| Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids | 2015-07-20 | Paper |
| Extremes of order statistics of stationary processes | 2015-06-26 | Paper |
| Approximation of a Random Process with Variable Smoothness | 2015-06-24 | Paper |
| On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input | 2015-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255161 | 2015-06-12 | Paper |
| Extremes of Homogeneous Gaussian Random Fields | 2015-05-29 | Paper |
| Piterbarg theorems for chi-processes with trend | 2015-04-15 | Paper |
| Aggregation of log-linear risks | 2015-04-14 | Paper |
| Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks | 2015-03-20 | Paper |
| On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes | 2015-02-27 | Paper |
| Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process | 2015-01-30 | Paper |
| Second-order tail asymptotics of deflated risks | 2015-01-28 | Paper |
| Large deviations for proportions of observations which fall in random sets determined by order statistics | 2015-01-28 | Paper |
| Second order asymptotics of aggregated log-elliptical risk | 2015-01-28 | 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 |
| Tail asymptotic of Weibull-type risks | 2014-12-22 | Paper |
| Tail asymptotic expansions for \(L\)-statistics | 2014-12-03 | Paper |
| Extremes of aggregated Dirichlet risks | 2014-11-28 | Paper |
| Approximation of Passage Times of γ-Reflected Processes with FBM Input | 2014-10-15 | Paper |
| Discussion: Statistical models and methods for dependence in insurance data | 2014-09-30 | Paper |
| Extremes and First Passage Times of Correlated Fractional Brownian Motions | 2014-09-25 | Paper |
| Boundary noncrossings of additive Wiener fields | 2014-09-08 | 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 |
| Modeling of censored bivariate extremal events | 2014-08-11 | Paper |
| Limit properties of exceedances point processes of scaled stationary Gaussian sequences | 2014-06-20 | Paper |
| On the probability of conjunctions of stationary Gaussian processes | 2014-06-11 | Paper |
| Tail asymptotics of random sum and maximum of log-normal risks | 2014-06-05 | Paper |
| Tail asymptotics of randomly weighted large risks | 2014-05-03 | Paper |
| Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval | 2014-04-28 | Paper |
| Calculation of Bayes premium for conditional elliptical risks | 2014-04-25 | Paper |
| ECOMOR and LCR reinsurance with gamma-like claims | 2014-04-15 | Paper |
| On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes | 2014-04-14 | Paper |
| Random Shifting and Scaling of Insurance Risks | 2014-04-12 | Paper |
| Extremes and products of multivariate AC-product risks | 2014-04-03 | Paper |
| Large deviations of Shepp statistics for fractional Brownian motion | 2014-02-19 | Paper |
| On extremal behavior of Gaussian chaos | 2014-01-24 | Paper |
| Random Scaling of Gumbel Risks | 2013-12-26 | Paper |
| On beta-product convolutions | 2013-12-17 | Paper |
| On Piterbarg theorem for maxima of stationary Gaussian sequences | 2013-12-05 | Paper |
| Minima and maxima of elliptical arrays and spherical processes | 2013-08-16 | Paper |
| Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval | 2013-08-08 | Paper |
| Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes | 2013-06-25 | Paper |
| Tail Asymptotics of Deflated Risks | 2013-05-12 | Paper |
| Efficient simulation of tail probabilities for sums of log-elliptical risks | 2013-04-18 | Paper |
| Exact tail asymptotics of aggregated parametrised risk | 2013-02-21 | Paper |
| Limit laws for extremes of dependent stationary Gaussian arrays | 2013-01-25 | Paper |
| Asymptotics of Maxima of Strongly Dependent Gaussian Processes | 2013-01-19 | Paper |
| Scale mixtures of Kotz-Dirichlet distributions | 2012-11-29 | Paper |
| On the infinite sums of deflated Gaussian products | 2012-10-23 | Paper |
| A new family of bivariate max-infinitely divisible distributions | 2012-09-23 | Paper |
| Gaussian approximation of conditional elliptical copulas | 2012-08-24 | Paper |
| Limit theorems for the spacings of weak records | 2012-05-23 | Paper |
| Asymptotics of random contractions | 2012-02-10 | Paper |
| Archimedean copulas in finite and infinite dimensions -- with application to ruin problems | 2011-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3012182 | 2011-07-05 | Paper |
| On Pearson-Kotz Dirichlet distributions | 2011-04-19 | Paper |
| Asymptotics of the convex hull of spherically symmetric samples | 2011-03-09 | Paper |
| Conditional limit results for type I polar distributions | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3070022 | 2011-02-02 | Paper |
| Tail asymptotics under beta random scaling | 2010-09-17 | Paper |
| On the residual dependence index of elliptical distributions | 2010-06-25 | Paper |
| Boundary non-crossings of Brownian pillow | 2010-04-23 | Paper |
| Asymptotics of the norm of elliptical random vectors | 2010-03-01 | Paper |
| On the strong Kotz approximation of Dirichlet random vectors | 2009-09-18 | Paper |
| Extremes of weighted Dirichlet arrays | 2009-08-08 | Paper |
| Conditional limits of \(W_{p}\) scale mixture distributions | 2009-08-05 | Paper |
| On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays | 2009-06-25 | Paper |
| Asymptotics for Kotz type III elliptical distributions | 2009-04-15 | Paper |
| Asymptotic properties of type I elliptical random vectors | 2009-02-28 | Paper |
| Tail asymptotic results for elliptical distributions | 2008-08-18 | Paper |
| Conditional limiting distribution of beta-independent random vectors | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5445938 | 2008-03-06 | Paper |
| Gaussian Approximation of Conditional Elliptical Random Vectors | 2008-03-06 | Paper |
| An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend | 2008-01-23 | Paper |
| Extremes of conditioned elliptical random vectors | 2007-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3592709 | 2007-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3592719 | 2007-09-13 | Paper |
| Exact tail asymptotics in bivariate scale mixture models | 2007-09-13 | Paper |
| On the asymptotic distribution of certain bivariate reinsurance treaties | 2007-09-03 | Paper |
| On the max-domain of attractions of bivariate elliptical arrays | 2007-05-29 | Paper |
| Extremes of asymptotically spherical and elliptical random vectors | 2007-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3435613 | 2007-05-07 | Paper |
| On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays | 2007-02-14 | Paper |
| Conditional limiting distribution of type III elliptical random vectors | 2007-02-13 | Paper |
| Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend | 2006-11-03 | Paper |
| On the regular variation of elliptical random vectors | 2006-08-04 | Paper |
| A novel class of bivariate max-stable distributions | 2006-06-16 | Paper |
| Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests | 2006-02-08 | Paper |
| Multiple maxima in multivariate samples | 2005-12-05 | Paper |
| A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend | 2005-09-29 | Paper |
| Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution | 2005-06-01 | Paper |
| Estimation of Tails and Related Quantities Using the Number of Near-Extremes | 2005-05-23 | Paper |
| Asymptotics and bounds for multivariate Gaussian tails | 2005-05-20 | Paper |
| Bivariate maximum insurance claim and related point processes | 2005-04-21 | Paper |
| On multivariate Gaussian tails | 2004-10-05 | Paper |
| Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test | 2004-09-27 | Paper |
| Asymptotics of dominated Gaussian maxima | 2004-03-16 | Paper |
| On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. | 2004-02-14 | Paper |
| On the number of points near the multivariate maxima | 2004-01-15 | Paper |
| Asymptotics of a boundary crossing probability of a Brownian bridge with general trend | 2004-01-14 | Paper |
| On the number of near-maximum insurance claim under dependence. | 2003-11-16 | Paper |
| Remarks on domination of maxima | 2003-05-07 | Paper |
| On asymptotics of multivariate integrals with applications to records | 2002-11-25 | Paper |
| Asymptotic results for FGM random sequences | 2002-10-23 | Paper |
| Remarks on compound Poisson approximation of Gaussian random sequences | 2002-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704105 | 2001-10-18 | Paper |
| Extremes of Gaussian processes with maximal variance near the boundary points | 2001-09-23 | Paper |
| Extreme values in FGM random sequences | 1999-09-21 | Paper |
