| Publication | Date of Publication | Type |
|---|
On Berman functions
Methodology and Computing in Applied Probability | 2024-04-02 | Paper |
| scientific article; zbMATH DE number 7662453 (Why is no real title available?) | 2023-03-13 | Paper |
scientific article; zbMATH DE number 7662453 (Why is no real title available?)
(available as arXiv preprint) | 2023-03-13 | Paper |
On the continuity of Pickands constants
Journal of Applied Probability | 2022-04-01 | Paper |
Ruin probabilities for two collaborating insurance companies
(available as arXiv preprint) | 2021-07-02 | Paper |
Sojourn times of Gaussian related random fields
(available as arXiv preprint) | 2021-01-27 | Paper |
Sojourn times of Gaussian processes with trend
Journal of Theoretical Probability | 2020-10-30 | Paper |
Sojourn times of Gaussian processes with trend
Journal of Theoretical Probability | 2020-10-30 | Paper |
Simultaneous ruin probability for two-dimensional Brownian risk model
Journal of Applied Probability | 2020-07-22 | Paper |
Approximation of sojourn times of Gaussian processes
Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
| Remarks on Pickands' theorem | 2018-08-08 | Paper |
Remarks on Pickands' theorem
(available as arXiv preprint) | 2018-08-08 | Paper |
The distribution of the supremum for spectrally asymmetric Lévy processes
Electronic Communications in Probability | 2015-08-17 | Paper |
Explicit formula for the supremum distribution of a spectrally negative stable process
Electronic Communications in Probability | 2014-09-22 | Paper |
| The impact of lead time forecasting on the bullwhip effect | 2013-09-27 | Paper |
| L\'evy processes in storage and inventory problems | 2013-03-24 | Paper |
Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
Statistics & Probability Letters | 2011-02-11 | Paper |
On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise
Stochastic Analysis and Applications | 2009-05-05 | Paper |
Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders
Studia Mathematica | 2007-05-30 | Paper |
| On approximations of risk process with renewal arrivals in \(\alpha\)-stable domain | 2006-04-28 | Paper |
α-stable limits for multiple channel queues in heavy traffic
Applicationes Mathematicae | 2003-09-09 | Paper |
Simulation of the Asymptotic Constant in Some Fluid Models
Stochastic Models | 2003-07-24 | Paper |
| scientific article; zbMATH DE number 1850764 (Why is no real title available?) | 2003-01-08 | Paper |
On the supremum from Gaussian processes over infinite horizon
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Self-similar processes in collective risk theory
Journal of Applied Mathematics and Stochastic Analysis | 2000-06-07 | Paper |
On tail probabilities and first passage times for fractional Brownian motion
Mathematical Methods of Operations Research | 2000-05-07 | Paper |
| scientific article; zbMATH DE number 1250159 (Why is no real title available?) | 1999-02-10 | Paper |
Stable Lévy motion approximation in collective risk theory
Insurance Mathematics & Economics | 1998-03-25 | Paper |
Approximation of stochastic differential equations driven by α-stable Lévy motion
Applicationes Mathematicae | 1997-03-05 | Paper |
The expected number of level crossings for certain symmetric α-stable processes
Communications in Statistics. Stochastic Models | 1995-04-04 | Paper |
