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在“Elsevier电子期刊”中，命中：31条，耗时：小于0.01 秒

在所有数据库中总计命中：5条

1.On Piterbarg¡¯s max-discretisation theorem for multivariate stationary Gaussian processes

作者：Zhongquan Tan ; Enkelejd Hashorva

关键词：Berman condition ; Strong dependence ; Time discretisation ; Piterbarg&rsquo ; s max-discretisation theorem ; Limit theorems ; Multivariate stationary Gaussian processes

刊名：Journal of Mathematical Analysis and Applications

出版年：2014

2.Exact tail asymptotics of aggregated parametrised risk

作者：Enkelejd Hashorva ^{enkelejd.hashorva@unil.ch} ^{enkelejd@stat.unibe.ch}

关键词：Risk aggregation ; Log-elliptical distribution ; Log-normal distribution ; Rare-event simulation ; Logarithmic efficiency

刊名：Journal of Mathematical Analysis and Applications

出版年：2013

3.On the supremum of -reflected processes with fractional Brownian motion as input

作者：Enkelejd Hashorva ; Lanpeng Ji ; Vladimir I. Piterbarg

关键词：primary ; 60G15 ; secondary ; 60G70

刊名：Stochastic Processes and their Applications

出版年：2013

4.Large deviations of Shepp statistics for fractional Brownian motion

作者：Enkelejd Hashorva ; Zhongquan Tan

关键词：primary ; 60G15 ; secondary ; 60G70

刊名：Statistics and Probability Letters

出版年：2013

5.ECOMOR and LCR reinsurance with gamma-like claims

作者：Enkelejd Hashorva ; Jinzhu Li

关键词：primary ; 62P05 ; secondary ; 62E10 ; 91B30

刊名：Insurance: Mathematics and Economics

出版年：2013

6.Gaussian approximation of conditional elliptical copulas

作者：Enkelejd Hashorva ; Piotr Jaworski

关键词：62E10 ; 60E05 ; 60G70 ; 62P05 ; 60F05

刊名：Journal of Multivariate Analysis

出版年：2012

7.Asymptotics of the norm of elliptical random vectors

作者：Enkelejd Hashorva

关键词：Elliptical distribution ; Gaussian distribution ; Kotz Type distribution ; Gumbel max-domain of attraction ; Tail approximation ; Density convergence ; Weak convergence

刊名：Journal of Multivariate Analysis

出版年：2010

8.Tail asymptotics under beta random scaling

作者：Enkelejd Hashorva ; Anthony G. Pakes

关键词：Weyl fractional-order integral operator ; Random scaling ; Elliptical distribution ; Max-domain of attraction ; Asymptotics of sample maxima ; Asymptotics of fractional integral ; Conditional limiting results ; Estimation of conditional distribution

刊名：Journal of Mathematical Analysis and Applications

出版年：2010

9.On the residual dependence index of elliptical distributions

作者：Enkelejd Hashorva

关键词：Partial residual dependence index ; Gumbel max-domain of attraction ; Weibull-tail distribution ; Elliptical distribution ; Quadratic programming problem

刊名：Statistics and Probability Letters

出版年：2010

10.Asymptotics of random contractions

作者：Enkelejd Hashorva ; Anthony G. Pakes ; Qihe Tang

关键词：Random contractions ; Random scaling ; Conditional tail expectation ; Elliptical distributions ; Spherical distributions ; Subexponential distributions ; Max-domain of attraction ; Risk aggregation ; Ruin probability

刊名：Insurance: Mathematics and Economics

出版年：2010

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