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内部出版物
SpringerLink电子期刊(28)
Elsevier电子期刊(31)
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:
59
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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