Enkelejd Hashorva
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Probability and Risk Models, Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Statistical Distribution Estimation and Applications
Most-Cited Works
- → Asymptotics of random contractions(2010)75 cited
- → On multivariate Gaussian tails(2003)56 cited
- → Generalized Pickands constants and stationary max-stable processes(2017)45 cited
- → Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals(2014)44 cited
- → On the number of near-maximum insurance claim under dependence(2003)44 cited
- → Extremes of vector-valued Gaussian processes: Exact asymptotics(2015)42 cited
- → On the supremum ofγ-reflected processes with fractional Brownian motion as input(2013)42 cited
- → Piterbarg theorems for chi-processes with trend(2014)41 cited
- → Asymptotics and Bounds for Multivariate Gaussian Tails(2005)41 cited
- → Dependence modelling in multivariate claims run-off triangles(2012)41 cited