13 results
On the continuity of Pickands constants
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 18 January 2022, pp. 187-201
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- March 2022
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Simultaneous ruin probability for two-dimensional brownian risk model
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 597-612
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- June 2020
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Foreword by the Guest Editors of the RARE special issue
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 13 August 2018, pp. 209-210
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On age difference in joint lifetime modelling with life insurance annuity applications
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 03 April 2018, pp. 350-371
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Uniform tail approximation of homogenous functionals of Gaussian fields
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- Advances in Applied Probability / Volume 49 / Issue 4 / December 2017
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- 17 November 2017, pp. 1037-1066
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- December 2017
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Parisian ruin of self-similar Gaussian risk processes
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 688-702
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- September 2015
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Extremes of Homogeneous Gaussian Random Fields
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 55-67
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- March 2015
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Aggregation of log-linear risks
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 203-212
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- December 2014
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ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
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- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 1 / January 2015
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- 07 October 2014, pp. 175-205
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- January 2015
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Approximation of Passage Times of γ-Reflected Processes with FBM Input
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 713-726
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- September 2014
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ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK
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- Probability in the Engineering and Informational Sciences / Volume 28 / Issue 4 / October 2014
- Published online by Cambridge University Press:
- 27 June 2014, pp. 573-588
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Asymptotics of Maxima of Strongly Dependent Gaussian Processes
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 1106-1118
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- December 2012
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Dependence modelling in multivariate claims run-off triangles
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- Annals of Actuarial Science / Volume 7 / Issue 1 / March 2013
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- 05 September 2012, pp. 3-25
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