Enkelejd Hashorva

Publications | Mémoires et thèses

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165 publications

Sous presse | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 |
 
Finite-time ruin probability for correlated Brownian motions
Dȩbicki Krzysztof, Hashorva Enkelejd, Krystecki Konrad Scandinavian Actuarial Journal pp. 1-26. Peer-reviewed.
 
Multivariate extremes over a random number of observations
Hashorva Enkelejd, Padoan Simone A., Rizzelli Stefano, 2021/09. Scandinavian Journal of Statistics, 48 (3) pp. 845-880. Peer-reviewed.
Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics
Hashorva Enkelejd, Mishura Yuliya, Shevchenko Georgiy, 2021/06. Journal of Theoretical Probability, 34 (2) pp. 728-754. Peer-reviewed.
Multivariate max-stable processes and homogeneous functionals
Hashorva Enkelejd, Kume Alfred, 2021/06. Statistics & Probability Letters, 173 p. 109066. Peer-reviewed.
On Extremal Index of Max-Stable Random Fields
Hashorva Enkelejd, 2021/04. Lithuanian Mathematical Journal, 61 (2) pp. 217-238. Peer-reviewed.
Extremes of vector-valued Gaussian processes
Dȩbicki Krzysztof, Hashorva Enkelejd, Wang Longmin, 2020/09. Stochastic Processes and their Applications, 130 (9) pp. 5802-5837. Peer-reviewed.
 
Simultaneous ruin probability for two-dimensional brownian risk model
Dȩbicki Krzysztof, Hashorva Enkelejd, Michna Zbigniew, 2020/06. Journal of Applied Probability, 57 (2) pp. 597-612. Peer-reviewed.
Approximation of Supremum of Max-Stable Stationary Processes & Pickands Constants
Dȩbicki Krzysztof, Hashorva Enkelejd, 2020/02. Journal of Theoretical Probability, 33 (1) pp. 444-464.
Asymptotic domination of sample maxima
Hashorva Enkelejd, Rullière Didier, 2020/01. Statistics & Probability Letters, 160 p. 108703. Peer-reviewed.
Approximation of some multivariate risk measures for Gaussian risks
Hashorva Enkelejd, 2019/01. Journal of Multivariate Analysis, 169 pp. 330-340. Peer-reviewed.
Tail measure and spectral tail process of regularly varying time series
Dombry Clément, Hashorva Enkelejd, Soulier Philippe, 2018/12. The Annals of Applied Probability, 28 (6) pp. 3884-3921. Peer-reviewed.
Extremes of threshold-dependent Gaussian processes
Bai Long, Dȩbicki Krzysztof, Hashorva Enkelejd, Ji Lanpeng, 2018/11. Science China Mathematics, 61 (11) pp. 1971-2002. Peer-reviewed.
 
Foreword by the Guest Editors of the RARE special issue
Constantinescu C., Hashorva E., Kratz M., 2018/09. Annals of Actuarial Science, 12 (2) pp. 209-210.
 
On age difference in joint lifetime modelling with life insurance annuity applications
Dufresne François, Hashorva Enkelejd, Ratovomirija Gildas, Toukourou Youssouf, 2018/09. Annals of Actuarial Science, 12 (02) pp. 350-371. Peer-reviewed.
Representations of max-stable processes via exponential tilting
Hashorva E., 2018/09. Stochastic Processes and their Applications, 128 (9) pp. 2952-2978. Peer-reviewed.
Some mathematical aspects of price optimisation
Hashorva E., Ratovomirija G., Tamraz M., Bai Y., 2018/05/28. Scandinavian Actuarial Journal, 2018 (5) pp. 379-403. Peer-reviewed.
DOMINATION OF SAMPLE MAXIMA AND RELATED EXTREMAL DEPENDENCE MEASURES
Hashorva E., 2018/05/05. Dependence Modelling, 6 pp. 88--101. Peer-reviewed.
 
On Generalised Piterbarg Constants
Bai L., Debicki K., Hashorva E., Luo L., 2018/03. Methodology and Computing in Applied Probability, 20 (1) pp. 137-164. Peer-reviewed.
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Dȩbicki Krzysztof, Hashorva Enkelejd, Ji Lanpeng, Rolski Tomasz, 2018/02. Stochastic Processes and their Applications, 128 pp. 4171–4206. Peer-reviewed.
Extremes of randomly scaled Gumbel risks
Dȩbicki K., Farkas J., Hashorva E., 2018/02. Journal of Mathematical Analysis and Applications, 458 (1) pp. 30-42. Peer-reviewed.
 
Approximation of maximum of Gaussian random fields
Hashorva E., Seleznjev O., Tan Z., 2018/01. Journal of Mathematical Analysis and Applications, 457 (1) pp. 841-867.
On extremal index of max-stable processes
Debicki K., Hashorva E., 2017/12/01. Probability and Mathematical Statistics, 37 (2) pp. 299-317. Peer-reviewed.
Tail asymptotics of light-tailed Weibull-like sums
Asmussen S., Hashorva E., Laub P., Taimre T., 2017/12/01. Probability and Mathematical Statistics, 37 (2) pp. 235-256. Peer-reviewed.
Uniform tail approximation of homogenous functionals of Gaussian fields
Dȩbicki K., Hashorva E., Liu P., 2017/12. Advances in Applied Probability, 49 (04) pp. 1037-1066. Peer-reviewed.
On some new dependence models derived from multivariate collective models in insurance applications
Hashorva E., Ratovomirija G., Tamraz M., 2017/09/14. Scandinavian Actuarial Journal, 2017 (8) pp. 730-750. Peer-reviewed.
Generalized Pickands constants and stationary max-stable processes
Debicki K., Engelke S., Hashorva E., 2017/09. Extremes, 20 (3) pp. 493-517. Peer-reviewed.
Aggregation of randomly weighted large risks
Asimit V., Hashorva E., Kortschak D., 2017/06/05. IMA Journal of Management Mathematics, 28 (3) pp. 403-419. Peer-reviewed.
Extremes of Gaussian random fields with regularly varying dependence structure
Debiicki K., Hashorva E., Liu P., 2017/06. Extremes, 20 (2) pp. 333-392. Peer-reviewed.
Comparison Inequalities for Order Statistics of Gaussian Arrays
Debicki K., Hashorva E., Ji L., Ling C., 2017/02/11. Latin American Journal of Probability and Mathematical Statistics, 14 (1) pp. 93-116. Peer-reviewed.
 
Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices
Farkas Julia, Hashorva Enkelejd, Piterbarg Vladimir I., 2017. Analytical and Computational Methods in Probability Theory pp. 251-264. Peer-reviewed.
 
Extremes of γ-reflected Gaussian processes with stationary increments
Dȩbicki Krzysztof, Hashorva Enkelejd, Liu Peng, 2017. ESAIM: Probability and Statistics, 21 pp. 495-535. Peer-reviewed.
Extremes of a class of non-homogeneous Gaussian random fields
Debicki K., Hashorva E., Ji L., 2016/03. Annals of Probability, 44 (2) pp. 984-1012. Peer-reviewed.
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
Hashorva E., Peng Z., Weng Z., 2016/03. Methodology and Computing in Applied Probability, 18 (1) pp. 181-196. Peer-reviewed.
On Parisian ruin over a finite-time horizon
Debicki K., Hashorva E., Ji L., 2016/03. Science China Mathematics, 59 (3) pp. 557-572. Peer-reviewed.
Extremes and limit theorems for difference of chi-type processes
Albin P., Hashorva E., Ji L., Ling C., 2016. ESAIM: Probability and Statistics, 20 pp. 349-366. Peer-reviewed.
 
Extremes of alpha-t locally stationary Gaussian random fields
Hashorva E., Ji L., 2016/01. Transactions of the American Mathematical Society, 368 (1) pp. 1-26. Peer-reviewed.
Maxima of skew elliptical triangular arrays
Hashorva E., Ling C., 2016. Communications in Statistics - Theory and Methods, 45 (12) pp. 3692-3705. Peer-reviewed.
Extremes of vector-valued Gaussian processes: Exact asymptotics
Dȩbicki K., Hashorva E., Ji L., Tabiś K., 2015/11. Stochastic Processes and their Applications, 125 (11) pp. 4039-4065. Peer-reviewed.
Asymptotic expansion of Gaussian chaos via probabilistic approach
Hashorva E., Korshunov D., Piterbarg V.I., 2015/09. Extremes, 18 (3) pp. 315-347. Peer-reviewed.
Parisian ruin of self-similar Gaussian risk processes
Debicki K., Hashorva E., Ji L., 2015/09. Journal Applied Probability, 52 (3) pp. 688-702. Peer-reviewed.
Gaussian risk models with financial constraints
Dȩbicki K., Hashorva E., Ji L., 2015/08. Scandinavian Actuarial Journal, 2015 (6) pp. 469-481. Peer-reviewed.
Maxima of a triangular array of multivariate Gaussian sequence
Hashorva E., Peng L., Weng Z., 2015/08. Statistics & Probability Letters, 103 pp. 62-72. Peer-reviewed.
On the gamma-reflected processes with fBm input
Liu P., Hashorva E., Ji L., 2015/07. Lithuanian Mathematical Journal, 55 (3) pp. 402-414. Peer-reviewed.
On the asymptotic Laplace method and its application to random chaos
Korshunov D.A., Piterbarg V.I., Hashorva E., 2015/05. Mathematical Notes, 97 (5-6) pp. 878-891. Peer-reviewed.
Tail approximation for reinsurance portfolios of Gaussian-like risks
Farkas J., Hashorva E., 2015/05. Scandinavian Actuarial Journal, 2015 (4) pp. 319-331. Peer-reviewed.
Extremes of homogeneous Gaussian random fields
Debicki K., Hashorva E., Soja-Kukieła N., 2015/03. Journal of Applied Probability, 52 (1) pp. 55-67. Peer-reviewed.
Piterbarg theorems for chi-processes with trend
Hashorva E., Ji L., 2015/03. Extremes, 18 (1) pp. 37-64. Peer-reviewed.
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
Hashorva E., Tan Z., 2015/03. Statistics, 49 (2) pp. 338-360. Peer-reviewed.
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
Das B., Engelke S., Hashorva E., 2015/02. Stochastic Processes and their Applications, 125 (2) pp. 780-796. Peer-reviewed.
Approximation of a random process with variable smoothness
Hashorva E., Lifshits M., Seleznjev O., 2015. pp. 189-208 dans Hallin M., Mason D., Pfeifer D., Steinebach J. G. (eds.) Festschrift in honor of Paul Deheuvels, Springer International Publishing.
Boundary non-crossing probabilities for fractional Brownian motion with trend
Hashorva E., Mishura Y., Seleznjev O., 2015. Stochastics An International Journal of Probability and Stochastic Processes, 87 (6) pp. 946-965. Peer-reviewed.
Extremes of aggregated Dirichlet risks
Hashorva E., 2015/01. Journal of Multivariate Analysis, 133 pp. 334-345. Peer-reviewed.
Extremes of order statistics of stationary processes
Dȩbicki K., Hashorva E., Ji L., Ling C., 2015/01. TEST, 24 (2) pp. 229-248. Peer-reviewed.
Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
Hashorva E., Weng Z., 2015. Communications in Statistics - Theory and Methods, 44 (21) pp. 4641-4650. Peer-reviewed.
On samanov mixed erlang risks in insurance applications
Hashorva E., Ratovomirija G., 2015/01. ASTIN Bulletin, 45 (1) pp. 175-205. Peer-reviewed.
Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks
Hashorva E., Li J., 2015/01. Stochastic Models, 31 (1) pp. 1-19. Peer-reviewed.
Second Order Asymptotics of Aggregated Log-Elliptical Risk
Kortschak D., Hashorva E., 2014/12. Methodology and Computing in Applied Probability, 16 (4) pp. 969-985. Peer-reviewed.
Asymptotics for a discrete-time risk model with the emphasis on financial risk
Hashorva E., Li J., 2014/10. Probability in the Engineering and Informational Sciences, 28 (4) pp. 573-588. Peer-reviewed.
Approximation of passage times of gamma-reflected processes with fBm input
Hashorva E., Ji L., 2014/09. Journal of Applied Probability, 51 (3) pp. 713-726. Peer-reviewed.
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
Dębicki K., Hashorva E., Ji L., 2014/09. Extremes, 17 (3) pp. 411-429. Peer-reviewed.
 
Extremes of perturbed bivariate Rayleigh risks
Hashorva E., Nadarajah S., Pogany TK., 2014/06. Revstat Statistical Journal, 12 (2) pp. 157-168. Peer-reviewed.
Aggregation of log-linear risks
Embrechts P., Hashorva E., Mikosch T., 2014. Journal of Applied Probability, 51A pp. 203-212. Peer-reviewed.
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
Hashorva E., Ji L., 2014. Communications in Statistics - Theory and Methods, 43 (10-12) pp. 2540-2548. Peer-reviewed.
Berman's inequality under random scaling
Hashorva E., Weng Z., 2014. Statistics and Its Interface, 7 (3) pp. 339-349. Peer-reviewed.
Boundary noncrossings of additive Wiener fields
Hashorva E., Mishura Y., 2014. Lithuanian Mathematical Journal, 54 (3) pp. 277-289. Peer-reviewed.
Extremes and First Passage Times of Correlated Fractional Brownian Motions
Hashorva E., Ji L., 2014. Stochastic Models, 30 (3) pp. 272-299. Peer-reviewed.
Finite-time ruin probability of aggregate Gaussian processes
Debicki K., Hashorva E., Ji L., Tan Z., 2014. Markov Processes and Related Fields, 20 (3) pp. 435-450. Peer-reviewed.
Gaussian approximation of perturbed chi-square risks
Debicki K., Hashorva E., Ji L., 2014. Statistics and Its Interface, 7 (3) pp. 363-373. Peer-reviewed.
Limit properties of exceedances point processes of scaled stationary Gaussian sequences
Hashorva E., Peng Z., Weng Z., 2014. Probability and Mathematical Statistics, 34 (1) pp. 45-59. Peer-reviewed.
Maxima and minima of complete and incomplete stationary sequences
Hashorva E., Weng Z., 2014. Stochastics An International Journal of Probability and Stochastic Processes, 86 (5) pp. 707-720. Peer-reviewed.
Modeling of censored bivariate extremal events
Hashorva E., Ling C., Peng Z., 2014. Journal of the Korean Statistical Society, 43 (3) pp. 323-338. Peer-reviewed.
On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes
Tan Z., Hashorva E., 2014. Methodology and Computing in Applied Probability, 16 (1) pp. 169-185. Peer-reviewed.
On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
Tan Z., Hashorva E., 2014. Journal of Mathematical Analysis and Applications, 409 (1) pp. 299-314. Peer-reviewed.
On the probability of conjunctions of stationary Gaussian processes
Dȩbicki K., Hashorva E., Ji L., Tabiś K., 2014. Statistics & Probability Letters, 88 pp. 141-148. Peer-reviewed.
Random shifting and scaling of insurance risks
Hashorva E., Ji L., 2014. Risks, 2 pp. 277-288. Peer-reviewed.
Second-order tail asymptotics of deflated risks
Hashorva E., Ling C., Peng Z., 2014. Insurance: Mathematics and Economics, 56 pp. 88-101. Peer-reviewed.
Tail asymptotic expansions for L-statistics
Hashorva E., Ling C., Peng Z., 2014. Science China Mathematics, 57 (10) pp. 1993-2012. Peer-reviewed.
Tail asymptotic of Weibull-type risks
Hashorva E., Weng Z., 2014. Statistics, 48 (5) pp. 1155-1165. Peer-reviewed.
Tail asymptotics of random sum and maximum of log-normal risks
Hashorva E., Kortschak D., 2014. Statistics & Probability Letters, 87 pp. 167-174. Peer-reviewed.
Minima and maxima of elliptical triangular arrays and spherical processes
Hashorva E., 2013/06. Bernoulli, 19 (3) pp. 886-904. Peer-reviewed.
Exact tail asymptotics of the supremum of strongly dependent gaussian processes over a random interval
Tan Z., Hashorva E., 2013/03. Lithuanian Mathematical Journal, 53 (1) pp. 91-102. Peer-reviewed.
Dependence modelling in multivariate claims run-off triangles
Merz M., Wüthrich M.V., Hashorva E., 2013. Annals of Actuarial Science, 7 (1) pp. 3-25. Peer-reviewed.
ECOMOR and LCR reinsurance with gamma-like claims
Hashorva E., Li J., 2013. Insurance: Mathematics and Economics, 53 (1) pp. 206-215. Peer-reviewed.
Efficient simulation of tail probabilities for sums of log-elliptical risks
Kortschak D., Hashorva E., 2013. Journal of Computational and Applied Mathematics, 247 pp. 53-67. Peer-reviewed.
Exact asymptotics and limit theorems for supremum of stationary chi-processes over a random interval
Tan Z., Hashorva E., 2013. Stochastic Processes and their Applications, 123 (8) pp. 2983-2998. Peer-reviewed.
Exact tail asymptotics of aggregated parametrised risk
Hashorva E., 2013. Journal of Mathematical Analysis and Applications, 400 (1) pp. 187-199. Peer-reviewed.
Extremes and products of multivariate AC-product risks
Yang Y., Hashorva E., 2013. Insurance: Mathematics and Economics, 52 (2) pp. 312-319. Peer-reviewed.
 
Large deviations for proportions of observations which fall in random sets determined by order statistics
Hashorva E., Macci C., Pacchiarotti B., 2013. Methodology and Computing in Applied Probability, 15 (4) pp. 875-896. Peer-reviewed.
Large deviations of Shepp statistics for fractional Brownian motion
Hashorva E., Tan Z., 2013. Statistics & Probability Letters, 83 (10) pp. 2242-2247. Peer-reviewed.
 
Limit laws for extremes of dependent stationary Gaussian arrays
Hashorva E., Weng Z., 2013. Statistics & Probability Letters, 83 (1) pp. 320-330. Peer-reviewed.
 
Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes
Tan Z., Hashorva E., 2013. Extremes, 16 (2) pp. 241-254. Peer-reviewed.
 
On beta-product convolutions
Hashorva E., 2013. Scandinavian Actuarial Journal, 2013 (1) pp. 69-83. Peer-reviewed.
On Extremal Behavior of Gaussian Chaos
Korshunov D.A., Piterbarg V.I., Hashorva E., 2013. Doklady Mathematics, 88 (2) pp. 566-568. Peer-reviewed.
On Piterbarg theorem for the maxima of stationary Gaussian sequences
Hashorva E., Peng Z., Weng Z., 2013. Lithuanian Mathematical Journal, 53 (3) pp. 280-292. Peer-reviewed.
On the supremum of gamma-reflected processes with fractional Brownian motion as input
Hashorva E., Ji L., Piterbarg V. I., 2013. Stochastic Processes and their Applications, 123 (11) pp. 4111-4127. Peer-reviewed.
 
Scale Mixtures of Kotz-Dirichlet Distributions
Balakrishnan N., Hashorva E., 2013. Journal of Multivariate Analysis, 113 pp. 48-58. Peer-reviewed.
 
Gaussian approximation of conditional elliptical copulas
Hashorva E., Jaworski P., 2012/10. Journal of Multivariate Analysis, 111 pp. 397-407. Peer-reviewed.
Asymptotics of maxima of strongly dependent Gaussian processes
Tan Z., Hashova E., Peng Z., 2012. Journal of Applied Probability, 49 (4) pp. 1106--1118. Peer-reviewed.
Calculation of Bayes premium for conditional elliptical risks
Kume A., Hashorva E., 2012. Insurance: Mathematics and Economics, 51 (3) pp. 632-635. Peer-reviewed.
Exact tail asymptotics in bivariate scale mixture models
Hashorva E., 2012. Extremes, 15 (1) pp. 109-128. Peer-reviewed.
Extremes of independent chi-square random vectors
Hashorva E., Kabluchko Z., Wübker A., 2012. Extremes, 15 (1) pp. 35-42. Peer-reviewed.
 
Limit theorems for the spacings of weak records
Hashorva E., Stepanov A., 2012. Metrika, 75 (2) pp. 163-180. Peer-reviewed.
 
On the infinite sums of deflated Gaussian products
Hashorva E., Ji L., Tan Z., 2012. Electronic Communications in Probability, 17 (31) pp. 1-8. Peer-reviewed.
 
A convolution identity for exchangeable risks
Hashorva E., 2011. Albanian Journal of Mathematics, 5 (1) pp. 43-45. Peer-reviewed.
 
Archimedean copulas in finite and infinite dimensions - with application to ruin problems
Constantinescu C., Hashorva E., Ji L., 2011. Insurance: Mathematics & Economics, 49 (3) pp. 487-495. Peer-reviewed.
 
Asymptotics of the convex hull of spherically symmetric samples
Hashorva E., 2011. Discrete Applied Mathematics, 159 (4) pp. 201-211. Peer-reviewed.
 
Discussion: Statistical models and methods for dependence in insurance data
Hashorva E., 2011. Journal of the Korean Statistical Society, 40 (2) pp. 151-154. Peer-reviewed.
 
On Pearson-Kotz Dirichlet distributions
Balakrishnan N., Hashorva E., 2011. Journal of Multivariate Analysis, 102 (5) pp. 948-957. Peer-reviewed.
 
Asymptotics of random contractions
Hashorva E., Pakes A.G., Tang Q., 2010. Insurance: Mathematics and Economics, 47 (3) pp. 405-414. Peer-reviewed.
 
Asymptotics of the norm of elliptical random vectors
Hashorva E., 2010. Journal of Multivariate Analysis, 101 (4) pp. 926-935. Peer-reviewed.
 
Boundary Non-crossings of Brownian Pillow
Hashorva E., 2010. Journal of Theoretical Probability, 23 (1) pp. 193-208. Peer-reviewed.
 
On the residual dependence index of elliptical distributions
Hashorva E., 2010. Statistics & Probability Letters, 80 (13-14) pp. 1070-1078. Peer-reviewed.
 
Tail asymptotics under beta random scaling
Hashorva E., Pakes A.G., 2010. Journal of Mathematical Analysis and Applications, 372 (2) pp. 496-514. Peer-reviewed.
 
A note on near-extremes and related point processes
Balakrishnan N., Hashorva E., Huesler J., 2009. Albanian Journal of Mathematics, 3 (2) pp. 63-74. Peer-reviewed.
 
Asymptotics for Kotz Type III elliptical distributions
Hashorva E., 2009. Statistics & Probability Letters, 79 (7) pp. 927-935. Peer-reviewed.
 
Conditional limit results for type I polar distributions
Hashorva E., 2009. Extremes, 12 (3) pp. 239-263. Peer-reviewed.
 
Conditional limits of Wp scale mixture distributions
Hashorva E., 2009. Journal of Statistical Planning and Inference, 139 (10) pp. 3501-3511. Peer-reviewed.
 
On the strong Kotz approximation of Dirichlet random vectors
Hashorva E., Kotz S., 2009. Statistics, 43 (4) pp. 393-408. Peer-reviewed.
 
A new family of bivariate max-infinitely divisible distributions
Hashorva E., 2008. Metrika, 68 (3) pp. 289-304. Peer-reviewed.
 
Book Review: Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. By R.-D. Reiss and M. Thomas
Hashorva E., 2008. Biometrical Journal, 50 (4) pp. 625-625.
 
Conditional limiting distribution of beta-independent random vectors
Hashorva E., 2008. Journal of Multivariate Analysis, 99 (7) pp. 1438-1459. Peer-reviewed.
 
Extremes of weighted Dirichlet arrays
Hashorva E., 2008. Extremes, 11 (4) pp. 393-420. Peer-reviewed.
 
On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
Hashorva E., 2008. Communications in Statistics - Theory and Methods, 37 (10) pp. 1543-1551. Peer-reviewed.
 
On the Multivariate Extremes and Asymptotic Dependence of Elliptical Random Vectors
Hashrova E., 2008. pp. 163-184 dans Ahsanullah M., Kirmani S.N.U.A. (eds.) Topics in Extreme Values chap. 8, New York: Nova Science Publishers.
 
Tail asymptotic results for elliptical distributions
Hashorva E., 2008. Insurance: Mathematics and Economics, 43 (1) pp. 158-164. Peer-reviewed.
 
The Number and Sum of Near m−Extremes
Hashorva E., Huesler J., 2008. Albanian Journal of Mathematics, 2 (1) pp. 33-43. Peer-reviewed.
 
An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend
Bischoff W., Hashorva E., Hüsler J., 2007. Communications in Statistics - Theory and Methods, 36 (13-16) pp. 2821-2828. Peer-reviewed.
 
Asymptotic properties of type I elliptical random vectors
Hashorva E., 2007. Extremes, 10 (4) pp. 175-206. Peer-reviewed.
 
Conditional limiting distribution of Type III elliptical random vectors
Hashorva E., 2007. Journal of Multivariate Analysis, 98 (2) pp. 282-294. Peer-reviewed.
Exact asymptotics for Type I bivariate elliptical distributions
Hashorva E., 2007. Albanian Journal of Mathematics, 1 (2) pp. 99-114. Peer-reviewed.
 
Extremes and asymptotic dependence of elliptical random vectors
Hashorva E., 2007. pp. 159-179 dans Extreme Value Distributions, Ahsanulah M. Kirmani S..
 
Extremes of conditioned elliptical random vectors
Hashorva E., 2007. Journal of Multivariate Analysis, 98 (8) pp. 1583-1591. Peer-reviewed.
L_p-norm generalised symmetrised Dirichlet distributions
Hashorva E., Kotz S., Kume A., 2007. Albanian Journal of Mathematics, 1 (1) pp. 31-56. Peer-reviewed.
 
On the asymptotic distribution of certain bivariate reinsurance treaties
Hashorva E., 2007. Insurance: Mathematics and Economics, 40 (2) pp. 200-208. Peer-reviewed.
 
Sample extremes of L_p-norm asymptotically spherical distributions
Hashorva E., 2007. Albanian Journal of Mathematics, 1 (3) pp. 157-172. Peer-reviewed.
 
A novel class of bivariate max-stable distributions
Hashorva E., 2006. Statistics & Probability Letters, 76 (10) pp. 1047-1055. Peer-reviewed.
 
Gaussian approximation of conditional elliptical random vectors
Hashorva E., 2006. Stochastic Models, 22 (3) pp. 441-457. Peer-reviewed.
 
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
Hashorva E., 2006. Statistics & Probability Letters, 76 (18) pp. 2027-2035. Peer-reviewed.
 
On the regular variation of elliptical random vectors
Hashorva E., 2006. Statistics & Probability Letters, 76 (14) pp. 1427-1434. Peer-reviewed.
 
A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
Bischoff W., Hashorva E., 2005. Statistics & Probability Letters, 74 (3) pp. 265-271. Peer-reviewed.
 
Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests
Bischoff W., Hashorva E., Hüsler J., Miller F., 2005. Metrika, 62 (1) pp. 85-98. Peer-reviewed.
 
Asymptotics and Bounds for Multivariate Gaussian Tails
Hashorva E., 2005. Journal of Theoretical Probability, 18 (1) pp. 79-97. Peer-reviewed.
 
Elliptical triangular arrays in the max-domain of attraction of Huesler-Reiss distribution
Hashorva E., 2005. Statistics & Probability Letters, 72 (2) pp. 125-135. Peer-reviewed.
 
Estimation of Tails and Related Quantities Using the Number of Near-Extremes
Hashorva E., Hüsler J., 2005. Communications in Statistics - Theory and Methods, 34 (2) pp. 337-349. Peer-reviewed.
 
Exact Asymptotics for Boundary Crossing Probabilities of Brownian Motion with piecewise linear trend
Hashorva E., 2005. Electronic Communications in Probability, 10 pp. 207-217. Peer-reviewed.
 
Extremes of asymptotically spherical and elliptical random vectors
Hashorva E., 2005. Insurance: Mathematics and Economics, 36 (3) pp. 285-302. Peer-reviewed.
 
Multiple maxima in multivariate samples
Hashorva E., Hüsler J., 2005. Statistics & Probability Letters, 75 (1) pp. 11-17. Peer-reviewed.
 
On the max-domain of attractions of bivariate elliptical arrays
Hashorva E., 2005. Extremes, 8 (3) pp. 225-233. Peer-reviewed.
 
Bivariate maximum insurance claim and related point processes
Hashorva E., 2004. Statistics & Probability Letters, 69 (2) pp. 117-128. Peer-reviewed.
 
On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models
Bischoff W., Hashorva E., Huesler J., Miller F., 2004. Statistics & Probability Letters, 66 (2) pp. 105-115. Peer-reviewed.
 
Patterns of tissue remodeling after placement of ITI® dental implants using an osteotome technique: a longitudinal radiographic case cohort study
Brägger U., Gerber C., Joss A., Haenni S., Meier A., Hashorva E, Lang N.P., 2004. Clinical Oral Implants Research, 15 (2) pp. 158-166. Peer-reviewed.
 
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend
Bischoff W., Miller F., Hashorva E., Hüsler J., 2003. Methodology And Computing In Applied Probability, 5 (3) pp. 271-287. Peer-reviewed.
 
Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test
Bischoff W., Hashorva E., Hüsler J., Miller F., 2003. Annals of the Institute of Statistical Mathematics, 55 (4) pp. 849-864. Peer-reviewed.
 
On multivariate Gaussian tails
Hashorva E., Hüsler J., 2003. Annals of the Institute of Statistical Mathematics, 55 (3) pp. 507-522. Peer-reviewed.
 
On the number of near-maximum insurance claim under dependence
Hashorva E., 2003. Insurance: Mathematics and Economics, 32 (1) pp. 37-49. Peer-reviewed.
 
Asymptotics of dominated Gaussian maxima
Hashorva E., 2002. Extremes, 5 (4) pp. 353-368. Peer-reviewed.
 
On asymptotics of multivariate integrals with applications to records
Hashorva E., Hüsler J., 2002. Stochastic Models, 18 (1) pp. 41-69. Peer-reviewed.
 
Remarks on compound Poisson approximation of Gaussian random sequences
Hashorva E., Huesler J., 2002. Statistics & Probability Letters, 57 (1) pp. 1-8. Peer-reviewed.
 
Remarks on domination of maxima
Hashorva E., 2002. Statistics & Probability Letters, 60 (1) pp. 101-109. Peer-reviewed.
 
The neighbourhood of the bivariate maxima: with application to insurance
Hashorva E., Hüsler J., 2002. Supplemento ai rendiconti del Circolo Matematico di Palermo, Serie II, 70 pp. 361-376. Peer-reviewed.
 
Asymptotic results for FGM random sequences
Hashorva E., 2001. Statistics & Probability Letters, 54 (4) pp. 417-425. Peer-reviewed.
 
On the number of points near the multivariate maxima
Hashorva E., Hüsler J., 2001. Statistics & Probability Letters, 55 (2) pp. 113-124. Peer-reviewed.
 
Extremes of Gaussian processes with maximal variance near the boundary points
Hashorva E., Hüsler J., 2000. Methodology and Computing in Applied Probability, 2 (3) pp. 255-269. Peer-reviewed.
 
On the number of near-maxima
Hashorva E., Hüsler J., 2000. Supplemento ai rendiconti del Circolo Matematico di Palermo, Serie II, 65 pp. 121-136. Peer-reviewed.
 
Extreme values in FGM random sequences
Hashorva E., Hüsler J., 1999. Journal of Multivariate Analysis, 68 (2) pp. 212-225. Peer-reviewed.
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