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| 1 | Higher-Order Expansions of Distributions of Maxima in a Hiisler-Reiss Model 显示文摘 | HASHORVA E PENG Zuo-xiang WENG Zhi-chao | 2014 | Methodology and Computing in Applied Probability2014，18，1： | 1 |
| 2 | Extremes of threshold-dependent Gaussian processes显示文摘In this paper,we are concerned with the asymptotic behavior,as u→∞,of P{sup_t∈|0,T|X_u(t)>u},where X_u(t),t∈|0,T|,u>0 is a family of centered Gaussian processes with continuous trajectories.A key application of our findings concerns P{sup_t∈|0,T|(X(t)+g(t))>u},as u→∞,for X a centered Gaussian process and g some measurable trend function.Further applications include the approximation of both the ruin time and the ruin probability of the Brownian motion risk model with constant force of interest. | Long Bai Krzysztof Debicki Enkelejd Hashorva Lanpeng Ji | 2018 | Science China Mathematics2018，61，11： | 1 |
| 3 | Dependence modeling in multivariate claims run-off triangles 显示文摘 | Merz M Wtithrich M V Hashorva E | 2013 | An- nals of Actuarial Science2013，7，1： | 1 |
| 4 | Asymptotics of random contractions 显示文摘 | Hashorva E Pakes A G Tang Q | 2010 | Insurance: Mathematics and Ecomomics2010，47，3： | 1 |
| 5 | Dependence modeling in multivariate claims run-off triangles 显示文摘 | Merz M Wiithrich M V Hashorva E | 2013 | An-nals of Actuarial Science2013，7，1： | 1 |
| 6 | Extreme values in FGM random sequences显示文摘 | HASHORVA E HUSLER J | 1999 | J of Multivariate Anal1999，，68： | 1 |
| 7 | Dependence modeling in multivariate claims run-off triangles显示文摘 | Merz M Wuthrich M V Hashorva E | 2013 | Annals of Actuarial Science2013，7，1： | 1 |
| 8 | Asymptotic results for FGM random sequences显示文摘 | HASHORVA E | 2001 | Star and Probab Letters2001，，54： | 1 |
| 9 | Limit Laws for Extremes of Dependent Stationary Gaussian Arrays 显示文摘 | HASHORVA E WENG Z | 2013 | Statist Probab Lett2013，83，83： | 1 |
| 10 | Higher-Order Expansions of Distribution of Maxima in a Hiisler-Reiss Model 显示文摘 | HASHORVA E PENG Z WENG Z | 2016 | Methodol Comput Appl Probab2016，18，1： | 1 |
| 11 | Elliptical Triangular Arrays in the Max-Domain of Attraction of Hiisler-Reiss Distribution 显示文摘 | HASHORVA E | 2005 | StatProbab Lett2005，72，2： | 1 |
| 12 | On the Max-Domain of Attractions of Bivariate Elliptical Arrays 显示文摘 | HASHORVA E | 2006 | Extremes2006，8，3： | 1 |
| 13 | Parisian ruin over a finite-time horizon显示文摘For a risk process R_u(t) = u + ct- X(t), t≥0, where u≥0 is the initial capital, c > 0 is the premium rate and X(t), t≥0 is an aggregate claim process, we investigate the probability of the Parisian ruin P_S(u, T_u) = P{inf (t∈[0,S]_(s∈[t,t+T_u])) sup R_u(s) < 0}, S, T_u > 0.For X being a general Gaussian process we derive approximations of P_S(u, T_u) as u →∞. As a by-product, we obtain the tail asymptotic behaviour of the infimum of a standard Brownian motion with drift over a finite-time interval. | DEBICKI Krzysztof HASHORVA Enkelejd JI Lan Peng | 2016 | Science China Mathematics2016，59，3： | 1 |
| 14 | Tail asymptotic expansions for L-statistics显示文摘We derive higher-order expansions of L-statistics of independent risks X_1,...,X_n under conditions on the underlying distribution function F.The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures,stop-loss premium and excess return on capital,respectively.Several examples and a Monte Carlo simulation study show the efficiency of our novel asymptotic expansions. | HASHORVA Enkelejd LING ChengXiu PENG ZuoXiang | 2014 | Science China Mathematics2014，57，10： | 0 |
| 15 | Rural Informal Labor: Evidence From Albania显示文摘 | Albana Hashorva Engjell Pere Rajmonda Duka | 2011 | China-USA Business Review2011，10，11： | 0 |
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