E. Hashorva

activity

20062026

most citedAsymptotics of Random Contractions

75 citations · 618 across the 95 of their papers we have counts for

collaborators

Showing 2020Show all

3 papers · 1 filter

math.PR2020

Pandemic-type Failures in Multivariate Brownian Risk Models

Krzysztof Dȩbicki, Enkelejd Hashorva, Nikolai Kriukov

Modelling of multiple simultaneous failures in insurance, finance and other areas of applied probability is important especially from the point of view of pandemic-type events. A b…

math.PR2020

Finite-time ruin probability for correlated Brownian motions

Krzysztof Dȩbicki, Enkelejd Hashorva, Konrad Krystecki

Let $(W_{1} (s), W_{2} (t)), s, t \geq 0$ be a bivariate Brownian motion with standard Brownian motion marginals and constant correlation $ρ \in (- 1, 1)$ and define the joint survival probabi…

math.PR2020★ 6 cited

On Extremal Index of Max-Stable Random Fields

E. Hashorva

For a given stationary max-stable random field $X (t), t \in Z^{d}$ the corresponding generalised Pickands constant coincides with the classical extremal index $θ$ which always exists.…