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Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 487-496
Persistent link: https://www.econbiz.de/10009807375
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Extremes of asymptotically spherical and elliptical random vectors
Hashorva, Enkelejd - In: Insurance / Mathematics & economics 36 (2005) 3, pp. 285-302
Persistent link: https://www.econbiz.de/10006876267
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On the number of near-maximum insurance claim under dependence
Hashorva, Enkelejd - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 37-50
Persistent link: https://www.econbiz.de/10006891304
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Distribution - On multivariate Gaussian tails
Hashorva, Enkelejd; Hüsler, Jürg - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 3, pp. 507-522
Persistent link: https://www.econbiz.de/10006552752
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Brownian motion - Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 849-864
Persistent link: https://www.econbiz.de/10006552759
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Dependence modelling in multivariate claims run-off triangles
Merz, Michael; Wüthrich, Mario V.; Hashorva, Enkelejd - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10010117333
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ECOMOR and LCR reinsurance with gamma-like claims
Hashorva, Enkelejd; Li, Jinzhu - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 206-215
Persistent link: https://www.econbiz.de/10010148980
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Extremes and products of multivariate AC-product risks
Yang, Yang; Hashorva, Enkelejd - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 312-319
Persistent link: https://www.econbiz.de/10010098507
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Tail asymptotic results for elliptical distributions
Hashorva, Enkelejd - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 158-164
Persistent link: https://www.econbiz.de/10008082352
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On the asymptotic distribution of certain bivariate reinsurance treaties
Hashorva, Enkelejd - In: Insurance / Mathematics & economics 40 (2007) 2, pp. 200-208
Persistent link: https://www.econbiz.de/10007397168