| Publication | Date of Publication | Type |
|---|
| Reinsurance premium estimation for heavy-tailed claim amounts | 2024-04-15 | Paper |
| Tail dependence functions of two classes of bivariate skew distributions | 2023-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5889546 | 2023-04-27 | Paper |
| Rates of convergence of powered order statistics from general error distribution | 2023-03-07 | Paper |
| Uniform convergence rates of skew-normal extremes | 2023-02-17 | Paper |
| Expansions for moments of logarithmic skew-normal extremes | 2022-10-06 | Paper |
| Modelling multivariate extreme value distributions via Markov trees | 2022-07-29 | Paper |
| Location invariant heavy tail index estimation with block method | 2022-07-15 | Paper |
| Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids | 2022-07-05 | Paper |
| Extremes of order statistics of self-similar processes | 2022-03-21 | Paper |
| Heavy tail index estimation based on block order statistics | 2022-02-23 | Paper |
| Tail dependence functions of the bivariate Hüsler-Reiss model | 2021-11-12 | Paper |
| Moment convergence of powered normal extremes | 2021-10-28 | Paper |
| Asymptotic expansions of powered skew-normal extremes | 2020-01-20 | Paper |
| Exceedances point processes in the plane of stationary Gaussian sequences with data missing | 2019-09-05 | Paper |
| Distributional expansions of powered order statistics from general error distribution | 2019-05-03 | Paper |
| Limit theorems for supremum of Gaussian processes over a random interval | 2018-10-29 | Paper |
| Second-order asymptotics on distributions of maxima of bivariate elliptical arrays | 2018-07-04 | Paper |
| Tail dependence for two skew slash distributions | 2018-05-08 | Paper |
| Extremes on different grids and continuous time of stationary processes | 2018-03-22 | Paper |
| Second-order expansions for maxima of dynamic bivariate normal copulas | 2017-12-22 | Paper |
| Higher-order expansions of extremes from mixed skew-t distribution | 2017-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5367608 | 2017-10-20 | Paper |
| Asymptotic behavior of bivariate Gaussian powered extremes | 2017-08-10 | Paper |
| Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays | 2017-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2972771 | 2017-04-07 | Paper |
| Distributional expansion of maximum from logarithmic general error distribution | 2017-01-06 | Paper |
| Tail asymptotics of generalized deflated risks with insurance applications | 2016-12-14 | Paper |
| CONVERGENCE RATE OF EXTREMES FOR THE GENERALIZED SHORT-TAILED SYMMETRIC DISTRIBUTION | 2016-10-26 | Paper |
| Moments convergence of powered normal extremes | 2016-07-08 | Paper |
| Dynamic bivariate normal copula | 2016-06-17 | Paper |
| Extremal properties of the skew-\(t\) distribution | 2016-04-22 | Paper |
| Higher-order expansions of distributions of maxima in a Hüsler-Reiss model | 2016-04-12 | Paper |
| The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences | 2016-01-25 | Paper |
| Location invariant Weiss-Hill estimator | 2016-01-22 | Paper |
| Second-order asymptotics for convolution of distributions with light tails | 2015-12-22 | Paper |
| Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution | 2015-12-09 | Paper |
| Joint behavior of point process of exceedances and partial sum from a Gaussian sequence | 2015-10-14 | Paper |
| Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays | 2015-04-15 | Paper |
| Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution | 2015-03-13 | Paper |
| Approximations of Weyl fractional-order integrals with insurance applications | 2015-02-03 | Paper |
| Second-order tail asymptotics of deflated risks | 2015-01-28 | Paper |
| Tail asymptotic expansions for \(L\)-statistics | 2014-12-03 | Paper |
| On almost sure max-limit theorems of complete and incomplete samples from stationary sequences | 2014-11-27 | Paper |
| Almost sure limit theorems for the maximum of a class of quasi-stationary sequences | 2014-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2924344 | 2014-11-03 | Paper |
| Asymptotic expansions of the moments of extremes from general error distribution | 2014-10-31 | Paper |
| Modeling of censored bivariate extremal events | 2014-08-11 | Paper |
| Limit properties of exceedances point processes of scaled stationary Gaussian sequences | 2014-06-20 | Paper |
| Rates of convergence of extremes from skew-normal samples | 2014-04-09 | Paper |
| On Piterbarg theorem for maxima of stationary Gaussian sequences | 2013-12-05 | Paper |
| On convergence of extremes under power normalization | 2013-12-02 | Paper |
| Asymptotic expansions for moments of skew-normal extremes | 2013-11-29 | Paper |
| Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution | 2013-10-17 | Paper |
| The almost sure local central limit theorem for the product of partial sums | 2013-07-17 | Paper |
| Almost sure convergence of extreme order statistics | 2013-05-27 | Paper |
| Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence | 2013-05-27 | Paper |
| A class of unbiased location invariant Hill-type estimators for heavy tailed distributions | 2013-05-24 | Paper |
| Tail Asymptotics of Deflated Risks | 2013-05-12 | Paper |
| Asymptotics of Maxima of Strongly Dependent Gaussian Processes | 2013-01-19 | Paper |
| Limiting distributions of extreme order statistics under power normalization and random index | 2012-12-13 | Paper |
| Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence | 2012-11-07 | Paper |
| Convergence rates of limit distribution of maxima of lognormal samples | 2012-08-30 | Paper |
| ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES | 2012-08-27 | Paper |
| CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES | 2012-06-08 | Paper |
| Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2885650 | 2012-06-01 | Paper |
| Derivatives of multivariate Bernstein operators and smoothness with Jacobi weights | 2012-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110334 | 2012-01-27 | Paper |
| Asymptotic normality of location invariant heavy tail index estimator | 2011-11-27 | Paper |
| Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences | 2011-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3169946 | 2011-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3170704 | 2011-09-29 | Paper |
| On the Rate of Convergence of STSD Extremes | 2011-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073083 | 2011-02-05 | Paper |
| Almost sure central limit theorem for the products of \(U\)-statistics | 2011-02-03 | Paper |
| Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences | 2010-12-01 | Paper |
| Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences | 2010-11-10 | Paper |
| Convergence Rate of Extremes for the General Error Distribution | 2010-10-12 | Paper |
| Tail Behavior and Extremes of Short-Tailed Symmetric Distribution | 2010-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3570972 | 2010-07-08 | Paper |
| Strong convergence bound of the Pareto index estimator under right censoring | 2010-06-24 | Paper |
| Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences | 2010-06-24 | Paper |
| Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences | 2010-03-29 | Paper |
| Asymptotic expansions for the location invariant moment-type estimator | 2010-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641594 | 2009-11-11 | Paper |
| AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES | 2009-08-26 | Paper |
| Conditions based on conditional moments for max-stable limit laws | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325306 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325307 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318939 | 2009-07-22 | Paper |
| Almost sure convergence for non-stationary random sequences | 2009-04-15 | Paper |
| SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION | 2008-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456449 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5490874 | 2006-10-04 | Paper |
| Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions | 2006-05-29 | Paper |
| On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence | 2004-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4428152 | 2003-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528331 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528392 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391935 | 1999-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4897194 | 1997-03-03 | Paper |
| Uniform convergence rates of skew-normal extremes | 0001-01-03 | Paper |
