papers
Publications (16)
q-fin.RM2018
Approximation of Some Multivariate Risk Measures for Gaussian Risks
E. Hashorva
math.PR2019
On maximum of Gaussian process with unique maximum point of its variance
E. Hashorva, S. Kobelkov, V. I. Piterbarg
math.PR2014
Piterbarg's max-discretisation theorem for stationary vector Gaussian processes observed on different grids
E. Hashorva, Z. Tan
math.PR2014
Tail asymptotic of Weibull-type risks
E. Hashorva, Z. Weng
math.PR2017
Extremes of threshold-dependent Gaussian processes
L. Bai, K. Debicki, E. Hashorva +1
math.PR2016
Extremes and Limit Theorems for Difference of Chi-type processes
P. Albin, E. Hashorva, L. Ji +1
math.PR2014
Asymptotics of maxima of strongly dependent Gaussian processes
Z. Tan, E. Hashorva, Z. Peng
q-fin.CP2016
Some Mathematical Aspects of Price Optimisation
Y. Bai, E. Hashorva, G. Ratovomirija +1
math.PR2014
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
E. Hashorva, Z. Peng, Z. Weng
math.PR2015
Comparison Inequalities for Order Statistics of Gaussian Arrays
K. Debicki, E. Hashorva, L. Ji +1
math.PR2014
Second order asymptotics of aggregated log-elliptical risk
D. Kortschak, E. Hashorva
math.PR2014
On Piterbarg Max-discretisation Theorem for Multivariate Stationary Gaussian Processes
Z. Tan, E. Hashorva
math.PR2014
Efficient simulation of tail probabilities for sums of log-elliptical risks
D. Kortschak, E. Hashorva
math.PR2014
Limit Laws for Extremes of Dependent Stationary Gaussian Arrays
E. Hashorva, Z. Weng
math.PR2014
Tail Asymptotic Expansions for L-Statistics
E. Hashorva, C. Ling, Z. Peng
math.PR2013
Tail Asymptotics of Deflated Risks
E. Hashorva, C. Ling, Z. Peng