Enkelejd Hashorva

18 papers Journal 17Unranked 1
YearRankTypeTitle / Venue / Authors
2023 J jnl
Editorial introduction: special issue on Gaussian queues.
Queueing Syst. Theory Appl.
Krzysztof Debicki, Enkelejd Hashorva, Michel Mandjes
2023 J jnl
Sojourns of fractional Brownian motion queues: transient asymptotics.
Queueing Syst. Theory Appl.
Krzysztof Debicki, Enkelejd Hashorva, Peng Liu
2022 J jnl
On the continuity of Pickands constants.
J. Appl. Probab.
Krzysztof Debicki, Enkelejd Hashorva, Zbigniew Michna
2020 J jnl
Simultaneous ruin probability for two-dimensional brownian risk model.
J. Appl. Probab.
Krzysztof Debicki, Enkelejd Hashorva, Zbigniew Michna
2019 J jnl
Approximation of some multivariate risk measures for Gaussian risks.
J. Multivar. Anal.
Enkelejd Hashorva
2017 — conf
Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices.
ACMPT
Julia Farkas, Enkelejd Hashorva, Vladimir I. Piterbarg
2015 J jnl
Extremes of Homogeneous Gaussian Random Fields.
J. Appl. Probab.
Krzysztof Debicki, Enkelejd Hashorva, Natalia Soja-Kukiela
2015 J jnl
Extremes of aggregated Dirichlet risks.
J. Multivar. Anal.
Enkelejd Hashorva
2015 J jnl
Parisian ruin of self-similar Gaussian risk processes.
J. Appl. Probab.
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji
2014 J jnl
Aggregation of log-linear risks.
J. Appl. Probab.
Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch
2014 J jnl
Approximation of Passage Times of γ-Reflected Processes with FBM Input.
J. Appl. Probab.
Enkelejd Hashorva, Lanpeng Ji
2013 J jnl
Efficient simulation of tail probabilities for sums of log-elliptical risks.
J. Comput. Appl. Math.
Dominik Kortschak, Enkelejd Hashorva
2013 J jnl
Scale mixtures of Kotz-Dirichlet distributions.
J. Multivar. Anal.
N. Balakrishnan, Enkelejd Hashorva
2012 J jnl
Asymptotics of Maxima of Strongly Dependent Gaussian Processes.
J. Appl. Probab.
Zhongquan Tan, Enkelejd Hashorva, Zuoxiang Peng
2012 J jnl
Gaussian approximation of conditional elliptical copulas.
J. Multivar. Anal.
Enkelejd Hashorva, Piotr Jaworski
2011 J jnl
Asymptotics of the convex hull of spherically symmetric samples.
Discret. Appl. Math.
Enkelejd Hashorva
2011 J jnl
On Pearson-Kotz Dirichlet distributions.
J. Multivar. Anal.
N. Balakrishnan, Enkelejd Hashorva
2010 J jnl
Asymptotics of the norm of elliptical random vectors.
J. Multivar. Anal.
Enkelejd Hashorva