313 citations to https://www.mathnet.ru/rus/tvp422
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Neha Gupta, Sagar Rohidas Chavan, “Characterizing the tail behaviour of daily precipitation probability distributions over India using the obesity index”, Intl Journal of Climatology, 42:4 (2022), 2543
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Shijie Wang, Huan Qian, Huimin Sun, Bingzhen Geng, “Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims”, Communications in Statistics - Theory and Methods, 51:22 (2022), 7871
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Eglė Jaunė, Jonas Šiaulys, “Asymptotic risk decomposition for regularly varying distributions with tail dependence”, Applied Mathematics and Computation, 427 (2022), 127164
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Zaoli Chen, Gennady Samorodnitsky, “Extremal clustering under moderate long range dependence and moderately heavy tails”, Stochastic Processes and their Applications, 145 (2022), 86
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Naftali R. Smith, “Anomalous scaling and first-order dynamical phase transition in large deviations of the Ornstein-Uhlenbeck process”, Phys. Rev. E, 105:1 (2022)
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Bingzhen Geng, Zaiming Liu, Shijie Wang, “On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims”, Stochastic Models, 37:4 (2021), 608
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Vladimir N. Zadorozhnyi, Michele Pagano, Tatiana R. Zakharenkova, Communications in Computer and Information Science, 1391, Information Technologies and Mathematical Modelling. Queueing Theory and Applications, 2021, 212
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Jianxi Lin, “Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims”, Communications in Statistics - Theory and Methods, 50:5 (2021), 1200
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Marc Höll, Eli Barkai, “Big jump principle for heavy-tailed random walks with correlated increments”, Eur. Phys. J. B, 94:10 (2021)
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Yinghua Dong, “Second Order Asymptotics Formula for Discounted Total Claims with Constant Interest Force”, J. Phys.: Conf. Ser., 1813:1 (2021), 012059