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Samorodnitsky, Gennady
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13
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3
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Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjørn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10010063355
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2
Incentives for effective risk management
Danielsson, Jon
;
Jorgensen, Bjørn N.
;
de Vries, Casper G.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1407-1426
Persistent link: https://www.econbiz.de/10005889433
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3
Limit Behavior of Fluid Queues and Networks
D#8217auria, Bernardo
;
Samorodnitsky, Gennady
- In:
Operations research : the journal of the Operations …
53
(
2005
)
6
,
pp. 933-945
Persistent link: https://www.econbiz.de/10006417079
Saved in:
4
Modeling and analysis of uncertain time-critical tasking problems. This article is a US Government work and, as such, is in the public domain in the United States of America.
Gaver, Donald P.
;
Jacobs, Patricia A.
;
Samorodnitsky, …
- In:
Naval research logistics : an international journal
53
(
2006
)
6
,
pp. 588
Persistent link: https://www.econbiz.de/10007288834
Saved in:
5
A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements
Resnik, Sidney
;
Samorodnitsky, Gennady
- In:
Management science : journal of the Institute for …
46
(
2000
)
9
,
pp. 1236-1248
Persistent link: https://www.econbiz.de/10006093378
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6
Distribution - Certain probabilistic aspects of semistable laws
Maejima, Makoto
;
Samorodnitsky, Gennady
- In:
Annals of the Institute of Statistical Mathematics : AISM
51
(
1999
)
3
,
pp. 449-462
Persistent link: https://www.econbiz.de/10006572376
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7
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
Alparslan, Ugur Tuncay
;
Samorodnitsky, Gennady
- In:
Scandinavian actuarial journal : Actuarial Society of …
107
(
2007
)
3
,
pp. 180-201
Persistent link: https://www.econbiz.de/10007869810
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8
Scaling Limits for Cumulative Input Processes
Mikosch, Thomas
;
Samorodnitsky, Gennady
- In:
Mathematics of operations research
32
(
2007
)
4
,
pp. 890-918
Persistent link: https://www.econbiz.de/10007879801
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9
Latest developments on heavy-tailed distributions
Paolella, Marc
;
Renault, Eric
;
Samorodnitsky, Gennady
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10010063346
Saved in:
10
Heavy Tails and Long Range Dependence in On-Off Processes and Associated Fluid Models
Heath, David
;
Resnick, Sidney
;
Samorodnitsky, Gennady
- In:
Mathematics of operations research
23
(
1998
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10006419965
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