On the γ-reflected processes with fBm input*

On asymptotic constants in the theory of extremes for Gaussian processes

(2014) A.B. Dieker et al.   BERNOULLI

Approximation of Passage Times of γ-Reflected Processes with FBM Input

(2014) Enkelejd Hashorva et al.   JOURNAL OF APPLIED PROBABILITY

Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals

(2014) Krzysztof Dębicki et al.   Extremes

On the infimum attained by the reflected fractional Brownian motion

(2014) K. Dębicki et al.   Extremes

Convolution equivalent Lévy processes and first passage times

(2013) Philip S. Griffin   ANNALS OF APPLIED PROBABILITY

On Piterbarg theorem for maxima of stationary Gaussian sequences

(2013) Enkelejd Hashorva¹ et al.   Lithuanian Mathematical Journal

On the supremum of γ -reflected processes with fractional Brownian motion as input

(2013) Enkelejd Hashorva et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Path decomposition of ruinous behavior for a general Lévy insurance risk process

(2012) Philip S. Griffin et al.   ANNALS OF APPLIED PROBABILITY

A new proof of an old result by Pickands

(2012) J.M.P. Albin et al.   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Extremes of the time-average of stationary Gaussian processes

(2011) Krzysztof Dȩbicki et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Conditional limit theorems for regulated fractional Brownian motion

(2009) Hernan Awad et al.   ANNALS OF APPLIED PROBABILITY

On first and last ruin times of Gaussian processes

(2008) Jürg Hüsler et al.   STATISTICS & PROBABILITY LETTERS

A note on upper estimates for Pickands constants

(2008) Krzysztof Dȩbicki et al.   STATISTICS & PROBABILITY LETTERS

On average losses in the ruin problem with fractional Brownian motion as input

(2008) Patrick Boulongne et al.   Extremes

A limit theorem for the time of ruin in a Gaussian ruin problem

(2007) Jürg Hüsler et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS