Ruin probability with certain stationary stable claims generated by conservative flows UT Alparslan, G Samorodnitsky Advances in applied probability 39 (2), 360-384, 2007 | 8 | 2007 |
A measure of dependence for stable distributions UT Alparslan, JP Nolan Extremes 19, 303-323, 2016 | 7 | 2016 |
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows UT Alparslan, G Samorodnitsky Scandinavian Actuarial Journal 2007 (3), 180-201, 2007 | 7 | 2007 |
Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes UT Alparslan Advances in Applied Probability 41 (3), 874-892, 2009 | 6 | 2009 |
Aggregate excess-of-loss under extreme risk: A reinsurance model with Fréchet claims EL Luerken University of Nevada, Reno, 2009 | 1 | 2009 |
Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift UT Alparslan Stochastic Models 29 (3), 380-411, 2013 | | 2013 |
Risk Processes Driven by Stationary Stable Streams of Claims UT Alparslan Cornell University, 2006 | | 2006 |