| Approximation of ruin probability and ruin time in discrete Brownian risk models G Jasnovidov Scandinavian Actuarial Journal 2020 (8), 718-735, 2020 | 10 | 2020 |
| Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid G Jasnovidov Lithuanian Mathematical Journal 61 (2), 246-260, 2021 | 5 | 2021 |
| Extremes of reflecting Gaussian processes on discrete grid K Dȩbicki, G Jasnovidov Journal of Mathematical Analysis and Applications 532 (1), 127952, 2024 | 3 | 2024 |
| Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid, with supplements G Jasnovidov arXiv preprint arXiv:2002.04928, 2020 | 3 | 2020 |
| On the speed of convergence of Piterbarg constants K Bisewski, G Jasnovidov Queueing Systems 105 (1), 129-137, 2023 | 2 | 2023 |
| On the speed of convergence of discrete Pickands constants to continuous ones K Bisewski, G Jasnovidov arXiv preprint arXiv:2108.00756, 2021 | 2 | 2021 |
| Sojourn Ruin of a Two-Dimensional Fractional Brownian Motion Risk Process G Jasnovidov arXiv preprint arXiv:2107.11322, 2021 | 2 | 2021 |
| Extremes of reflecting Gaussian processes on discrete grid K Debicki, G Jasnovidov JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 532 (1), 2024 | | 2024 |
| Fractional Brownian Motion Ruin Model with Random Inspection Time G Jasnovidov arXiv preprint arXiv:2312.09389, 2023 | | 2023 |
| Sojourns of a two-dimensional fractional Bronwian motion risk process G Jasnovidov Filomat 36 (14), 4675-4686, 2022 | | 2022 |
| Parisian Ruin for Insurer and Reinsurer under Quata-Share Treaty G Jasnovidov, A Shemendyuk arXiv preprint arXiv:2103.03213, 2021 | | 2021 |
Krzysztof BisewskiUniversity of LausanneVerified email at unil.ch
