Serguei Foss
Management Science and Operations Research · 2003–2011
A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 18 citations into it; #7,853 of 11,946 by trust here, #6,888 by citations
- Finance — 8 citations into it; #4,659 of 10,518 by trust here, #7,251 by citations
- Mathematical Physics — 7 citations into it; #6,242 of 8,562 by trust here, #5,408 by citations
- Demography — 5 citations into it
Whom Serguei Foss trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hermann Thorisson
- Søren Asmussen
- Anthony G. Pakes
- Krishanu Maulik
- Jem N. Corcoran
- Claudia Klüppelberg
- Stan Zachary
Who trusts Serguei Foss overall
- Toshiro Watanabe
- Qihe Tang
- Denis Denisov
- Kouji Yamamuro
- Zhongyi Yuan
- In'es Armend'ariz
- Jaap Geluk
- Enkelejd Hashorva
- Mariana Olvera-Cravioto
- Bert Zwart
Papers from Serguei Foss's perspective
Ordered by how strongly the researchers Serguei Foss trusts endorse each paper. Same corpus, a different order for every researcher.
- Coupling, stationarity, and regeneration
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift
- Tail asymptotics for exponential function-als of L evy processes
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- On Large Deviations of Sums of Independent Random Variables
- Maxima of Sums of Heavy-Tailed Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)
- A Practical Guide to Heavy Tails (Technometrics)
- Modelling Extremal Events for Insurance and Finance
- Diversification of aggregate dependent risks
- Foundations of modern probability (Mathematical Gazette)
Their papers
- Asymptotics for Sums of Random Variables with Local Subexponential Behaviour (2003) — 137 citations
- Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments (2005) — 72 citations
- Asymptotics of randomly stopped sums in the presence of heavy tails (2008) — 83 citations
- An Introduction to Heavy-Tailed and Subexponential Distributions (2011) — 798 citations
- Lower limits and equivalences for convolution tails (2005) — 71 citations