Dmitry Korshunov
Management Science and Operations Research · 2003–2011
A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 14 citations into it; #7,879 of 11,946 by trust here, #8,469 by citations
- Finance — 6 citations into it; #5,335 of 10,518 by trust here, #8,598 by citations
- Demography — 5 citations into it
- Mathematical Physics — 5 citations into it; #6,241 of 8,562 by trust here, #5,408 by citations
Whom Dmitry Korshunov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Dmitry Korshunov overall
Papers from Dmitry Korshunov's perspective
Ordered by how strongly the researchers Dmitry Korshunov trusts endorse each paper. Same corpus, a different order for every researcher.
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift
- 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)
- Markov Point Processes
- Modelling Extremal Events for Insurance and Finance
- Tail asymptotics for exponential function-als of L evy processes
- Extreme value distributions
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Advances in Applied Probability)
- Regularly varying functions
- The Statistical Analysis of Failure Time Data (Technometrics)
Their papers
- Asymptotics for Sums of Random Variables with Local Subexponential Behaviour (2003) — 137 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