Enkelejd Hashorva

Finance · 2003–2016

A researcher in the Science corpus: 6 papers; trusts 20 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 29 citations into it; #8,056 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 20 citations into it; #8,959 of 11,946 by trust here, #8,062 by citations
• Statistics and Probability — 14 citations into it; #9,771 of 12,932 by trust here, #11,487 by citations
• Mathematical Physics — 10 citations into it; #6,679 of 8,562 by trust here, #7,007 by citations
• Artificial Intelligence — 8 citations into it
• Demography — 6 citations into it; #2,864 of 4,236 by trust here, #3,042 by citations

Whom Enkelejd Hashorva trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Qihe Tang
2. Sidney I. Resnick
3. Antonius B. Dieker
4. Krishanu Maulik
5. Denis Denisov
6. G. Tsitsiashvili
7. Krzysztof Debicki
8. Bert Zwart
9. Zakhar Kabluchko
10. Jem N. Corcoran

Who trusts Enkelejd Hashorva overall

1. Zdravko I. Botev
2. Sebastian Engelke
3. Jennifer L. Wadsworth
4. Thomas Opitz
5. Qihe Tang
6. Yiqing Chen
7. Krzysztof Debicki

Papers from Enkelejd Hashorva's perspective

Ordered by how strongly the researchers Enkelejd Hashorva trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regularly varying functions
2. Characterizations and Examples of Hidden Regular Variation
3. On a Theorem of Breiman and a Class of Random Difference Equations (Journal of Applied Probability)
4. An Introduction to Heavy-Tailed and Subexponential Distributions
5. Ruin Probabilities: Second Edition
6. Modelling Extremal Events for Insurance and Finance
7. Extreme value distributions
8. Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
9. Random Fields and Geometry
10. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Advances in Applied Probability)

Their papers

• Asymptotics of random contractions (2010) — 89 citations
• On multivariate Gaussian tails (2003) — 58 citations
• Generalized Pickands constants and stationary max-stable processes (2016) — 51 citations
• Extremes of vector-valued Gaussian processes: exact asymptotics (2015) — 56 citations
• On the supremum of γ-reflected processes with fractional Brownian motion as input (2013) — 54 citations
• Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (2013) — 46 citations