G. Tsitsiashvili

Management Science and Operations Research · 2002–2004

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

Whom G. Tsitsiashvili trusts overall

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

  1. Qihe Tang
  2. Jem N. Corcoran
  3. Jostein Paulsen
  4. Dimitrios G. Konstantinides

Who trusts G. Tsitsiashvili overall

  1. Qihe Tang
  2. Dingcheng Wang
  3. Yiqing Chen
  4. Jostein Paulsen
  5. Liu Li
  6. Enkelejd Hashorva
  7. Claudia Klüppelberg
  8. Jinzhu Li
  9. Kam Chuen Yuen
  10. Kai Wang Ng

Papers from G. Tsitsiashvili's perspective

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

  1. On Cramér-like asymptotics for risk processes with stochastic return on investments
  2. Finite and infinite time ruin probabilities in a stochastic economic environment
  3. Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
  4. Ruin under interest force and subexponential claims: a simple treatment
  5. The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
  6. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
  7. Modelling Extremal Events for Insurance and Finance
  8. On minimizing the ruin probability by investment and reinsurance
  9. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Advances in Applied Probability)
  10. Distributions for the risk process with a stochastic return on investments

Their papers