Enkelejd Hashorva

According to our database, Enkelejd Hashorva authored at least 18 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Editorial introduction: special issue on Gaussian queues.

Krzysztof Debicki, Enkelejd Hashorva, Michel Mandjes

Queueing Syst. Theory Appl., October, 2023

Sojourns of fractional Brownian motion queues: transient asymptotics.

Krzysztof Debicki, Enkelejd Hashorva, Peng Liu

Queueing Syst. Theory Appl., October, 2023

2022

On the continuity of Pickands constants.

Krzysztof Debicki, Enkelejd Hashorva, Zbigniew Michna

J. Appl. Probab., 2022

2020

Simultaneous ruin probability for two-dimensional brownian risk model.

Krzysztof Debicki, Enkelejd Hashorva, Zbigniew Michna

J. Appl. Probab., 2020

2019

Approximation of some multivariate risk measures for Gaussian risks.

Enkelejd Hashorva

J. Multivar. Anal., 2019

2017

Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices.

Julia Farkas, Enkelejd Hashorva, Vladimir I. Piterbarg

Proceedings of the Analytical and Computational Methods in Probability Theory, 2017

2015

Extremes of aggregated Dirichlet risks.

Enkelejd Hashorva

J. Multivar. Anal., 2015

Extremes of Homogeneous Gaussian Random Fields.

Krzysztof Debicki, Enkelejd Hashorva, Natalia Soja-Kukiela

J. Appl. Probab., 2015

Parisian ruin of self-similar Gaussian risk processes.

Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji

J. Appl. Probab., 2015

2014

Approximation of Passage Times of γ-Reflected Processes with FBM Input.

Enkelejd Hashorva, Lanpeng Ji

J. Appl. Probab., 2014

Aggregation of log-linear risks.

Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch

J. Appl. Probab., 2014

2013

Scale mixtures of Kotz-Dirichlet distributions.

N. Balakrishnan, Enkelejd Hashorva

J. Multivar. Anal., 2013

Efficient simulation of tail probabilities for sums of log-elliptical risks.

Dominik Kortschak, Enkelejd Hashorva

J. Comput. Appl. Math., 2013

2012

Gaussian approximation of conditional elliptical copulas.

Enkelejd Hashorva, Piotr Jaworski

J. Multivar. Anal., 2012

Asymptotics of Maxima of Strongly Dependent Gaussian Processes.

Zhongquan Tan, Enkelejd Hashorva, Zuoxiang Peng

J. Appl. Probab., 2012

2011

On Pearson-Kotz Dirichlet distributions.

N. Balakrishnan, Enkelejd Hashorva

J. Multivar. Anal., 2011

Asymptotics of the convex hull of spherically symmetric samples.

Enkelejd Hashorva

Discret. Appl. Math., 2011

2010

Asymptotics of the norm of elliptical random vectors.

Enkelejd Hashorva

J. Multivar. Anal., 2010