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Fasen, Vicky - Departement Mathematik, Eidgenössische Technische Hochschule Zürich (ETHZ)
Vicky Fasen und Claudia Klppelberg: Modellieren und Quantifizieren von extremen Risiken
Heavy Tails in Insurance Sren Asmussen
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
Extremes of Subexponential Lvy Driven Moving Average Processes
Large Insurance Losses Distributions Vicky Fasen
Universitt Fridericiana zu Karlsruhe (TH) Institut fr Mathematische Stochastik
Extremes of supOU processes Vicky Fasen
Extremes of Lvy Driven Mixed MA Processes with Convolution Equivalent Distributions
Extremes of Autoregressive Threshold Processes Claudia Brachner
Extremes of Regularly Varying Lvy Driven Mixed Moving Average Processes
Modeling Network Traffic by a Cluster Poisson Input Process with Heavy and LightTailed File Sizes
High-level dependence in time series models Vicky Fasen
Extremal behavior of stochastic volatility models Vicky Fasen
Asymptotic Results for Sample Autocovariance Functions and Extremes of Integrated
Universitt Fridericiana zu Karlsruhe (TH) Institut fr Mathematische Stochastik
Extremes of Autoregressive Threshold Processes Claudia Brachner
Asymptotic Results for Sample Autocovariance Functions and Extremes of Integrated
Time Consistency of Multi-Period Distortion Measures Vicky Fasen
Large Insurance Losses Distributions Vicky Fasen
Four Theorems and a Financial Crisis Bikramjit Das
Extremal behavior of stochastic volatility models Vicky Fasen
High-level dependence in time series models Vicky Fasen
Quantifying of Extreme Events Vicky Fasen Claudia Kluppelberg Annette Menzel
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
Extremes of Lvy Driven Mixed MA Processes with Convolution Equivalent Distributions
Extremes of Subexponential Lvy Driven Moving Average Processes
Heavy Tails in Insurance Sren Asmussen
Limit theory for high frequency sampled MCARMA models
Extremes of supOU processes Vicky Fasen
Time series regression on integrated continuous-time processes with heavy and light tails
Extremes of Regularly Varying Lvy Driven Mixed Moving Average Processes
Modeling Network Traffic by a Cluster Poisson Input Process with Heavy and LightTailed File Sizes
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Vicky Fasen und Claudia Klppelberg: Modellieren und Quantifizieren von extremen Risiken
