Search Results - "Ievlev, Pavel"

Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance by Ievlev, Pavel

“…This article investigates the Parisian ruin probability for a class of Gaussian processes with power-asymmetric behavior of the variance near the unique…”
Get full text

Extremes of locally-homogenous vector-valued Gaussian processes by Ievlev, Pavel

“…In this paper, we study the asymptotical behaviour of high exceedence probabilities for centered continuous R n -valued Gaussian random field X with covariance…”
Get full text

A matrix-valued Schoenberg’s problem and its applications by Ievlev, Pavel, Novikov, Svyatoslav

Get full text

Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance by Ievlev, Pavel

“…This paper investigates the Parisian ruin probability for processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the…”
Get full text

Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities by Pavel, Ievlev, Nikolai, Kriukov

“…The asymptotic analysis of high exceedance probabilities for Gaussian processes and fields has been a blooming research area since J. Pickands introduced the…”
Get full text

Random eigenvalues of nanotubes by Bille, Artur, Buchstaber, Victor, Ievlev, Pavel, Novikov, Svyatoslav, Spodarev, Evgeny

“…The hexagonal lattice and its dual, the triangular lattice, serve as powerful models for comprehending the atomic and ring connectivity, respectively, in…”
Get full text