Items where authors include "Dȩbicki, K"

Article

Dȩbicki, K, Ji, L orcid.org/0000-0002-7790-7765 and Rolski, T (2020) Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Extremes, 23 (4). pp. 569-602. ISSN 1386-1999

Dȩbicki, K, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author) (2015) Extremes of vector-valued Gaussian processes: Exact asymptotics. Stochastic Processes and their Applications, 125 (11). pp. 4039-4065. ISSN 0304-4149

Dȩbicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2015) Gaussian risk models with financial constraints. Scandinavian Actuarial Journal, 2015 (6). pp. 469-481. ISSN 0346-1238