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U. Tuncay Alparslan
U. Tuncay Alparslan
Assistant Professor of Mathematics and Statistics, American University
Verified email at american.edu
Title
Cited by
Cited by
Year
Ruin probability with certain stationary stable claims generated by conservative flows
UT Alparslan, G Samorodnitsky
Advances in applied probability 39 (2), 360-384, 2007
82007
A measure of dependence for stable distributions
UT Alparslan, JP Nolan
Extremes 19, 303-323, 2016
72016
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
UT Alparslan, G Samorodnitsky
Scandinavian Actuarial Journal 2007 (3), 180-201, 2007
72007
Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
UT Alparslan
Advances in Applied Probability 41 (3), 874-892, 2009
62009
Aggregate excess-of-loss under extreme risk: A reinsurance model with Fréchet claims
EL Luerken
University of Nevada, Reno, 2009
12009
Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift
UT Alparslan
Stochastic Models 29 (3), 380-411, 2013
2013
Risk Processes Driven by Stationary Stable Streams of Claims
UT Alparslan
Cornell University, 2006
2006
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