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  1. Published

    An introduction to heavy-tailed and subexponential distributions

    Foss, S., Korshunov, D. & Zachary, S., 2013, 2nd ed. New York: Springer. 157 p. (Springer Series in Operations Research and Financial Engineering)

    Research output: Book/Report/Proceedings › Book

  2. Published

    Two-dimensional ruin probability for subexponential claim size

    Foss, S., Korshunov, D., Palmowski, S. & Rolski, T., 2017, In: Probability and Mathematical Statistics. 37, 2, p. 319-335 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    Branching processes with immigration in atypical random environment

    Foss, S., Korshunov, D. & Palmowski, S., 31/03/2022, In: Extremes. 25, 1, p. 55-77 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. E-pub ahead of print

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 11/2015, (E-pub ahead of print) In: arxiv.org.

    Research output: Contribution to Journal/Magazine › Journal article

  5. Published

    Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

    Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 31/01/2022, In: Mathematical Programming. 191, 1, p. 141-182 42 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    Local asymptotics for the time of rst return to the origin of transient random walk

    Doney, R. & Korshunov, D., 09/2011, In: Statistics and Probability Letters. 81, 9, p. 1419-1424 6 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics

    Denisov, D., Korshunov, D. & Wachtel, V., 08/2013, In: Stochastic Processes and their Applications. 123, 8, p. 3027-3051 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    Asymptotics of randomly stopped sums in the presence of heavy tails

    Denisov, D., Foss, S. & Korshunov, D., 2010, In: Bernoulli. 16, 4, p. 971-994 24 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Markov chains on Z +: analysis of stationary measure via harmonic functions approach

    Denisov, D., Korshunov, D. & Wachtel, V., 1/04/2019, In: Queueing Systems. 91, 3-4, p. 265–295 31 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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