Items where Author is "Foss, Sergey"

Foss, Sergey and Korshunov, Dmitry and Palmowski, Sbigniew (2022) Branching processes with immigration in atypical random environment. Extremes, 25 (1). pp. 55-77. ISSN 1386-1999

Foss, Sergey and Korshunov, Dmitry and Palmowski, Sbigniew and Rolski, Tomasz (2017) Two-dimensional ruin probability for subexponential claim size. Probability and Mathematical Statistics, 37 (2). pp. 319-335. ISSN 0208-4147

Foss, Sergey and Korshunov, Dmitry and Zachary, Stan (2013) An introduction to heavy-tailed and subexponential distributions. Springer Series in Operations Research and Financial Engineering (2nd). Springer, New York. ISBN 9781461471004

Foss, Sergey and Korshunov, Dmitry (2012) On large delays in multi-server queues with heavy tails. Mathematics of Operations Research, 37 (2). pp. 201-218. ISSN 0364-765X

Denisov, Denis and Foss, Sergey and Korshunov, Dmitry (2010) Asymptotics of randomly stopped sums in the presence of heavy tails. Bernoulli, 16 (4). pp. 971-994. ISSN 1350-7265