Dmitry Korshunov

1. On subexponential tails for the maxima of negatively driven compound\n renewal and L 'evy processes
   2016/08/31 by Dmitry Korshunov, Korshunov, Dmitry · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #60F10 #60G51 #60K05 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
2. On extremes of a random walk with positive drift over an intermediate regularly varying time interval
   2026/07/25 by Sergey Foss, Dmitry Korshunov
   #math.PR