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Henrik Hult
Henrik Hult
KTH, Department of Mathematics
E-mailová adresa ověřena na: kth.se
Název
Citace
Citace
Rok
Multivariate extremes, aggregation and dependence in elliptical distributions
H Hult, F Lindskog
Advances in Applied probability 34 (3), 587-608, 2002
3442002
A note on Wick products and the fractional Black-Scholes model
T Björk, H Hult
Finance and Stochastics 9, 197-209, 2005
2712005
Regular variation for measures on metric spaces
H Hult, F Lindskog
Publications de l'Institut Mathématique 80 (94), 121-140, 2006
2002006
Risk and portfolio analysis: Principles and methods
H Hult
Springer, 2012
1912012
Extremal behavior of regularly varying stochastic processes
H Hult, F Lindskog
Stochastic Processes and their applications 115 (2), 249-274, 2005
1182005
Functional large deviations for multivariate regularly varying random walks
H Hult, F Lindskog, T Mikosch, G Samorodnitsky
1142005
Within-die process variations: How accurately can they be statistically modeled?
B Hargreaves, H Hult, S Reda
2008 Asia and South Pacific design automation conference, 524-530, 2008
702008
Tail probabilities for infinite series of regularly varying random vectors
H Hult, G Samorodnitsky
632008
Approximating some Volterra type stochastic integrals with applications to parameter estimation
H Hult
Stochastic processes and their applications 105 (1), 1-32, 2003
512003
Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
H Hult, F Lindskog
502007
Vagus nerve stimulation promotes resolution of inflammation by a mechanism that involves Alox15 and requires the α7nAChR subunit
AS Caravaca, AL Gallina, L Tarnawski, VS Shavva, RA Colas, J Dalli, ...
Proceedings of the National Academy of Sciences 119 (22), e2023285119, 2022
442022
On regular variation for infinitely divisible random vectors and additive processes
H Hult, F Lindskog
Advances in Applied Probability 38 (1), 134-148, 2006
422006
Heavy-tailed insurance portfolios: buffer capital and ruin probabilities
H Hult, F Lindskog
Cornell University Operations Research and Industrial Engineering, 2006
352006
On Kesten's counterexample to the Cramér-Wold device for regular variation
H Hult, F Lindskog
232006
Large deviations for point processes based on stationary sequences with heavy tails
H Hult, G Samorodnitsky
Journal of Applied Probability 47 (1), 1-40, 2010
222010
Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk
T Gudmundsson, H Hult
Journal of Applied Probability 51 (2), 359-376, 2014
202014
Mathematical modeling and statistical methods for risk management
H Hult, F Lindskog
Lecture Notes, 2007
192007
Ruin probabilities under general investments and heavy-tailed claims
H Hult, F Lindskog
Finance and Stochastics 15, 243-265, 2011
182011
Algorithmic trading with Markov chains
H Hult, J Kiessling
182010
Topics on fractional Brownian motion and regular variation for stochastic processes
H Hult
Matematik, 2003
182003
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Články 1–20