On Self-Similar Extremal Processes

We study the limit behaviour of the sequence of extremal processes under a regularity condition on the norming sequence ζn and asymptotic negligibility of the max-increments of Yn.

(G, λ)-Extremal Processes and Their Relationship with Max-Stable Processes

2000 Mathematics Subject Classification: 60G70, 60G18.

Relationship between Extremal and Sum Processes Generated by the same Point Process

2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.

Nonlinear Normalization in Limit Theorems for Extremes

2000 Mathematics Subject Classification: 60G70, 60F05.

Upper and Lower Bounds for Ruin Probability

In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.