Ugur T. Alparslan, Ph.D.
Affiliations: | 2006 | Cornell University, Ithaca, NY, United States |
Area:
Operations Research, StatisticsGoogle:
"Ugur Alparslan"Parents
Sign in to add mentor| Gennady Samorodnitsky | grad student | 2006 | Cornell | |
| (Risk processes driven by stationary stable streams of claims.) | ||||
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Publications
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| Alparslan UT, Nolan JP. (2016) A measure of dependence for stable distributions Extremes. 1-21 |
| Alparslan UT. (2013) Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift Stochastic Models. 29: 380-411 |
| Alparslan UT. (2009) Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes Advances in Applied Probability. 41: 874-892 |
| Alparslan UT, Samorodnitsky G. (2007) Ruin probability with certain stationary stable claims generated by conservative flows Advances in Applied Probability. 39: 360-384 |
| Alparslan UT, Samorodnitsky G. (2007) Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows Scandinavian Actuarial Journal. 2007: 180-201 |