Bisewski, Krzysztof; Dȩbicki, Krzysztof; Kriukov, Nikolai Simultaneous ruin probability for multivariate Gaussian risk model. (English) Zbl 1511.60061 Stochastic Processes Appl. 160, 386-408 (2023). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Bisewski} et al., Stochastic Processes Appl. 160, 386--408 (2023; Zbl 1511.60061) Full Text: DOI arXiv
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. Comparison inequalities for order statistics of Gaussian arrays. (English) Zbl 1358.60055 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 93-116 (2017). MSC: 60G15 60E15 62G30 60G70 60G18 PDFBibTeX XMLCite \textit{K. Dębicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 93--116 (2017; Zbl 1358.60055) Full Text: arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil Extremes of vector-valued Gaussian processes: exact asymptotics. (English) Zbl 1321.60108 Stochastic Processes Appl. 125, No. 11, 4039-4065 (2015). MSC: 60G70 60F10 60G15 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 125, No. 11, 4039--4065 (2015; Zbl 1321.60108) Full Text: DOI arXiv