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## Nagaev, Alexander Viktorovich

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 Author ID: nagaev.alexander-v Published as: Nagaev, A.; Nagaev, A. V.; Nagaev, Aleksander V.; Nagaev, Alexander; Nagaev, Alexander V. External Links: MGP · Wikidata · GND
 Documents Indexed: 120 Publications since 1963, including 1 Book
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#### Co-Authors

 59 single-authored 6 Shkol’nik, S. M. 5 Mukhomor, T. P. 4 Davydov, Yu. A. 4 Kim, L. V. 4 Startsev, A. N. 3 Hodzabagjan, S. S. 3 Nagaev, S. A. 3 Rakhmanina, G. I. 3 Zaigraev, Alexander 2 Badal’baev, I. S. 2 Dzahangirova, F. A. 2 Jakubowski, Adam 2 Mikosch, Thomas 2 Steblovskaya, Victoria R. 2 Zajgraev, A. Yu. 1 Alama-Bućko, Magdalena 1 Anorina, L. A. 1 Czarnowska, A. 1 Dzhakhangirova, F. A. 1 Janaszewska, E. 1 Josephy, Norman H. 1 Juszczak, Dorota 1 Kagan, Abram Meerovich 1 Khamdamov, Isakjan Mamasalievich 1 Khrimpach, M. V. 1 Kimball, Lucia 1 Pasniewski, M. 1 Philippe, Anne 1 Sakoyan, S. K. 1 Sanginov, M. B. 1 Shcolnick, S. M. 1 Starcev, A. V. 1 Startsev, A. V. 1 Tkachuk, S. G. 1 Tsitsiashvili, Gurami G. 1 Zaigraev, A. Yu. 1 Zeigraev, Alexander Yu.
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#### Serials

 19 Theory of Probability and its Applications 8 Teoriya Veroyatnosteĭ i eë Primeneniya 7 Izvestiya Akademii Nauk UzSSR. Seriya Fiziko-Matematicheskikh Nauk 6 Mathematical Notes 6 Discrete Mathematics and Applications 6 Journal of Mathematical Sciences (New York) 5 Litovskiĭ Matematicheskiĭ Sbornik 4 Soviet Mathematics. Doklady 3 Applicationes Mathematicae 3 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 2 Matematicheskie Zametki 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Mathematical Methods of Statistics 2 Extremes 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Doklady Akademii Nauk UzSSR 1 Èkonomika i Matematicheskie Metody 1 Mathematische Nachrichten 1 Selected Translations in Mathematical Statistics and Probability 1 Probability and Mathematical Statistics 1 Communications in Statistics. Stochastic Models 1 Diskretnaya Matematika 1 Bernoulli 1 Lithuanian Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR
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#### Fields

 91 Probability theory and stochastic processes (60-XX) 21 Statistics (62-XX) 10 Biology and other natural sciences (92-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Operations research, mathematical programming (90-XX)

#### Citations contained in zbMATH

40 Publications have been cited 262 times in 198 Documents Cited by Year
Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037
Mikosch, T.; Nagaev, A. V.
1998
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
1969
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
1969
On the estimator for the mean value of the direct descendants of a particle in branching process. Zbl 0196.18804
Nagaev, A. V.
1967
Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. I. Zbl 0172.21901
Nagaev, A. V.
1969
Rates in approximations to ruin probabilities for heavy-tailed distributions. Zbl 1003.60050
Mikosch, Thomas; Nagaev, Alexander
2001
Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain. Zbl 0829.60040
Nagaev, A. V.
1995
On a property of sums of independent random variables. Zbl 0376.60055
Nagaev, A. V.
1977
On two approaches to approximation of multidimensional stable laws. Zbl 1023.60022
Davydov, Yu.; Nagaev, A. V.
2002
Confidence regions of minimal area for the scale-location parameter and their applications. Zbl 1008.62567
Czarnowska, A.; Nagaev, A. V.
2001
Asymptotics of riskless profit under selling of discrete time call options. Zbl 1055.91031
Nagaev, A. V.; Nagaev, S. A.
2003
On the role of extreme summands in sums of independent random variables. Zbl 1036.60041
Khamdamov, I. M.; Nagaev, A. V.
2002
Renewal theorems in $$R^d$$. Zbl 0435.60085
Nagaev, A. V.
1980
On the asymmetrical problem of large deviations. Zbl 0346.60018
Kim, L. V.; Nagaev, A. V.
1975
The asymptotic analysis of a stochastic model of an epidemic. Zbl 0227.92003
Nagaev, A. V.; Startsev, A. N.
1970
An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1282.91111
Josephy, N.; Kimball, L.; Steblovskaya, V.; Nagaev, A.; Pasniewski, M.
2007
Asymptotic analysis of minimum volume confidence regions for location-scale families. Zbl 1102.62029
Alama-Bućko, M.; Nagaev, A. V.; Zaigraev, A.
2006
Cramer large deviations when the extreme conjugate distribution is heavy-tailed. Zbl 0954.60025
Nagaev, A. V.
1998
Multidimensional limit theorems allowing large deviations for densities of regular variation. Zbl 0929.60022
Nagaev, Alexander V.; Zeigraev, Alexander Yu.
1998
Renewal theorems in $$R^d$$. Zbl 0408.60088
Nagaev, A. V.
1979
A limit theorem for a supercritical branching process. Zbl 0226.60100
Nagaev, A. V.
1971
On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically $$\alpha$$-stable. Zbl 1055.60010
Davydov, Yu.; Nagaev, A. V.
2004
On nonparametric estimation of the Poisson spectral measure of a stable law. Zbl 1171.60343
Nagaev, A. V.
2001
On the joint distribution of the shorth height and length. Zbl 1103.62350
Janaszewska, E.; Nagaev, A. V.
1998
Large deviations for sums of lattice random variables under the Cramer conditions. Zbl 0976.60036
Nagaev, A. V.
1998
Some properties of symmetric stable distributions close to the normal distribution. Zbl 0676.60016
Nagaev, A. V.; Shkol’nik, S. M.
1988
On a method of calculating moments of ladder heights. Zbl 0595.60054
Nagaev, A. V.
1986
On a method of computing the moments of a ladder variables. Zbl 0575.60050
Nagaev, A. V.
1985
The local limit theorem for the number of renewals. Zbl 0213.19602
Nagaev, A. V.
1970
Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. II. Zbl 0181.45004
Nagaev, A. V.
1969
Local limit theorems taking into account large deviations in the case when Cramér’s condition does not hold. Zbl 0211.49004
Nagaev, A. V.
1968
A Lemma on stochastic majorization and properties of the student distribution. Zbl 1147.60307
Kagan, A.; Nagaev, A. V.
2008
New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is $$\alpha$$-stable. Zbl 1098.60031
Nagaev, Alexander; Zaigraev, Alexander
2005
Local large deviation theorem for sums of i.i.d. random vectors when the Cramér condition holds in the whole space. Zbl 1082.60016
Juszczak, Dorota; Nagaev, Aleksander V.
2004
Risk-free approach of the European-type vendor with a smooth payoff function. Zbl 1048.91045
Nagaev, A. V.; Nagaev, S. A.
2004
Limit theorems and testing hypotheses on Markov chains. Zbl 1052.62083
Nagaev, A. V.
2003
An asymptotic formula for the Bayes risk in discriminating between two Markov chains. Zbl 1008.62075
Nagaev, A. V.
2001
Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution. Zbl 0977.60031
Zajgraev, A. Yu.; Nagaev, A. V.; Jakubowski, A.
1997
Large deviation probabilities for sums of heavy-tailed dependent random vectors. Zbl 0899.60020
Jakubowski, Adam; Nagaev, Alexander V.; Zaigraev, Alexander
1997
Some properties of close to normal symmetric stable distributions. Zbl 0644.60014
Nagaev, A. V.; Shkolnik, S. M.
1988
A Lemma on stochastic majorization and properties of the student distribution. Zbl 1147.60307
Kagan, A.; Nagaev, A. V.
2008
An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1282.91111
Josephy, N.; Kimball, L.; Steblovskaya, V.; Nagaev, A.; Pasniewski, M.
2007
Asymptotic analysis of minimum volume confidence regions for location-scale families. Zbl 1102.62029
Alama-Bućko, M.; Nagaev, A. V.; Zaigraev, A.
2006
New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is $$\alpha$$-stable. Zbl 1098.60031
Nagaev, Alexander; Zaigraev, Alexander
2005
On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically $$\alpha$$-stable. Zbl 1055.60010
Davydov, Yu.; Nagaev, A. V.
2004
Local large deviation theorem for sums of i.i.d. random vectors when the Cramér condition holds in the whole space. Zbl 1082.60016
Juszczak, Dorota; Nagaev, Aleksander V.
2004
Risk-free approach of the European-type vendor with a smooth payoff function. Zbl 1048.91045
Nagaev, A. V.; Nagaev, S. A.
2004
Asymptotics of riskless profit under selling of discrete time call options. Zbl 1055.91031
Nagaev, A. V.; Nagaev, S. A.
2003
Limit theorems and testing hypotheses on Markov chains. Zbl 1052.62083
Nagaev, A. V.
2003
On two approaches to approximation of multidimensional stable laws. Zbl 1023.60022
Davydov, Yu.; Nagaev, A. V.
2002
On the role of extreme summands in sums of independent random variables. Zbl 1036.60041
Khamdamov, I. M.; Nagaev, A. V.
2002
Rates in approximations to ruin probabilities for heavy-tailed distributions. Zbl 1003.60050
Mikosch, Thomas; Nagaev, Alexander
2001
Confidence regions of minimal area for the scale-location parameter and their applications. Zbl 1008.62567
Czarnowska, A.; Nagaev, A. V.
2001
On nonparametric estimation of the Poisson spectral measure of a stable law. Zbl 1171.60343
Nagaev, A. V.
2001
An asymptotic formula for the Bayes risk in discriminating between two Markov chains. Zbl 1008.62075
Nagaev, A. V.
2001
Large deviations of heavy-tailed sums with applications in insurance. Zbl 0927.60037
Mikosch, T.; Nagaev, A. V.
1998
Cramer large deviations when the extreme conjugate distribution is heavy-tailed. Zbl 0954.60025
Nagaev, A. V.
1998
Multidimensional limit theorems allowing large deviations for densities of regular variation. Zbl 0929.60022
Nagaev, Alexander V.; Zeigraev, Alexander Yu.
1998
On the joint distribution of the shorth height and length. Zbl 1103.62350
Janaszewska, E.; Nagaev, A. V.
1998
Large deviations for sums of lattice random variables under the Cramer conditions. Zbl 0976.60036
Nagaev, A. V.
1998
Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution. Zbl 0977.60031
Zajgraev, A. Yu.; Nagaev, A. V.; Jakubowski, A.
1997
Large deviation probabilities for sums of heavy-tailed dependent random vectors. Zbl 0899.60020
Jakubowski, Adam; Nagaev, Alexander V.; Zaigraev, Alexander
1997
Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain. Zbl 0829.60040
Nagaev, A. V.
1995
Some properties of symmetric stable distributions close to the normal distribution. Zbl 0676.60016
Nagaev, A. V.; Shkol’nik, S. M.
1988
Some properties of close to normal symmetric stable distributions. Zbl 0644.60014
Nagaev, A. V.; Shkolnik, S. M.
1988
On a method of calculating moments of ladder heights. Zbl 0595.60054
Nagaev, A. V.
1986
On a method of computing the moments of a ladder variables. Zbl 0575.60050
Nagaev, A. V.
1985
Renewal theorems in $$R^d$$. Zbl 0435.60085
Nagaev, A. V.
1980
Renewal theorems in $$R^d$$. Zbl 0408.60088
Nagaev, A. V.
1979
On a property of sums of independent random variables. Zbl 0376.60055
Nagaev, A. V.
1977
On the asymmetrical problem of large deviations. Zbl 0346.60018
Kim, L. V.; Nagaev, A. V.
1975
A limit theorem for a supercritical branching process. Zbl 0226.60100
Nagaev, A. V.
1971
The asymptotic analysis of a stochastic model of an epidemic. Zbl 0227.92003
Nagaev, A. V.; Startsev, A. N.
1970
The local limit theorem for the number of renewals. Zbl 0213.19602
Nagaev, A. V.
1970
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
1969
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
1969
Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. I. Zbl 0172.21901
Nagaev, A. V.
1969
Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. II. Zbl 0181.45004
Nagaev, A. V.
1969
Local limit theorems taking into account large deviations in the case when Cramér’s condition does not hold. Zbl 0211.49004
Nagaev, A. V.
1968
On the estimator for the mean value of the direct descendants of a particle in branching process. Zbl 0196.18804
Nagaev, A. V.
1967
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#### Cited by 294 Authors

 7 Nagaev, Alexander Viktorovich 7 Tang, Qihe 6 Mikosch, Thomas 5 Baltrūnas, Aleksandras 5 Leipus, Remigijus 5 Šiaulys, Jonas 4 Khamdamov, Isakjan Mamasalievich 4 Konstantinides, Dimitrios G. 4 Lu, Dawei 4 Song, Lixin 4 Wang, Kaiyong 4 Wang, Shijie 3 Alama-Bućko, Magdalena 3 Aleškevičienė, Aldona K. 3 Armendáriz, Inés 3 Blanchet, Jose H. 3 Borovkov, Aleksandr Alekseevich 3 Denisov, Denis E. 3 Josephy, Norman H. 3 Kimball, Lucia 3 Loukissas, Fotis 3 Loulakis, Michail 3 Majumdar, Satya N. 3 Ng, Kai Wang 3 Shen, Xinmei 3 Steblovskaya, Victoria R. 3 Su, Chun 3 Wang, Wensheng 3 Yang, Yang 3 Zaigraev, Alexander 3 Zhang, Yi 2 Albrecher, Hansjörg 2 Amosova, N. N. 2 Asmussen, Søren 2 Asselah, Amine 2 Barbe, Philippe 2 Bedbur, Stefan 2 Chakrabarty, Arijit 2 Daley, Daryl John 2 Davydov, Yu. A. 2 Duffy, Ken R. 2 Gao, Qingwu 2 Glynn, Peter W. 2 Jiang, Tao 2 Korshunov, Dmitry 2 Liao, Xin 2 Lin, Jianxi 2 Liu, Jingchen 2 Liu, Li 2 Liu, Xijun 2 Matsui, Muneya 2 McCormick, William P. 2 Mogul’skii, Anatolii Alfredovich 2 Monthus, Cécile 2 Nagaev, Sergey Victorovich 2 Olvera-Cravioto, Mariana 2 Paris, Richard Bruce 2 Peng, Zuoxiang 2 Rozovskiĭ, Leonid Viktorovich 2 Samorodnitsky, Gennady Pinkhosovich 2 Szewczak, Zbigniew Stanisław 2 Takemura, Akimichi 2 Tsitsiashvili, Gurami Sh. 2 Vinogradov, Vladimir V. 2 Wachtel, Vitali I. 2 Wang, Xuejun 2 Xu, Lihu 2 Yan, Jia-An 2 Yang, Hailiang 2 Yang, Yang 2 Zhang, Mei 1 Albers, Willem 1 Antoneli, Fernando jun. 1 Arcones, Miguel A. 1 Aurzada, Frank 1 Badal’baev, I. S. 1 Bai, Xiaodong 1 Barbour, Andrew D. 1 Barré, Julien 1 Bartkiewicz, Katarzyna 1 Bean, Nigel G. 1 Becker, Niels G. 1 Bee, Marco 1 Bérard, Jean 1 Berger, Quentin 1 Bloznelis, Mindaugas 1 Breuillard, Emmanuel 1 Broniatowski, Michel 1 Buchta, Christian 1 Buraczewski, Dariusz 1 Calka, Pierre 1 Cang, Yuquan 1 Cao, Zhansheng 1 Carlsson, Hasse 1 Castro, Diogo 1 Chai, Chunhong 1 Chan, Jennifer So Kuen 1 Chandra, K. Suresh 1 Chay, Zoya S. 1 Chen, Jinyuan ...and 194 more Authors
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#### Cited in 71 Serials

 21 Statistics & Probability Letters 11 Communications in Statistics. Theory and Methods 11 Stochastic Processes and their Applications 9 Lithuanian Mathematical Journal 7 Advances in Applied Probability 7 Journal of Applied Probability 6 Insurance Mathematics & Economics 6 The Annals of Applied Probability 5 The Annals of Probability 5 Journal of Statistical Mechanics: Theory and Experiment 4 Journal of Mathematical Analysis and Applications 4 Mathematical Notes 4 Siberian Mathematical Journal 4 Probability Theory and Related Fields 4 Journal of Theoretical Probability 4 Queueing Systems 4 Journal of Mathematical Sciences (New York) 3 Mathematical Biosciences 3 Journal of Multivariate Analysis 3 Journal of Soviet Mathematics 3 Journal of Statistical Planning and Inference 3 Journal of Inequalities and Applications 3 Extremes 3 Acta Mathematica Sinica. English Series 3 Methodology and Computing in Applied Probability 3 Scandinavian Actuarial Journal 3 Frontiers of Mathematics in China 2 Metrika 2 Rocky Mountain Journal of Mathematics 2 Annals of the Institute of Statistical Mathematics 2 Theoretical Population Biology 2 Bernoulli 2 Journal of Mathematical Inequalities 2 Journal of Statistical Theory and Practice 2 Journal of Siberian Federal University. Mathematics & Physics 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Journal of the Franklin Institute 1 Journal of Mathematical Biology 1 Journal of Statistical Physics 1 Physica A 1 Bulletin of Mathematical Biology 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Compositio Mathematica 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Science in China. Series A 1 Journal of Applied Mathematics and Stochastic Analysis 1 Siberian Advances in Mathematics 1 Communications in Statistics. Simulation and Computation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied Mathematics. Series B (English Edition) 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Positivity 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 International Game Theory Review 1 Stochastic Models 1 ASTIN Bulletin 1 Stochastics 1 Journal of Physics A: Mathematical and Theoretical 1 Electronic Journal of Statistics 1 Science China. Mathematics 1 Ufimskiĭ Matematicheskiĭ Zhurnal 1 Journal of Probability and Statistics 1 Journal of Statistical Distributions and Applications
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#### Cited in 19 Fields

 168 Probability theory and stochastic processes (60-XX) 49 Statistics (62-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistical mechanics, structure of matter (82-XX) 7 Operations research, mathematical programming (90-XX) 6 Numerical analysis (65-XX) 6 Biology and other natural sciences (92-XX) 5 Convex and discrete geometry (52-XX) 3 Approximations and expansions (41-XX) 3 Computer science (68-XX) 1 Mathematical logic and foundations (03-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX)

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