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Tsitsiashvili, Gurami Sh.

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Author ID: tsitsiashvili.gurami-sh Recent zbMATH articles by "Tsitsiashvili, Gurami Sh."
Published as: Tsitsiashvili, G.; Tsitsiashvili, G. S.; Tsitsiashvili, G. Sh.; Tsitsiashvili, Gurami; Tsitsiashvili, Gurami Sh.
External Links: ORCID
Documents Indexed: 95 Publications since 1972, including 4 Books

Publications by Year

Citations contained in zbMATH

20 Publications have been cited 453 times in 304 Documents Cited by Year
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
189
2003
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
84
2004
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
68
2003
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
48
2002
A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047
Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami
25
2002
Tails of waiting times and their bounds. Zbl 0997.60106
Kalashnikov, Vladimir; Tsitsiashvili, Gurami
10
1999
A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016
Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D.
7
2002
Distributions in stochastic network models. Zbl 1181.60006
Tsitsiashvili, G. Sh.; Osipova, M. A.
3
2008
Parametric and structural optimization of the capacity of a queuing network. Zbl 1231.60104
Tsitsiashvili, G. Sh.
3
2007
Stationary flows in acyclic queuing networks. Zbl 1372.05093
Tsitsiashvili, G. Sh.; Osipova, M. A.
2
2016
Clustering algorithm of graphs. Zbl 1352.05061
Tsitsiashvili, G. Sh.; Osipova, M. A.; Losev, A. S.
2
2016
Limiting distributions in queueing networks with unreliable elements. Zbl 1171.90373
Tsitsiashvili, G. Sh.; Osipova, M. A.
2
2008
Cooperative effects in multi-server queueing systems. Zbl 1078.60081
Tsitsiashvili, Gurami
2
2005
Asymptotically correct bounds of geometric convolutions with subexponential components. Zbl 0999.60021
Kalashnikov, V.; Tsitsiashvili, G.
2
2001
Asymptotic formulas of network operation time distribution. Zbl 1178.90067
Markova, N. V.; Tsitsiashvili, G. Sh.
1
2008
Probability distribution in varying-structure queueing networks. Zbl 1237.90064
Tsitsiashvili, G. Sh.; Osipova, M. A.
1
2006
About the reversibility and irreversibility of stochastic systems. Zbl 1140.82312
Rocchi, Paolo; Tsitsiashvili, Gurami Sh.
1
2005
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
An ergodicity condition for a cyclic queueing system. Zbl 0999.68027
Tsitsiashvili, G. Sh.
1
2001
Stability analysis of queueing systems. Zbl 0467.60082
Kalashnikov, V. V.; Tsitsiashvili, G. Sh.
1
1981
Stationary flows in acyclic queuing networks. Zbl 1372.05093
Tsitsiashvili, G. Sh.; Osipova, M. A.
2
2016
Clustering algorithm of graphs. Zbl 1352.05061
Tsitsiashvili, G. Sh.; Osipova, M. A.; Losev, A. S.
2
2016
Distributions in stochastic network models. Zbl 1181.60006
Tsitsiashvili, G. Sh.; Osipova, M. A.
3
2008
Limiting distributions in queueing networks with unreliable elements. Zbl 1171.90373
Tsitsiashvili, G. Sh.; Osipova, M. A.
2
2008
Asymptotic formulas of network operation time distribution. Zbl 1178.90067
Markova, N. V.; Tsitsiashvili, G. Sh.
1
2008
Parametric and structural optimization of the capacity of a queuing network. Zbl 1231.60104
Tsitsiashvili, G. Sh.
3
2007
Probability distribution in varying-structure queueing networks. Zbl 1237.90064
Tsitsiashvili, G. Sh.; Osipova, M. A.
1
2006
Cooperative effects in multi-server queueing systems. Zbl 1078.60081
Tsitsiashvili, Gurami
2
2005
About the reversibility and irreversibility of stochastic systems. Zbl 1140.82312
Rocchi, Paolo; Tsitsiashvili, Gurami Sh.
1
2005
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
84
2004
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
189
2003
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
68
2003
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
48
2002
A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047
Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami
25
2002
A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016
Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D.
7
2002
Asymptotically correct bounds of geometric convolutions with subexponential components. Zbl 0999.60021
Kalashnikov, V.; Tsitsiashvili, G.
2
2001
An ergodicity condition for a cyclic queueing system. Zbl 0999.68027
Tsitsiashvili, G. Sh.
1
2001
Tails of waiting times and their bounds. Zbl 0997.60106
Kalashnikov, Vladimir; Tsitsiashvili, Gurami
10
1999
Stability analysis of queueing systems. Zbl 0467.60082
Kalashnikov, V. V.; Tsitsiashvili, G. Sh.
1
1981
all top 5

Cited by 288 Authors

36 Tang, Qihe
29 Wang, Yuebao
22 Wang, Kaiyong
16 Chen, Yiqing
14 Gao, Qingwu
13 Šiaulys, Jonas
12 Hashorva, Enkelejd
12 Leipus, Remigijus
12 Li, Jinzhu
12 Tsitsiashvili, Gurami Sh.
12 Yuen, Kam Chuen
11 Wang, Dingcheng
10 Chen, Yu
10 Fu, Ke’ang
10 Ng, Kai Wang
9 Cheng, Dongya
8 Yang, Yang
8 Yang, Yang
8 Yang, Yang
7 Konstantinides, Dimitrios G.
7 Wang, Shijie
6 Cheng, Fengyang
6 Liu, Xijun
6 Su, Chun
6 Yang, Yang
6 Yang, Yang
5 Lin, Jinguan
5 Shen, Xinmei
5 Yu, Changjun
5 Zwart, Bert P.
4 Bai, Xiaodong
4 Cui, Zhaolei
4 Guo, Fenglong
4 Jiang, Tao
4 Osipova, Marina A.
4 Song, Lixin
4 Wang, Wensheng
4 Wei, Li
4 Yang, Haizhong
4 Yuan, Zhongyi
3 Bi, Xiuchun
3 Boxma, Onno Johan
3 Chen, Yang
3 Gao, Miaomiao
3 Geluk, Jaap L.
3 Lin, Zhengyan
3 Ng, Cheuk Yin Andrew
3 Nyrhinen, Harri
3 Pakes, Anthony G.
3 Peng, Jiangyan
3 Vernic, Raluca
3 Wang, Rongming
3 Wang, Xuejun
3 Xu, Hui
3 Zhang, Chenhua
3 Zhang, Shuguang
3 Zhang, WeiPing
3 Zhang, Yi
2 Barbe, Philippe
2 Chen, Lamei
2 Constantinescu, Corina D.
2 Dindienė, Lina
2 Dudovskaya, Yuliya
2 Egorova, Regina
2 Gao, Qibing
2 Goovaerts, Marc J.
2 Hao, Xuemiao
2 Huang, Jin
2 Jin, Na
2 Kaas, Rob
2 Ko, Bangwon
2 Korolev, Viktor Yur’evich
2 Kountzakis, Christos E.
2 Laeven, Roger J. A.
2 Li, Rong
2 Li, Zehui
2 Liu, Jiajun
2 Liu, Junfeng
2 Liu, Li
2 Liu, Rongfei
2 Liu, Weiwei
2 Ma, Xin
2 McCormick, William P.
2 Qu, Zhihui
2 Ragulina, Olena
2 Shi, Xixi
2 Sipin, Aleksandr Stepanovich
2 Vlasiou, Maria
2 Wang, Yinfeng
2 Weng, Chengguo
2 Wu, Rong
2 Xiao, Hongmin
2 Xie, Xiangsheng
2 Yang, Hailiang
2 Yang, Yingying
2 Yao, Dingjun
2 Yin, Chuancun
2 Zadorozhnyi, Vladimir N.
2 Zeifman, Alexander Izrailevich
2 Zhang, Chuanwei
...and 188 more Authors
all top 5

Cited in 65 Serials

40 Statistics & Probability Letters
30 Insurance Mathematics & Economics
21 Communications in Statistics. Theory and Methods
15 Journal of Mathematical Analysis and Applications
14 Journal of Applied Probability
14 Scandinavian Actuarial Journal
10 Advances in Applied Probability
8 Lithuanian Mathematical Journal
8 Stochastic Models
7 Journal of Computational and Applied Mathematics
7 Acta Mathematicae Applicatae Sinica. English Series
6 Journal of the Korean Statistical Society
6 Science China. Mathematics
5 Queueing Systems
5 Automation and Remote Control
5 Stochastic Processes and their Applications
5 Extremes
5 Frontiers of Mathematics in China
4 Problems of Information Transmission
4 Acta Mathematica Sinica. English Series
4 Probability in the Engineering and Informational Sciences
4 Methodology and Computing in Applied Probability
3 Journal of Multivariate Analysis
3 Stochastic Analysis and Applications
3 Journal of Theoretical Probability
3 Japan Journal of Industrial and Applied Mathematics
3 Applied Mathematics. Series B (English Edition)
3 Journal of Mathematical Sciences (New York)
3 Journal of Systems Science and Complexity
2 Computers & Mathematics with Applications
2 Rocky Mountain Journal of Mathematics
2 Science in China. Series A
2 European Journal of Operational Research
2 Bernoulli
2 Mathematical Problems in Engineering
2 Abstract and Applied Analysis
2 Journal of Inequalities and Applications
2 Applied Stochastic Models in Business and Industry
2 Nonlinear Analysis. Modelling and Control
2 Journal of Industrial and Management Optimization
2 European Actuarial Journal
1 Automatica
1 Journal of the Korean Mathematical Society
1 Journal of Soviet Mathematics
1 Chinese Annals of Mathematics. Series B
1 Statistics
1 Probability Theory and Related Fields
1 Cybernetics and Systems Analysis
1 Statistical Papers
1 Journal of Difference Equations and Applications
1 Doklady Mathematics
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 International Game Theory Review
1 Journal of the Australian Mathematical Society
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 ASTIN Bulletin
1 North American Actuarial Journal
1 Stochastics
1 Journal of Mathematical Inequalities
1 Dal’nevostochnyĭ Matematicheskiĭ Zhurnal
1 ISRN Applied Mathematics
1 Communications in Mathematics and Statistics
1 ISRN Probability and Statistics
1 Modern Stochastics. Theory and Applications

Citations by Year