| Stable non-Gaussian random processes: stochastic models with infinite variance G Samoradnitsky Routledge, 2017 | 7554* | 2017 |
| Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999 | 756 | 1999 |
| Subexponentiality of the product of independent random variables DBH Cline, G Samorodnitsky Stochastic Processes and their Applications 49 (1), 75-98, 1994 | 460 | 1994 |
| Long range dependence G Samorodnitsky Foundations and Trends® in Stochastic Systems 1 (3), 163-257, 2007 | 329 | 2007 |
| Heavy tails and long range dependence in on/off processes and associated fluid models D Heath, S Resnick, G Samorodnitsky Mathematics of operations research 23 (1), 145-165, 1998 | 263 | 1998 |
| Stochastic processes and long range dependence G Samorodnitsky Springer, 2016 | 191 | 2016 |
| Fat tails, VaR and subadditivity J Daníelsson, BN Jorgensen, G Samorodnitsky, M Sarma, CG de Vries Journal of econometrics 172 (2), 283-291, 2013 | 189 | 2013 |
| Sub-additivity re-examined: the case for Value-at-Risk J Danielsson, BN Jorgensen, M Sarma, CG de Vries Eurandom, 2005 | 186 | 2005 |
| The supremum of a negative drift random walk with dependent heavy-tailed steps T Mikosch, G Samorodnitsky The Annals of Applied Probability 10 (3), 1025-1064, 2000 | 146 | 2000 |
| Living on the edge P Embrechts, S Resnick, G Samorodnitsky Risk 11 (1), 96-100, 1998 | 137 | 1998 |
| Functional large deviations for multivariate regularly varying random walks H Hult, F Lindskog, T Mikosch, G Samorodnitsky | 120 | 2005 |
| Ruin theory revisited: stochastic models for operational risk P Embrechts, G Samorodnitsky Cornell University Operations Research and Industrial Engineering, 2002 | 118 | 2002 |
| Patterns of buffer overflow in a class of queues with long memory in the input stream D Heath, S Resnick, G Samorodnitsky The Annals of Applied Probability, 1021-1057, 1997 | 109 | 1997 |
| Modeling teletraffic arrivals by a Poisson cluster process G Fa˙, B González-Arévalo, T Mikosch, G Samorodnitsky Queueing Systems 54, 121-140, 2006 | 103 | 2006 |
| Multivariate extremes, aggregation and risk estimation HA Hauksson, M Dacorogna, T Domenig, U Mller, G Samorodnitsky Taylor & Francis Group 1 (1), 79-95, 2001 | 100 | 2001 |
| Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes G Samorodnitsky | 97 | 2004 |
| Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues S Resnick, G Samorodnitsky Queueing Systems 33, 43-71, 1999 | 90 | 1999 |
| Distributions of subadditive functionals of sample paths of infinitely divisible processes J Rosinski, G Samorodnitsky The Annals of Probability, 996-1014, 1993 | 90 | 1993 |
| Do financial returns have finite or infinite variance? A paradox and an explanation M Grabchak, G Samorodnitsky Quantitative Finance 10 (8), 883-893, 2010 | 86 | 2010 |
| Variable heavy tails in internet traffic F Hernandez-Campos, JS Marron, G Samorodnitsky, FD Smith Performance Evaluation 58 (2-3), 261-284, 2004 | 75 | 2004 |
