Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance: Stochastic Modeling G Samorodnitsky, MS Taqqu Routledge, 2017 | 6908 | 2017 |

Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999 | 648 | 1999 |

Subexponentiality of the product of independent random variables DBH Cline, G Samorodnitsky Stochastic Processes and their Applications 49 (1), 75-98, 1994 | 408 | 1994 |

Long range dependence G Samorodnitsky now publishers Inc, 2007 | 294 | 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 | 250 | 1998 |

Subadditivity re-examined: the case for Value-at-Risk J Danielsson, BN Jorgensen, S Mandira, G Samorodnitsky, CG De Vries Cornell University Operations Research and Industrial Engineering, 2005 | 161 | 2005 |

Fat tails, VaR and subadditivity J Daníelsson, BN Jorgensen, G Samorodnitsky, M Sarma, CG de Vries Journal of econometrics 172 (2), 283-291, 2013 | 149 | 2013 |

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 | 137 | 2000 |

Living on the edge P Embrechts, S Resnick, G Samorodnitsky Risk 11 (1), 96-100, 1998 | 124 | 1998 |

Stochastic processes and long range dependence G Samorodnitsky Springer, 2016 | 121 | 2016 |

Ruin theory revisited: stochastic models for operational risk P Embrechts, G Samorodnitsky Cornell University Operations Research and Industrial Engineering, 2002 | 114 | 2002 |

Functional large deviations for multivariate regularly varying random walks H Hult, F Lindskog, T Mikosch, G Samorodnitsky The Annals of Applied Probability 15 (4), 2651-2680, 2005 | 106 | 2005 |

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 | 104 | 1997 |

Multivariate extremes, aggregation and risk estimation HA Hauksson, M Dacorogna, T Domenig, U Mller, G Samorodnitsky Taylor & Francis Group 1 (1), 79-95, 2001 | 91 | 2001 |

Distributions of subadditive functionals of sample paths of infinitely divisible processes J Rosinski, G Samorodnitsky The Annals of Probability, 996-1014, 1993 | 91 | 1993 |

Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes G Samorodnitsky The Annals of Probability 32 (2), 1438-1468, 2004 | 89 | 2004 |

Modeling teletraffic arrivals by a Poisson cluster process G Faÿ, B González-Arévalo, T Mikosch, G Samorodnitsky Queueing Systems 54 (2), 121-140, 2006 | 88 | 2006 |

Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues S Resnick, G Samorodnitsky Queueing Systems 33 (1), 43-71, 1999 | 86 | 1999 |

Variable heavy tails in internet traffic F Hernandez-Campos, JS Marron, G Samorodnitsky, FD Smith Performance Evaluation 58 (2-3), 261-284, 2004 | 77 | 2004 |

Do financial returns have finite or infinite variance? A paradox and an explanation M Grabchak, G Samorodnitsky Quantitative Finance 10 (8), 883-893, 2010 | 71 | 2010 |