Prof. Gurami Shalvovich Tsitsiashvili
Institute of Applied Mathematics, Far Eastern Branch of Russian Academy of Sciences
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Academic Career Length
51Years (1976-Present)
(Calculated once Scilit publication data is synced: current year − year of first publication + 1)
Representative Publications
View All Publications1 September 2003 in Extremes
Journal Article
Qihe TangGurami Shalvovich Tsitsiashvili1 December 2004 in Advances in Applied Probability
Journal Article
Qihe TangGurami Shalvovich TsitsiashviliThis paper investigates the finite- and infinite-time ruin probabilities in a discrete-time stochastic economic environment. Under the assumption that the insurance risk - the total net loss within one time period - is extended-regularly-varying or rapidly-varying tailed, various precise estimates for the ruin probabilities are derived. In particular, some estimates obtained are uniform with respect to the time horizon, and so apply in the case of infinite-time ruin.
1 December 2002 in Insurance: Mathematics and Economics
Journal Article
Dimitrios KonstantinidesQihe TangGurami Shalvovich Tsitsiashvili1 February 2002 in Statistics & Probability Letters
Journal Article
SASøren Asmussen
Søren Asmussen
VKVladimir Kalashnikov
Vladimir Kalashnikov
Dimitrios KonstantinidesCKClaudia Klüppelberg
Claudia KlüppelbergGurami Shalvovich Tsitsiashvili1 September 1999 in Queueing Systems
Journal Article
VKVladimir Kalashnikov
Vladimir Kalashnikov
Gurami Shalvovich Tsitsiashvili1 July 2002 in Annals of Operations Research
Journal Article
Gurami Shalvovich TsitsiashviliMOMarina Anatolievna Osipova
Marina Anatolievna OsipovaNKN.V. Koliev
N.V. Koliev
DBD. Baum
D. Baum
About Me
Tsitsiashvili Gurami Shalvovich is the main researcher of the Institute for Applied Mathematics, Far Eastern Branch of Russian Academy Sciences. He finished his studies at the Moscow Physical and Technical Institute in 1972 and defended his candidate thesis on mathematical cybernetics in 1976 and doctoral thesis on system analysis in 1992. Tsitsiashvili G.Sh. has been working in the mathematical divisions of the Far Eastern Branch of the Russian Academy of Sciences since 1972. His main research interests are issues of stability and efficiency of queuing systems, asymptotic analysis in reliability and insurance problems, and various applications to modern technologies. In recent years, he has paid attention to various applied problems of graph theory.