Reciprocity in social networks is a measure of information exchange between two
individuals, and indicates interaction patterns between pairs of users. A recent study finds …

Users of social networks display diversified behavior and online habits. For instance, a
user's tendency to reply to a post can depend on the user and the person posting. For …

Reciprocity characterizes the information exchange between users in a network, and some
empirical studies have revealed that social networks have a high proportion of reciprocal …

One of the central objectives of modern risk management is to find a set of risks where the
probability of multiple simultaneous catastrophic events is negligible. That is, risks are taken …

Preferential attachment models of network growth are bivariate heavy tailed models for in-
and out-degree with limit measures which either concentrate on a ray of positive slope from …

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail
analysis. Emphasizing regular variation of measures means theory can be presented …

In this paper, we propose a multilayer inhomogeneous random graph model (MIRG), whose
layers may consist of both single-edge and multi-edge graphs. In the single layer case, it has …

This chapter describes adventures when bravely statistically analyzing multivariate data that
can plausibly be generated by a regularly varying distribution. The focus is on multivariate …

Companies in the financial and insurance sector have to face a large amount and a large
variety of risks. Some of these risks are easy to estimate and model, but there also exist risks …

This article studies asymptotic approximations of ruin probabilities of multivariate random
walks with heavy-tailed increments. Under our assumptions, the distributions of the …