Access Statistics for Krzysztof Burnecki

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new De Vylder type approximation of the ruin probability in infinite time 0 0 1 49 0 0 2 250
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 3 5 132
An introduction to simulation of risk processes 0 0 2 48 0 0 3 212
Building Loss Models 0 0 0 25 0 0 2 171
Building Loss Models 0 0 0 319 0 1 2 1,429
Building loss models 0 0 0 7 0 0 0 46
Equity-linked insurances and guaranteed annuity options 0 0 0 21 0 0 3 107
Loss Distributions 0 1 7 181 0 1 16 529
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 0 1 183
Modeling the risk process in the XploRe computing environment 0 0 0 131 1 1 3 363
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 0 1 56
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 2 5 249
On annuities under random rates of interest 0 0 1 21 0 0 3 166
Property insurance loss distributions 0 0 0 110 0 0 1 439
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 1 37 0 1 3 299
Ruin Probability in Finite Time 0 0 0 220 1 1 2 587
Ruin probability for the quota share model with~phase-type distributed claims 0 0 0 1 0 0 2 5
Self-similar models in risk theory 0 0 0 30 0 0 13 170
Simulation of Pickands constants 0 0 0 40 0 0 1 147
Simulation of Risk Processes 0 0 0 97 0 1 1 299
Simulation of risk processes 0 0 0 27 0 0 0 140
Spectral representation and structure of self-similar processes 0 0 0 26 0 0 1 108
The Lamperti transformation for self-similar processes 0 1 2 56 0 2 8 208
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 0 1 3 40
Visualization tools for insurance risk processes 0 0 0 30 0 0 5 171
Total Working Papers 0 2 14 1,581 2 14 86 6,506


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Annuities under random rates of interest--revisited 0 0 0 36 0 0 1 110
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 1 4
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 1 2 9 1 2 5 19
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 0 0 0 0 0 1 3
From solar flare time series to fractional dynamics 0 0 0 3 0 1 4 40
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 0 0 0 0 0 5
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 2 1 1 1 9
Impact of solar activity on precipitation in the United States 0 0 0 1 0 0 0 10
Modeling of water usage by means of ARFIMA–GARCH processes 0 0 0 5 0 0 0 27
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 2 96
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 1 2 7 1 2 7 23
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 0 0 2
Property insurance loss distributions 0 1 3 22 0 1 4 106
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 1 6 0 0 3 15
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 0 0 0 0 2 10
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 0 0 0 46
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 0 0 0 36
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 0 0 2 7
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 0 5 0 1 4 61
Total Journal Articles 0 3 8 135 3 8 37 629


Statistics updated 2025-06-06