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 44 1 1 9 238
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 0 3 126
An introduction to simulation of risk processes 0 0 3 43 0 1 10 206
Building Loss Models 1 1 3 319 2 6 32 1,426
Building Loss Models 0 0 0 7 0 0 1 46
Building Loss Models 0 0 0 25 0 0 1 167
Equity-linked insurances and guaranteed annuity options 0 0 0 20 0 0 0 98
Loss Distributions 0 1 4 167 0 5 20 478
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 1 28 0 0 1 181
Modeling the risk process in the XploRe computing environment 0 0 0 131 1 1 7 359
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 0 0 52
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 44 0 0 0 236
On annuities under random rates of interest 0 0 0 20 0 0 2 162
Property insurance loss distributions 0 0 1 109 0 0 8 433
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 33 0 2 12 287
Ruin Probability in Finite Time 0 0 1 218 0 0 2 578
Self-similar models in risk theory 0 0 0 30 0 0 1 149
Simulation of Pickands constants 0 0 0 39 0 0 0 145
Simulation of Risk Processes 0 0 1 97 0 1 6 294
Simulation of risk processes 0 0 1 26 0 0 6 133
Spectral representation and structure of self-similar processes 0 0 2 25 0 0 3 105
The Lamperti transformation for self-similar processes 0 0 0 50 0 0 2 190
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 4 0 0 1 33
Visualization tools for insurance risk processes 0 0 5 30 1 1 13 154
Total Working Papers 1 2 23 1,532 5 18 140 6,276


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 35 0 0 0 107
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 0 1 1 1 1
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 0 0 0 0 0 0
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 0 0 0 0 0 1 2
From solar flare time series to fractional dynamics 0 0 0 2 0 6 6 35
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 0 0 0 0 3 4
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 1 2 2 5 6
Impact of solar activity on precipitation in the United States 0 0 0 0 0 0 3 7
Modeling of water usage by means of ARFIMA–GARCH processes 1 1 2 5 1 3 7 24
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 31 0 0 2 88
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 0 3 4 1 1 4 12
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 0 0 2
Property insurance loss distributions 0 0 2 17 0 0 18 91
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 1 2 1 1 3 9
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 0 0 0 1 5 5
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 3 0 0 2 44
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 1 1 2 31
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 0 1 1 3
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 1 2 2 0 2 10 46
Total Journal Articles 1 2 10 103 7 19 73 517


Statistics updated 2022-08-04