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 0 49 3 3 4 253
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 0 5 132
An introduction to simulation of risk processes 0 2 2 50 0 3 4 215
Building Loss Models 0 0 0 319 1 2 5 1,432
Building Loss Models 0 0 0 25 1 1 4 173
Building loss models 0 0 0 7 2 5 6 52
Equity-linked insurances and guaranteed annuity options 0 0 0 21 1 3 7 111
Loss Distributions 0 0 1 181 2 3 10 535
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 1 2 184
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 0 1 56
Modeling the risk process in the XploRe computing environment 0 0 0 131 1 1 4 364
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 2 3 6 253
On annuities under random rates of interest 0 0 1 21 1 1 6 169
Property insurance loss distributions 0 0 0 110 0 0 2 440
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 0 0 2 299
Ruin Probability in Finite Time 0 2 2 222 1 4 6 591
Ruin probability for the quota share model with~phase-type distributed claims 0 0 0 1 1 2 4 8
Self-similar models in risk theory 0 0 0 30 0 0 2 170
Simulation of Pickands constants 0 0 0 40 0 6 7 153
Simulation of Risk Processes 0 1 1 98 1 3 4 302
Simulation of risk processes 0 0 0 27 1 3 4 144
Spectral representation and structure of self-similar processes 0 0 0 26 0 0 1 108
The Lamperti transformation for self-similar processes 0 0 2 56 1 1 6 209
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 1 2 4 43
Visualization tools for insurance risk processes 0 0 0 30 0 0 3 172
Total Working Papers 0 5 9 1,586 20 47 109 6,568


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 1 2 111
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 1 1 3 6
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 1 9 0 0 2 19
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 0 0 0 2 3 4 6
From solar flare time series to fractional dynamics 0 0 0 3 0 1 5 42
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 1 3 8
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 2 1 4 5 13
Impact of solar activity on precipitation in the United States 0 0 0 1 0 1 2 12
Modeling of water usage by means of ARFIMA–GARCH processes 0 0 0 5 2 2 2 29
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 0 96
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 1 2 4 9 4 7 13 32
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 1 1 2 4
Property insurance loss distributions 0 0 3 22 1 1 5 108
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 0 6 0 1 2 16
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 0 0 0 1 3 12
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 1 1 1 47
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 2 4 5 41
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 1 1 2 8
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 0 5 2 2 7 65
Total Journal Articles 1 2 9 138 18 33 68 675


Statistics updated 2025-12-06