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 2 2 51 1 5 9 259
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 4 4 136
An introduction to simulation of risk processes 0 0 2 50 2 3 8 220
Building Loss Models 0 0 0 25 0 2 7 178
Building Loss Models 0 0 0 319 0 3 10 1,438
Building loss models 0 0 0 7 0 4 10 56
Design and valuation of multi-region CoCoCat bonds 0 0 17 17 1 7 18 18
Equity-linked insurances and guaranteed annuity options 0 0 0 21 0 3 7 114
Loss Distributions 0 0 1 181 1 8 15 543
Machine learning models for predicting catastrophe bond coupons using climate data 0 18 18 18 1 6 6 6
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 1 3 4 187
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 4 4 60
Modeling the risk process in the XploRe computing environment 0 0 0 131 1 2 7 369
Modelling and valuation of catastrophe bonds across multiple regions 0 0 0 0 3 5 6 6
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 4 10 257
On annuities under random rates of interest 0 0 0 21 0 0 6 172
Property insurance loss distributions 0 0 1 111 1 4 6 445
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 1 2 5 304
Ruin Probability in Finite Time 0 0 2 222 6 25 30 616
Ruin probability for the quota share model with~phase-type distributed claims 0 0 0 1 0 2 5 10
Self-similar models in risk theory 0 0 0 30 2 4 5 175
Simulation of Pickands constants 0 0 0 40 1 4 12 159
Simulation of Risk Processes 0 0 1 98 2 8 15 313
Simulation of risk processes 0 0 0 27 0 4 10 150
Spectral representation and structure of self-similar processes 0 0 0 26 0 2 5 113
The Lamperti transformation for self-similar processes 0 0 0 56 2 3 8 216
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 1 13 16 56
Visualization tools for insurance risk processes 0 0 0 30 3 7 9 180
Total Working Papers 0 20 44 1,624 30 141 257 6,756

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 3 4 114
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 2 2 6 10
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 1 9 2 2 4 21
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 0 0 0 0 2 6 9
From solar flare time series to fractional dynamics 0 0 0 3 0 4 8 48
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 3 4 8 13
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 2 0 5 11 19
Impact of solar activity on precipitation in the United States 0 1 1 2 2 4 13 23
Modeling of water usage by means of ARFIMA–GARCH processes 0 0 0 5 0 1 3 30
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 3 7 8 104
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 0 3 9 1 4 18 39
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 6 9 11
Property insurance loss distributions 0 0 1 23 0 5 9 115
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 0 6 0 1 3 18
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 1 1 1 5 7 9 19
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 1 6 7 53
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 0 4 9 45
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 0 3 4 11
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 0 5 2 7 15 76
Total Journal Articles 0 2 8 141 21 77 154 778

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Building loss models 0 0 0 0 1 6 6 6
Loss Distributions 0 0 0 0 1 8 8 8
Modeling of the Risk Process 0 0 0 0 0 1 1 1
Pricing of Catastrophe Bonds 0 0 0 0 2 3 3 3
Pricing of catastrophe bonds 0 0 0 0 1 2 2 2
Pure Risk Premiums under Deductibles 0 0 0 0 0 1 1 1
Ruin Probabilities in Finite and Infinite Time 0 0 0 0 0 3 3 3
Ruin probability in finite time 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 5 24 24 24

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Statistics updated 2026-04-09