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 2 51 1 7 15 265
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 2 6 10 142
An introduction to simulation of risk processes 0 0 2 50 0 5 11 223
Building Loss Models 0 0 0 319 0 1 10 1,439
Building Loss Models 0 0 0 25 0 2 9 180
Building loss models 0 0 0 7 0 1 11 57
Design and valuation of multi-region CoCoCat bonds 0 0 17 17 1 6 23 23
Equity-linked insurances and guaranteed annuity options 0 0 0 21 1 6 13 120
Loss Distributions 0 0 0 181 1 4 17 546
Machine learning models for predicting catastrophe bond coupons using climate data 0 0 18 18 2 7 12 12
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 2 8 11 194
Modeling the risk process in the XploRe computing environment 0 0 0 2 1 5 9 65
Modeling the risk process in the XploRe computing environment 0 0 0 131 1 4 9 372
Modelling and valuation of catastrophe bonds across multiple regions 0 0 0 0 0 4 7 7
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 4 12 261
On annuities under random rates of interest 0 0 0 21 0 4 10 176
Property insurance loss distributions 0 0 1 111 0 5 10 449
Pure risk premiums under deductibles. A quantitative management in actuarial practice 1 1 1 38 1 5 9 308
Ruin Probability in Finite Time 0 0 2 222 1 10 33 620
Ruin probability for the quota share model with~phase-type distributed claims 0 1 1 2 1 6 11 16
Self-similar models in risk theory 0 0 0 30 0 6 9 179
Simulation of Pickands constants 0 0 0 40 1 4 15 162
Simulation of Risk Processes 0 0 1 98 1 5 17 316
Simulation of risk processes 0 0 0 27 0 0 10 150
Spectral representation and structure of self-similar processes 0 0 0 26 2 2 7 115
The Lamperti transformation for self-similar processes 0 0 0 56 0 8 14 222
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 0 5 20 60
Visualization tools for insurance risk processes 0 0 0 30 0 4 10 181
Total Working Papers 1 2 45 1,626 20 134 354 6,860

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 5 115
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 1 4 8 12
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 0 9 1 6 6 25
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 1 1 1 1 1 3 9 12
From solar flare time series to fractional dynamics 0 0 0 3 1 3 11 51
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 3 8 13
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 2 0 0 10 19
Impact of solar activity on precipitation in the United States 0 0 1 2 0 4 15 25
Modeling of water usage by means of ARFIMA–GARCH processes 0 0 0 5 0 2 5 32
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 1 5 10 106
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 0 2 9 1 7 22 45
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 2 11 13
Property insurance loss distributions 0 0 1 23 0 0 9 115
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 0 6 0 2 5 20
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 1 1 1 8 12 22
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 0 6 12 58
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 1 1 10 46
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 0 1 5 12
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 0 5 1 9 22 83
Total Journal Articles 1 1 7 142 9 67 195 824

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 0 2 7 7
Loss Distributions 0 0 0 0 1 4 11 11
Modeling of the Risk Process 0 0 0 0 0 1 2 2
Pricing of Catastrophe Bonds 0 0 0 0 1 4 5 5
Pricing of catastrophe bonds 0 0 0 0 0 3 4 4
Pure Risk Premiums under Deductibles 0 0 0 0 1 1 2 2
Ruin Probabilities in Finite and Infinite Time 0 0 0 0 0 0 3 3
Ruin probability in finite time 0 0 0 0 0 1 1 1
Total Chapters 0 0 0 0 3 16 35 35

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Statistics updated 2026-06-04