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 1 1 2 49 1 1 3 249
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 0 1 127
An introduction to simulation of risk processes 1 1 3 47 1 1 3 210
Building Loss Models 0 0 0 319 0 0 0 1,427
Building Loss Models 0 0 0 25 0 0 1 169
Building Loss Models 0 0 0 7 0 0 0 46
Equity-linked insurances and guaranteed annuity options 0 0 0 21 0 0 2 104
Loss Distributions 1 4 8 178 1 7 22 520
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 0 0 182
Modeling the risk process in the XploRe computing environment 0 0 0 131 0 0 0 360
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 0 3 55
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 3 49 0 1 6 245
On annuities under random rates of interest 0 0 0 20 0 0 1 163
Property insurance loss distributions 0 0 1 110 0 0 5 438
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 36 0 0 2 296
Ruin Probability in Finite Time 0 0 1 220 0 0 3 585
Ruin probability for the quota share model with~phase-type distributed claims 0 0 0 1 0 0 2 3
Self-similar models in risk theory 0 0 0 30 2 5 11 162
Simulation of Pickands constants 0 0 1 40 0 0 1 146
Simulation of Risk Processes 0 0 0 97 0 0 4 298
Simulation of risk processes 0 0 0 27 0 0 5 140
Spectral representation and structure of self-similar processes 0 0 0 26 0 0 1 107
The Lamperti transformation for self-similar processes 0 0 0 54 1 1 4 201
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 0 0 2 37
Visualization tools for insurance risk processes 0 0 0 30 0 0 2 166
Total Working Papers 3 6 19 1,573 6 16 84 6,436


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 1 36 0 0 2 109
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 0 3
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 5 7 1 2 11 16
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 0 0 0 0 0 0 2
From solar flare time series to fractional dynamics 0 0 1 3 0 1 2 37
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 0 0 0 8
Impact of solar activity on precipitation in the United States 0 0 1 1 0 0 2 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 1 3 95
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 0 1 5 1 1 5 17
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 0 0 2
Property insurance loss distributions 0 0 2 19 0 0 5 102
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 1 5 0 0 1 12
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 0 0 0 0 1 8
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 1 36
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 0 1 3 6
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 1 5 0 0 3 57
Total Journal Articles 0 0 13 127 2 6 39 598


Statistics updated 2024-09-04