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 1 50 3 7 7 257
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 3 3 7 135
An introduction to simulation of risk processes 0 0 2 50 1 3 6 218
Building Loss Models 0 0 0 25 2 6 7 178
Building Loss Models 0 0 0 319 3 7 11 1,438
Building loss models 0 0 0 7 4 6 10 56
Design and valuation of multi-region CoCoCat bonds 0 17 17 17 5 16 16 16
Equity-linked insurances and guaranteed annuity options 0 0 0 21 2 3 7 113
Loss Distributions 0 0 1 181 5 7 12 540
Machine learning models for predicting catastrophe bond coupons using climate data 6 6 6 6 5 5 5 5
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 0 1 184
Modeling the risk process in the XploRe computing environment 0 0 0 2 4 4 5 60
Modeling the risk process in the XploRe computing environment 0 0 0 131 1 5 8 368
Modelling and valuation of catastrophe bonds across multiple regions 0 0 0 0 1 2 2 2
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 3 5 9 256
On annuities under random rates of interest 0 0 0 21 0 4 7 172
Property insurance loss distributions 0 1 1 111 3 4 5 444
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 0 3 4 302
Ruin Probability in Finite Time 0 0 2 222 1 2 6 592
Ruin probability for the quota share model with~phase-type distributed claims 0 0 0 1 2 3 6 10
Self-similar models in risk theory 0 0 0 30 1 2 3 172
Simulation of Pickands constants 0 0 0 40 3 5 11 158
Simulation of Risk Processes 0 0 1 98 4 8 11 309
Simulation of risk processes 0 0 0 27 4 7 10 150
Spectral representation and structure of self-similar processes 0 0 0 26 2 5 5 113
The Lamperti transformation for self-similar processes 0 0 1 56 0 5 7 213
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 11 12 15 54
Visualization tools for insurance risk processes 0 0 0 30 4 5 6 177
Total Working Papers 7 25 32 1,611 77 144 209 6,692

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 3 3 5 114
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 3 5 8
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 5 6 9
From solar flare time series to fractional dynamics 0 0 0 3 2 4 8 46
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 1 2 5 10
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 2 3 5 9 17
Impact of solar activity on precipitation in the United States 1 1 1 2 2 9 11 21
Modeling of water usage by means of ARFIMA–GARCH processes 0 0 0 5 0 2 2 29
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 3 4 4 100
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 1 3 9 3 10 17 38
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 5 7 8 10
Property insurance loss distributions 0 1 3 23 4 7 10 114
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 0 6 1 2 4 18
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 1 1 1 1 1 1 4 13
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 3 4 4 50
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 4 6 9 45
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 1 2 2 9
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 0 5 4 10 14 73
Total Journal Articles 2 4 10 141 42 86 129 743

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

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Statistics updated 2026-02-12