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 0 0 15 265
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 0 10 142
An introduction to simulation of risk processes 0 0 2 50 0 1 13 225
Building Loss Models 0 0 0 319 0 0 11 1,441
Building Loss Models 0 0 0 25 0 0 8 180
Building loss models 0 0 0 7 1 2 11 59
Design and valuation of multi-region CoCoCat bonds 0 0 18 18 0 1 26 26
Equity-linked insurances and guaranteed annuity options 1 1 1 22 1 1 13 121
Loss Distributions 0 0 0 181 0 2 16 549
Machine learning models for predicting catastrophe bond coupons using climate data 0 0 18 18 1 3 16 16
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 0 11 194
Modeling the risk process in the XploRe computing environment 0 0 0 131 0 0 9 372
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 1 10 66
Modelling and valuation of catastrophe bonds across multiple regions 0 0 0 0 0 1 8 8
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 2 13 263
On annuities under random rates of interest 0 0 0 21 1 1 9 177
Property insurance loss distributions 0 0 1 111 0 0 9 449
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 1 38 0 0 10 309
Ruin Probability in Finite Time 0 0 1 223 0 0 32 621
Ruin probability for the quota share model with~phase-type distributed claims 0 0 2 3 1 2 13 19
Self-similar models in risk theory 0 0 0 30 0 0 10 180
Simulation of Pickands constants 0 0 0 40 0 0 15 162
Simulation of Risk Processes 0 0 1 98 0 3 21 320
Simulation of risk processes 0 0 0 27 1 2 12 153
Spectral representation and structure of self-similar processes 0 0 0 26 0 1 8 116
The Lamperti transformation for self-similar processes 0 1 1 57 0 2 17 225
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 1 4 23 64
Visualization tools for insurance risk processes 0 0 0 30 0 0 10 182
Total Working Papers 1 2 48 1,631 8 29 379 6,904

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 1 2 8 118
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 7 12
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 0 9 0 0 6 25
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 0 1 1 0 0 9 12
From solar flare time series to fractional dynamics 0 0 0 3 0 0 10 51
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 0 1 0 0 6 13
Identification and validation of stable ARFIMA processes with application to UMTS data 0 0 0 2 0 1 11 20
Impact of solar activity on precipitation in the United States 0 0 1 2 0 1 15 26
Modeling of water usage by means of ARFIMA–GARCH processes 0 0 0 5 0 0 5 32
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 10 106
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 0 2 9 1 2 22 48
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 1 11 14
Property insurance loss distributions 0 0 1 23 0 0 8 115
Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach 0 0 0 6 0 0 5 20
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 1 1 0 3 13 25
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 1 3 15 61
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 1 1 10 48
Testing of fractional Brownian motion in a noisy environment 0 0 0 0 0 0 5 12
Valuation of contingent convertible catastrophe bonds — The case for equity conversion 0 0 0 5 0 1 22 85
Total Journal Articles 0 0 6 142 4 15 198 843

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 0 7 7
Loss Distributions 0 0 0 0 0 0 11 11
Modeling of the Risk Process 0 0 0 0 0 0 2 2
Pricing of Catastrophe Bonds 0 0 0 0 0 1 6 6
Pricing of catastrophe bonds 0 0 0 0 0 1 5 5
Pure Risk Premiums under Deductibles 0 0 0 0 0 0 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 1 1 2 2
Total Chapters 0 0 0 0 1 3 38 38

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Statistics updated 2026-10-11