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 1 15 265
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 2 10 142
An introduction to simulation of risk processes 0 0 2 50 0 1 12 224
Building Loss Models 0 0 0 25 0 0 9 180
Building Loss Models 0 0 0 319 0 2 12 1,441
Building loss models 0 0 0 7 0 0 11 57
Design and valuation of multi-region CoCoCat bonds 0 1 18 18 0 3 25 25
Equity-linked insurances and guaranteed annuity options 0 0 0 21 0 1 12 120
Loss Distributions 0 0 0 181 1 3 17 548
Machine learning models for predicting catastrophe bond coupons using climate data 0 0 18 18 0 3 13 13
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 2 11 194
Modeling the risk process in the XploRe computing environment 0 0 0 131 0 1 9 372
Modeling the risk process in the XploRe computing environment 0 0 0 2 0 1 9 65
Modelling and valuation of catastrophe bonds across multiple regions 0 0 0 0 0 0 7 7
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 1 11 261
On annuities under random rates of interest 0 0 0 21 0 0 9 176
Property insurance loss distributions 0 0 1 111 0 0 9 449
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 1 1 38 0 2 10 309
Ruin Probability in Finite Time 0 1 3 223 0 2 34 621
Ruin probability for the quota share model with~phase-type distributed claims 0 1 2 3 0 2 11 17
Self-similar models in risk theory 0 0 0 30 0 1 10 180
Simulation of Pickands constants 0 0 0 40 0 1 15 162
Simulation of Risk Processes 0 0 1 98 1 3 19 318
Simulation of risk processes 0 0 0 27 0 1 10 151
Spectral representation and structure of self-similar processes 0 0 0 26 0 2 7 115
The Lamperti transformation for self-similar processes 0 0 0 56 0 1 15 223
Valuation of contingent convertible catastrophe bonds - the case for equity conversion 0 0 0 5 1 1 20 61
Visualization tools for insurance risk processes 0 0 0 30 0 1 11 182
Total Working Papers 0 4 48 1,629 3 38 363 6,878

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 7 117
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 1 8 12
Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process 0 0 0 9 0 1 6 25
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem 0 1 1 1 0 1 9 12
From solar flare time series to fractional dynamics 0 0 0 3 0 1 10 51
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 0 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 1 1 16 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 1 10 106
Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing 0 0 2 9 0 2 21 46
Omnibus test for normality based on the Edgeworth expansion 0 0 0 0 0 0 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 0 5 20
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 1 1 2 3 14 24
Stability and lack of memory of the returns of the Hang Seng index 0 0 0 4 2 2 14 60
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing 0 0 0 1 0 2 11 47
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 1 3 22 85
Total Journal Articles 0 1 7 142 7 20 201 835

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 1 11 11
Modeling of the Risk Process 0 0 0 0 0 0 2 2
Pricing of Catastrophe Bonds 0 0 0 0 1 2 6 6
Pricing of catastrophe bonds 0 0 0 0 0 0 4 4
Pure Risk Premiums under Deductibles 0 0 0 0 0 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 0 1 1
Total Chapters 0 0 0 0 1 4 36 36

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Statistics updated 2026-08-07