Details about Krzysztof Burnecki

Access statistics for papers by Krzysztof Burnecki.

Last updated 2012-11-15. Update your information in the RePEc Author Service.

Short-id: pbu210

Working Papers

2012

1. A new method for automated noise cancellation in electromagnetic field measurement
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology

2010

2. Building Loss Models
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (9)
3. Loss Distributions
   MPRA Paper, University Library of Munich, Germany View citations (8)
4. Ruin Probability in Finite Time
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (1)
5. Simulation of Risk Processes
   MPRA Paper, University Library of Munich, Germany View citations (8)
   Also in Papers, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE) (2004) View citations (7)

2008

6. Equity-linked insurances and guaranteed annuity options
   MPRA Paper, University Library of Munich, Germany

2006

7. Visualization tools for insurance risk processes
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (3)

2005

8. Modeling catastrophe claims with left-truncated severity distributions (extended version)
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2005)
9. Modeling the risk process in the XploRe computing environment
   Risk and Insurance, EconWPA
   Also in Papers, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE) (2004)

2004

10. Pure risk premiums under deductibles. A quantitative management in actuarial practice
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology

2003

11. A new De Vylder type approximation of the ruin probability in infinite time
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology
12. An introduction to simulation of risk processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (3)

2002

13. On annuities under random rates of interest
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology
14. Simulation of Pickands constants
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (1)

2000

15. Property insurance loss distributions
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (6)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2000)

1998

16. Self-similar models in risk theory
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology

1997

17. Spectral representation and structure of self-similar processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (1)
18. The Lamperti transformation for self-similar processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (2)

Journal Articles

2011

1. Stability and lack of memory of the returns of the Hang Seng index
   Physica A: Statistical Mechanics and its Applications, 2011, 390, (18), 3136-3146 View citations (1)

2008

2. From solar flare time series to fractional dynamics
   Physica A: Statistical Mechanics and its Applications, 2008, 387, (5), 1077-1087

2006

3. Modelling catastrophe claims with left-truncated severity distributions
   Computational Statistics, 2006, 21, (3), 537-555 View citations (3)

2003

4. Annuities under random rates of interest--revisited
   Insurance: Mathematics and Economics, 2003, 32, (3), 457-460 View citations (1)

2000

5. Property insurance loss distributions
   Physica A: Statistical Mechanics and its Applications, 2000, 287, (1), 269-278 View citations (11)
   See also Working Paper (2000)