Details about Marek Antoni Teuerle

Access statistics for papers by Marek Antoni Teuerle.

Last updated 2026-05-11. Update your information in the RePEc Author Service.

Short-id: pte180

Working Papers

2025

1. Design and valuation of multi-region CoCoCat bonds
   Papers, arXiv.org
2. Modelling and valuation of catastrophe bonds across multiple regions
   Papers, arXiv.org

2023

3. Ruin probability for the quota share model with~phase-type distributed claims
   Papers, arXiv.org

2011

4. Multidimensional Levy walk and its scaling limits
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (1)

2010

5. Ruin Probability in Finite Time
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (9)
   See also Chapter Ruin probability in finite time, Springer Books, Springer (2011) (2011)

Journal Articles

2022

1. Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process
   Risks, 2022, 10, (6), 1-16

2021

2. Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach
   Risks, 2021, 9, (5), 1-10 View citations (3)

2020

3. Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise
   Journal of Time Series Analysis, 2020, 41, (3), 454-475 View citations (1)

2017

4. Bivariate sub-Gaussian model for stock index returns
   Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 628-637
5. The modified Yule-Walker method for α-stable time series models
   Physica A: Statistical Mechanics and its Applications, 2017, 469, (C), 588-603

2016

6. Discrimination of particulate matter emission sources using stochastic methods
   Physica A: Statistical Mechanics and its Applications, 2016, 463, (C), 452-466

2015

7. Method to characterize collective impact of factors on indoor air
   Physica A: Statistical Mechanics and its Applications, 2015, 420, (C), 190-199 View citations (2)

Chapters

2011

1. Ruin probability in finite time
   Springer
   See also Working Paper Ruin Probability in Finite Time, Hugo Steinhaus Center, Wroclaw University of Science and Technology (2010) View citations (9) (2010)