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Details about Krzysztof Burnecki

Homepage:http://www.im.pwr.wroc.pl/~burnecki
Workplace:Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska (Wroclaw University of Science and Technology), (more information at EDIRC)

Access statistics for papers by Krzysztof Burnecki.

Last updated 2020-07-16. Update your information in the RePEc Author Service.

Short-id: pbu210


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Working Papers

2018

  1. Valuation of contingent convertible catastrophe bonds - the case for equity conversion
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Insurance: Mathematics and Economics (2019)

2012

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

2010

  1. Building Loss Models
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (12)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2010) Downloads View citations (2)
  2. Loss Distributions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)
  3. Ruin Probability in Finite Time
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (9)
  4. Simulation of Risk Processes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    Also in Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) (2004) Downloads View citations (11)

2008

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

2006

  1. Visualization tools for insurance risk processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (4)

2005

  1. Modeling catastrophe claims with left-truncated severity distributions (extended version)
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads
  2. Modeling the risk process in the XploRe computing environment
    Risk and Insurance, University Library of Munich, Germany Downloads View citations (1)
    Also in Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) (2004) Downloads View citations (2)

2004

  1. Pure risk premiums under deductibles. A quantitative management in actuarial practice
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (1)

2003

  1. A new De Vylder type approximation of the ruin probability in infinite time
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (1)
  2. An introduction to simulation of risk processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (3)

2002

  1. On annuities under random rates of interest
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
  2. Simulation of Pickands constants
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)

2000

  1. Property insurance loss distributions
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (14)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2000)

1998

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

1997

  1. Spectral representation and structure of self-similar processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)
  2. The Lamperti transformation for self-similar processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (3)

Journal Articles

2020

  1. Omnibus test for normality based on the Edgeworth expansion
    PLOS ONE, 2020, 15, (6), 1-36 Downloads

2019

  1. Impact of solar activity on precipitation in the United States
    Physica A: Statistical Mechanics and its Applications, 2019, 527, (C) Downloads
  2. Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing
    Physica A: Statistical Mechanics and its Applications, 2019, 525, (C), 498-513 Downloads View citations (4)
  3. Valuation of contingent convertible catastrophe bonds — The case for equity conversion
    Insurance: Mathematics and Economics, 2019, 88, (C), 238-254 Downloads View citations (2)
    See also Working Paper (2018)

2018

  1. Modeling of water usage by means of ARFIMA–GARCH processes
    Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 644-657 Downloads

2017

  1. Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing
    Risks, 2017, 5, (4), 1-19 Downloads View citations (1)

2015

  1. Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem
    PLOS ONE, 2015, 10, (12), 1-23 Downloads View citations (5)
  2. Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments
    PLOS ONE, 2015, 10, (2), 1-10 Downloads View citations (1)

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 Downloads View citations (6)

2008

  1. From solar flare time series to fractional dynamics
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (5), 1077-1087 Downloads View citations (3)

2006

  1. Modelling catastrophe claims with left-truncated severity distributions
    Computational Statistics, 2006, 21, (3), 537-555 Downloads View citations (10)

2003

  1. Annuities under random rates of interest--revisited
    Insurance: Mathematics and Economics, 2003, 32, (3), 457-460 Downloads View citations (2)

2000

  1. Property insurance loss distributions
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (1), 269-278 Downloads View citations (19)
    See also Working Paper (2000)
 
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