Details about Krzysztof Burnecki

Access statistics for papers by Krzysztof Burnecki.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pbu210

Working Papers

2023

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

2018

2. Valuation of contingent convertible catastrophe bonds - the case for equity conversion
   Papers, arXiv.org View citations (1)
   See also Journal Article Valuation of contingent convertible catastrophe bonds — The case for equity conversion, Insurance: Mathematics and Economics, Elsevier (2019) View citations (2) (2019)

2012

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

2010

4. Building Loss Models
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (6)
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2010)
   MPRA Paper, University Library of Munich, Germany (2010) View citations (14)
5. Loss Distributions
   MPRA Paper, University Library of Munich, Germany View citations (16)
6. Ruin Probability in Finite Time
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (9)
7. Simulation of Risk Processes
   MPRA Paper, University Library of Munich, Germany View citations (8)
   Also in Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) (2004) View citations (13)

2008

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

2006

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

2005

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

2004

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

2003

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

2002

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

2000

17. Property insurance loss distributions
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (18)
    See also Journal Article Property insurance loss distributions, Physica A: Statistical Mechanics and its Applications, Elsevier (2000) View citations (27) (2000)

1998

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

1997

19. Spectral representation and structure of self-similar processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
20. The Lamperti transformation for self-similar processes
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (4)

Journal Articles

2022

1. Classification of random trajectories based on the fractional Lévy stable motion
   Chaos, Solitons & Fractals, 2022, 154, (C) View citations (1)
2. Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process
   Risks, 2022, 10, (6), 1-16

2021

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

2020

4. Omnibus test for normality based on the Edgeworth expansion
   PLOS ONE, 2020, 15, (6), 1-36 View citations (1)
5. Testing of fractional Brownian motion in a noisy environment
   Chaos, Solitons & Fractals, 2020, 140, (C) View citations (3)

2019

6. Impact of solar activity on precipitation in the United States
   Physica A: Statistical Mechanics and its Applications, 2019, 527, (C) View citations (3)
7. 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 View citations (6)
8. Valuation of contingent convertible catastrophe bonds — The case for equity conversion
   Insurance: Mathematics and Economics, 2019, 88, (C), 238-254 View citations (2)
   See also Working Paper Valuation of contingent convertible catastrophe bonds - the case for equity conversion, Papers (2018) View citations (1) (2018)

2018

9. Modeling of water usage by means of ARFIMA–GARCH processes
   Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 644-657 View citations (2)

2017

10. Identification and validation of stable ARFIMA processes with application to UMTS data
    Chaos, Solitons & Fractals, 2017, 102, (C), 456-466 View citations (7)
11. Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots
    Nature, 2017, 550, (7677), 543-547 View citations (10)
12. Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing
    Risks, 2017, 5, (4), 1-19 View citations (3)

2015

13. Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem
    PLOS ONE, 2015, 10, (12), 1-23 View citations (12)
14. Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments
    PLOS ONE, 2015, 10, (2), 1-10 View citations (7)

2011

15. 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 (7)

2008

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

2006

17. Modelling catastrophe claims with left-truncated severity distributions
    Computational Statistics, 2006, 21, (3), 537-555 View citations (11)

2003

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

2000

19. Property insurance loss distributions
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (1), 269-278 View citations (27)
    See also Working Paper Property insurance loss distributions, HSC Research Reports (2000) View citations (18) (2000)