Details about Marek Antoni Teuerle
Access statistics for papers by Marek Antoni Teuerle.
Last updated 2024-09-07. Update your information in the RePEc Author Service.
Short-id: pte180
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Working Papers
2023
- Ruin probability for the quota share model with~phase-type distributed claims
Papers, arXiv.org
2011
- Multidimensional Levy walk and its scaling limits
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (1)
2010
- Ruin Probability in Finite Time
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (9)
Journal Articles
2022
- Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process
Risks, 2022, 10, (6), 1-16
2021
- Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach
Risks, 2021, 9, (5), 1-10 View citations (3)
2020
- 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
- Bivariate sub-Gaussian model for stock index returns
Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 628-637
- The modified Yule-Walker method for α-stable time series models
Physica A: Statistical Mechanics and its Applications, 2017, 469, (C), 588-603
2016
- Discrimination of particulate matter emission sources using stochastic methods
Physica A: Statistical Mechanics and its Applications, 2016, 463, (C), 452-466
2015
- 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)
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