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Details about Marek Antoni Teuerle

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

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

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

2011

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

2010

  1. Ruin Probability in Finite Time
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (9)

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 Downloads

2021

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

2020

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

2017

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

2016

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

2015

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