Krzysztof Burnecki
Names
| first: |
Krzysztof |
| last: |
Burnecki |
Identifer
Contact
Affiliations
-
Politechnika Wrocławska
/ Hugo Steinhaus Center for Stochastic Methods
Research profile
author of:
- Valuation of contingent convertible catastrophe bonds - the case for equity conversion (RePEc:arx:papers:1804.07997)
by Krzysztof Burnecki & Mario Nicol'o Giuricich & Zbigniew Palmowski - Ruin probability for the quota share model with~phase-type distributed claims (RePEc:arx:papers:2303.07705)
by Krzysztof Burnecki & Zbigniew Palmowski & Marek Teuerle & Aleksandra Wilkowska - Identification and validation of stable ARFIMA processes with application to UMTS data (RePEc:eee:chsofr:v:102:y:2017:i:c:p:456-466)
by Burnecki, Krzysztof & Sikora, Grzegorz - Testing of fractional Brownian motion in a noisy environment (RePEc:eee:chsofr:v:140:y:2020:i:c:s096007792030494x)
by Balcerek, Michał & Burnecki, Krzysztof - Classification of random trajectories based on the fractional Lévy stable motion (RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009607)
by Janczura, Joanna & Burnecki, Krzysztof & Muszkieta, Monika & Stanislavsky, Aleksander & Weron, Aleksander - Annuities under random rates of interest--revisited (RePEc:eee:insuma:v:32:y:2003:i:3:p:457-460)
by Burnecki, Krzysztof & Marciniuk, Agnieszka & Weron, Aleksander - Valuation of contingent convertible catastrophe bonds — The case for equity conversion (RePEc:eee:insuma:v:88:y:2019:i:c:p:238-254)
by Burnecki, Krzysztof & Giuricich, Mario Nicoló & Palmowski, Zbigniew - Property insurance loss distributions (RePEc:eee:phsmap:v:287:y:2000:i:1:p:269-278)
by Burnecki, Krzysztof & Kukla, Grzegorz & Weron, Rafał - From solar flare time series to fractional dynamics (RePEc:eee:phsmap:v:387:y:2008:i:5:p:1077-1087)
by Burnecki, Krzysztof & Klafter, Joseph & Magdziarz, Marcin & Weron, Aleksander - Stability and lack of memory of the returns of the Hang Seng index (RePEc:eee:phsmap:v:390:y:2011:i:18:p:3136-3146)
by Burnecki, Krzysztof & Gajda, Janusz & Sikora, Grzegorz - Modeling of water usage by means of ARFIMA–GARCH processes (RePEc:eee:phsmap:v:512:y:2018:i:c:p:644-657)
by Gajda, Janusz & Bartnicki, Grzegorz & Burnecki, Krzysztof - Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing (RePEc:eee:phsmap:v:525:y:2019:i:c:p:498-513)
by Giuricich, Mario Nicoló & Burnecki, Krzysztof - Impact of solar activity on precipitation in the United States (RePEc:eee:phsmap:v:527:y:2019:i:c:s0378437119308076)
by Nitka, Weronika & Burnecki, Krzysztof - Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process (RePEc:gam:jrisks:v:10:y:2022:i:6:p:129-:d:841211)
by Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska - Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing (RePEc:gam:jrisks:v:5:y:2017:i:4:p:64-:d:123183)
by Krzysztof Burnecki & Mario Nicoló Giuricich - Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach (RePEc:gam:jrisks:v:9:y:2021:i:5:p:86-:d:548228)
by Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska - Building Loss Models (RePEc:hum:wpaper:sfb649dp2010-048)
by Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron - Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots (RePEc:nat:nature:v:550:y:2017:i:7677:d:10.1038_nature24264)
by Titiwat Sungkaworn & Marie-Lise Jobin & Krzysztof Burnecki & Aleksander Weron & Martin J. Lohse & Davide Calebiro - Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments (RePEc:plo:pone00:0117722)
by Eldad Kepten & Aleksander Weron & Grzegorz Sikora & Krzysztof Burnecki & Yuval Garini - Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem (RePEc:plo:pone00:0145604)
by Krzysztof Burnecki & Agnieszka Wylomanska & Aleksei Chechkin - Omnibus test for normality based on the Edgeworth expansion (RePEc:plo:pone00:0233901)
by Agnieszka Wyłomańska & D Robert Iskander & Krzysztof Burnecki - Modelling catastrophe claims with left-truncated severity distributions (extended version) (RePEc:pra:mprapa:10423)
by Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal - Equity-linked insurances and guaranteed annuity options (RePEc:pra:mprapa:21658)
by Burnecki, Krzysztof & Pazdan-Siudeja, Liliana - Loss Distributions (RePEc:pra:mprapa:22163)
by Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal - Simulation of Risk Processes (RePEc:pra:mprapa:25444)
by Burnecki, Krzysztof & Weron, Rafal - Building Loss Models (RePEc:pra:mprapa:25492)
by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal - Modelling catastrophe claims with left-truncated severity distributions (RePEc:spr:compst:v:21:y:2006:i:3:p:537-555)
by Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron - Modeling the risk process in the XploRe computing environment (RePEc:wpa:wuwpri:0502001)
by Krzysztof Burnecki & Rafal Weron - Property insurance loss distributions (RePEc:wuu:wpaper:hsc0003)
by Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron - On annuities under random rates of interest (RePEc:wuu:wpaper:hsc0201)
by Krzysztof Burnecki & Agnieszka Marciniuk & Aleksander Weron - Simulation of Pickands constants (RePEc:wuu:wpaper:hsc0203)
by Krzysztof Burnecki & Zbigniew Michna - An introduction to simulation of risk processes (RePEc:wuu:wpaper:hsc0304)
by Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron - A new De Vylder type approximation of the ruin probability in infinite time (RePEc:wuu:wpaper:hsc0305)
by Krzysztof Burnecki & Pawel Mista & Aleksander Weron - Pure risk premiums under deductibles. A quantitative management in actuarial practice (RePEc:wuu:wpaper:hsc0405)
by Krzysztof Burnecki & Joanna Nowicka-Zagrajek & Aleksander Weron - Modeling catastrophe claims with left-truncated severity distributions (extended version) (RePEc:wuu:wpaper:hsc0501)
by Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trueck & Rafal Weron - Visualization tools for insurance risk processes (RePEc:wuu:wpaper:hsc0606)
by Krzysztof Burnecki & Rafal Weron - Building Loss Models (RePEc:wuu:wpaper:hsc1003)
by Krzysztof Burnecki & Joanna Janczura & Rafal Weron - Ruin Probability in Finite Time (RePEc:wuu:wpaper:hsc1004)
by Krzysztof Burnecki & Marek Teuerle - A new method for automated noise cancellation in electromagnetic field measurement (RePEc:wuu:wpaper:hsc1205)
by Pawe³ Bieñkowski & Krzysztof Burnecki & Joanna Janczura & Rafal Weron & Bart³omiej Zubrzak - The Lamperti transformation for self-similar processes (RePEc:wuu:wpaper:hsc9702)
by Krzysztof Burnecki & Makoto Maejima & Aleksander Weron - Spectral representation and structure of self-similar processes (RePEc:wuu:wpaper:hsc9703)
by Krzysztof Burnecki & Jan Rosinski & Aleksander Weron - Self-similar models in risk theory (RePEc:wuu:wpaper:hsc9803)
by Krzysztof Burnecki - Simulation of risk processes (RePEc:zbw:caseps:200401)
by Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał - Modeling the risk process in the XploRe computing environment (RePEc:zbw:caseps:200408)
by Weron, Rafał & Burnecki, Krzysztof - Building loss models (RePEc:zbw:sfb649:sfb649dp2010-048)
by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafał