Person:659154

Available identifiers

zbMath Open kortschak.dominikMaRDI QIDQ659154

List of research outcomes

Publication	Date of Publication	Type
Aggregation of randomly weighted large risks	2019-06-18	Paper
Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps	2017-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q2801430	2016-04-07	Paper
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks	2016-01-25	Paper
Error rates and improved algorithms for rare event simulation with heavy Weibull tails	2015-07-31	Paper
Ruin Problems with Worsening Risks or with Infinite Mean Claims	2015-03-20	Paper
Second order asymptotics of aggregated log-elliptical risk	2015-01-28	Paper
Second order corrections for the limits of normalized ruin times in the presence of heavy tails	2014-07-21	Paper
Tail asymptotics of random sum and maximum of log-normal risks	2014-06-05	Paper
Tail asymptotics of randomly weighted large risks	2014-05-03	Paper
Ruin probabilities in models with a Markov chain dependence structure	2013-12-17	Paper
Efficient simulation of tail probabilities for sums of log-elliptical risks	2013-04-18	Paper
Tail asymptotics for dependent subexponential differences	2013-02-19	Paper
On ruin probability and aggregate claim representations for Pareto claim size distributions	2012-02-10	Paper
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims	2011-02-22	Paper
An asymptotic expansion for the tail of compound sums of Burr distributed random variables	2010-04-01	Paper
On the efficient evaluation of ruin probabilities for completely monotone claim distributions	2010-02-12	Paper
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms	2010-01-25	Paper
Asymptotic results for the sum of dependent non-identically distributed random variables	2009-08-31	Paper
Tail asymptotics for the sum of two heavy-tailed dependent risks	2007-12-16	Paper

Research outcomes over time

This page was built for person: Dominik Kortschak