Krzysztof Burnecki

Available identifiers

zbMath Open burnecki.krzysztofWikidataQ102193960 ScholiaQ102193960MaRDI QIDQ1413412

List of research outcomes

Publication	Date of Publication	Type
Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model	2022-11-14	Paper
Modeling of water usage by means of ARFIMA-GARCH processes	2022-07-05	Paper
Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions	2022-06-08	Paper
Testing of fractional Brownian motion in a noisy environment	2022-04-14	Paper
Discriminating Gaussian processes via quadratic form statistics	2021-07-15	Paper
De Vylder type approximation of the ruin probability for the insurer-reinsurer model	2020-11-23	Paper
Valuation of contingent convertible catastrophe bonds -- the case for equity conversion	2019-09-19	Paper
Estimation of FARIMA Parameters in the Case of Negative Memory and Stable Noise	2018-08-22	Paper
Identification and validation of stable ARFIMA processes with application to UMTS data	2017-11-13	Paper
Review of the book ,,The analysis and forecasting of time series. Practical introduction on the basis of the R environment" by: A. Zagdanski and A. Suchwałko	2017-09-12	Paper
Identification and Validation of Fractional Subdiffusion Dynamics	2014-09-12	Paper
Modelling catastrophe claims with left-truncated severity distributions	2007-12-16	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
https://portal.mardi4nfdi.de/entity/Q5464974	2005-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q5464987	2005-08-19	Paper
What is the best approximation of ruin probability in infinite time?	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4659658	2005-03-21	Paper
Pricing of zero-coupon and coupon cat bonds	2004-11-29	Paper
Annuities under random rates of interest -- revisited.	2003-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4787910	2003-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q2772052	2002-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4218898	1999-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4345453	1998-02-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Krzysztof Burnecki