Krzysztof Burnecki : Citation Profile


Are you Krzysztof Burnecki?

Politechnika Wrocławska

5

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

5

Articles

23

Papers

RESEARCH ACTIVITY:

   15 years (1997 - 2012). See details.
   Cites by year: 4
   Journals where Krzysztof Burnecki has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 11 (13.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu210
   Updated: 2017-04-22    RAS profile: 2015-10-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Krzysztof Burnecki.

Is cited by:

Weron, Rafał (10)

Trueck, Stefan (7)

Härdle, Wolfgang (6)

Wyłomańska, Agnieszka (6)

López Cabrera, Brenda (6)

Janczura, Joanna (5)

Orzeł, Sebastian (3)

Sartori, Martina (2)

Maruotti, Antonello (2)

Bernardi, Mauro (2)

Schiavo, Stefano (2)

Cites to:

Weron, Rafał (37)

Härdle, Wolfgang (16)

Cizek, Pavel (7)

Trueck, Stefan (5)

Misiorek, Adam (5)

Weron, Aleksander (4)

Janczura, Joanna (3)

Brennan, Michael (2)

Ballotta, Laura (2)

Sandmann, Klaus (2)

Heinemann, Frank (1)

Main data


Where Krzysztof Burnecki has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology14
MPRA Paper / University Library of Munich, Germany5
Papers / Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE)2

Recent works citing Krzysztof Burnecki (2017 and 2016)


YearTitle of citing document
2016AGGREGATE LOSS DISTRIBUTION AND DEPENDENCE: COMPOSITE MODELS, COPULA FUNCTIONS AND FAST FOURIER TRANSFORM FOR THE DANISH RE INSURANCE DATA. (2016). Cerchiara, Rocco Roberto ; Acri, Francesco . In: Working Papers. RePEc:clb:wpaper:201608.

Full description at Econpapers || Download paper

2017Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models. (2017). Christian, ; Gramacy, Robert B ; Watkins, Nicholas W ; Tindale, Elizabeth ; Graves, Timothy . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:60-71.

Full description at Econpapers || Download paper

2017Determination of the Optimal Retention Level Based on Different Measures. (2017). Karageyik, Baak Bulut ; Ahin, Ule . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:4-:d:88747.

Full description at Econpapers || Download paper

2016Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics. (2016). Thogersen, Julie . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:42-:d:82430.

Full description at Econpapers || Download paper

Works by Krzysztof Burnecki:


YearTitleTypeCited
2003Annuities under random rates of interest--revisited In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2000Property insurance loss distributions.(2000) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2008From solar flare time series to fractional dynamics In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2011Stability and lack of memory of the returns of the Hang Seng index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2010Building Loss Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper15
2010Building Loss Models.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2010Building Loss Models.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2008Equity-linked insurances and guaranteed annuity options In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010Loss Distributions In: MPRA Paper.
[Full Text][Citation analysis]
paper12
2010Simulation of Risk Processes In: MPRA Paper.
[Full Text][Citation analysis]
paper7
2004Simulation of risk processes.(2004) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
[Full Text][Citation analysis]
article3
2005Modeling the risk process in the XploRe computing environment In: Risk and Insurance.
[Full Text][Citation analysis]
paper1
2004Modeling the risk process in the XploRe computing environment.(2004) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002On annuities under random rates of interest In: HSC Research Reports.
[Full Text][Citation analysis]
paper0
2002Simulation of Pickands constants In: HSC Research Reports.
[Full Text][Citation analysis]
paper1
2003An introduction to simulation of risk processes In: HSC Research Reports.
[Full Text][Citation analysis]
paper0
2003A new De Vylder type approximation of the ruin probability in infinite time In: HSC Research Reports.
[Full Text][Citation analysis]
paper0
2004Pure risk premiums under deductibles. A quantitative management in actuarial practice In: HSC Research Reports.
[Full Text][Citation analysis]
paper1
2006Visualization tools for insurance risk processes In: HSC Research Reports.
[Full Text][Citation analysis]
paper4
2010Ruin Probability in Finite Time In: HSC Research Reports.
[Full Text][Citation analysis]
paper5
2012A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports.
[Full Text][Citation analysis]
paper0
1997The Lamperti transformation for self-similar processes In: HSC Research Reports.
[Full Text][Citation analysis]
paper2
1997Spectral representation and structure of self-similar processes In: HSC Research Reports.
[Full Text][Citation analysis]
paper1
1998Self-similar models in risk theory In: HSC Research Reports.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 6 2017. Contact: CitEc Team