Krzysztof Burnecki : Citation Profile


Are you Krzysztof Burnecki?

Politechnika Wrocławska

6

H index

3

i10 index

123

Citations

RESEARCH PRODUCTION:

18

Articles

24

Papers

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 4
   Journals where Krzysztof Burnecki has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 22 (15.17 %)

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   Permalink: http://citec.repec.org/pbu210
   Updated: 2022-08-06    RAS profile: 2022-01-31    
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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 (11)

López Cabrera, Brenda (8)

Wyłomańska, Agnieszka (7)

Trueck, Stefan (7)

Janczura, Joanna (6)

Orzeł, Sebastian (3)

Longden, Thomas (2)

Schienle, Melanie (2)

Wang, Xingchun (2)

Misiorek, Adam (2)

Maruotti, Antonello (2)

Cites to:

Weron, Rafał (53)

Härdle, Wolfgang (19)

Misiorek, Adam (9)

Cizek, Pavel (8)

Janczura, Joanna (7)

Trueck, Stefan (6)

Weron, Aleksander (5)

Weron, Aleksander (5)

Hautsch, Nikolaus (5)

Yu, Min-Teh (4)

Gajda, Janusz (4)

Main data


Where Krzysztof Burnecki has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications6
PLOS ONE3
Chaos, Solitons & Fractals3
Risks2
Insurance: Mathematics and Economics2

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 University of Berlin, Center for Applied Statistics and Economics (CASE)2

Recent works citing Krzysztof Burnecki (2022 and 2021)


YearTitle of citing document
2021Order flow in the financial markets from the perspective of the Fractional L\{e}vy stable motion. (2021). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2105.02057.

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2021Approximations to ultimate ruin probabilities with a Wienner process perturbation. (2021). Egidio, Alfredo D ; Koucha, Yacine. In: Papers. RePEc:arx:papers:2107.02537.

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2021Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506.

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2022Variable length Markov chain with exogenous covariates. (2022). Garcia, Nancy Lopes ; Kim, Seonjin ; Zambom, Adriano Zanin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:312-328.

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2021Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach. (2021). Janczura, Joanna ; Weron, Aleksander ; Muszkieta, Monika. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308559.

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2022Second order scheme for self-similar solutions of a time-fractional porous medium equation on the half-line. (2022). Pociniczak, Ukasz ; Okrasiska-Pociniczak, Hanna. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:424:y:2022:i:c:s0096300322001199.

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2022Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes. (2022). Wyomaska, Agnieszka ; Krapf, Diego ; Sikora, Grzegorz ; Maraj-Zygmt, Katarzyna ; Szarek, Dawid. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002358.

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2022Exchange options for catastrophe risk management. (2022). Wang, Xingchun ; Shao, Xinjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001832.

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2022A novel time-varying FIGARCH model for improving volatility predictions. (2022). Zhao, Lutao ; Zhang, Xinru ; Zhu, Hongli ; Chen, Xuehui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008839.

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2022.

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2021.

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2021.

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2021Objective comparison of methods to decode anomalous diffusion. (2021). Gentili, Alessia ; Muoz-Gil, Gorka ; Metzler, Ralf ; Meyer, Philipp G ; Garibo, Oscar ; Lewenstein, Maciej ; Masson, Jean-Baptiste ; Firbas, Nicolas ; Widera, Artur ; Lomholt, Michael A ; Conejero, Alberto J ; Volpe, Giorgio ; Loch-Olszewska, Hanna ; Verdier, Hippolyte ; Krapf, Diego ; Bland, Tom ; Thapa, Samudrajit ; Kowalek, Patrycja ; Hong, Chang Beom ; Szwabiski, Janusz ; Kim, Yeongjin ; Argun, Aykut ; Song, Taegeun ; Kabbech, Helene ; Aghion, Erez ; Smal, Ihor ; Jeon, Jae-Hyung ; Garcia-March, Miguel Angel ; Requena, Borja ; Huang, Zihan ; Manzo, Carlo ; Park, Seongyu. In: Nature Communications. RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-26320-w.

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2021Equity Release Contracts with Varying Payments. (2021). Marciniuk, Agnieszka. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2021:y:2021:i:5:id:784:p:552-574.

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2021Catastrophic risks and the pricing of catastrophe equity put options. (2021). Quaranta, Anna Grazia ; Bianchi, Michele Leonardo ; ARNONE, MASSIMO ; Tassinari, Gian Luca. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00391-y.

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Works by Krzysztof Burnecki:


YearTitleTypeCited
2018Valuation of contingent convertible catastrophe bonds - the case for equity conversion In: Papers.
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paper3
2019Valuation of contingent convertible catastrophe bonds — The case for equity conversion.(2019) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 3
article
2017Identification and validation of stable ARFIMA processes with application to UMTS data In: Chaos, Solitons & Fractals.
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article2
2020Testing of fractional Brownian motion in a noisy environment In: Chaos, Solitons & Fractals.
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article2
2022Classification of random trajectories based on the fractional Lévy stable motion In: Chaos, Solitons & Fractals.
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article0
2003Annuities under random rates of interest--revisited In: Insurance: Mathematics and Economics.
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article2
2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
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article15
2000Property insurance loss distributions.(2000) In: HSC Research Reports.
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This paper has another version. Agregated cites: 15
paper
2008From solar flare time series to fractional dynamics In: Physica A: Statistical Mechanics and its Applications.
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article3
2011Stability and lack of memory of the returns of the Hang Seng index In: Physica A: Statistical Mechanics and its Applications.
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article3
2018Modeling of water usage by means of ARFIMA–GARCH processes In: Physica A: Statistical Mechanics and its Applications.
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article1
2019Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing In: Physica A: Statistical Mechanics and its Applications.
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article2
2019Impact of solar activity on precipitation in the United States In: Physica A: Statistical Mechanics and its Applications.
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article0
2017Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing In: Risks.
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article2
2021Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach In: Risks.
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article0
2010Building Loss Models In: SFB 649 Discussion Papers.
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paper20
2010Building Loss Models.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 20
paper
2010Building Loss Models.(2010) In: HSC Research Reports.
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This paper has another version. Agregated cites: 20
paper
2017Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots In: Nature.
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article4
2015Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments In: PLOS ONE.
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article4
2015Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem In: PLOS ONE.
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article7
2020Omnibus test for normality based on the Edgeworth expansion In: PLOS ONE.
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article0
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
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paper2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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This paper has another version. Agregated cites: 2
paper
2008Equity-linked insurances and guaranteed annuity options In: MPRA Paper.
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paper0
2010Loss Distributions In: MPRA Paper.
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paper12
2010Simulation of Risk Processes In: MPRA Paper.
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paper9
2004Simulation of risk processes.(2004) In: Papers.
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This paper has another version. Agregated cites: 9
paper
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
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article6
2005Modeling the risk process in the XploRe computing environment In: Risk and Insurance.
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paper3
2004Modeling the risk process in the XploRe computing environment.(2004) In: Papers.
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This paper has another version. Agregated cites: 3
paper
2002On annuities under random rates of interest In: HSC Research Reports.
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paper1
2002Simulation of Pickands constants In: HSC Research Reports.
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paper2
2003An introduction to simulation of risk processes In: HSC Research Reports.
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paper0
2003A new De Vylder type approximation of the ruin probability in infinite time In: HSC Research Reports.
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paper1
2004Pure risk premiums under deductibles. A quantitative management in actuarial practice In: HSC Research Reports.
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paper1
2006Visualization tools for insurance risk processes In: HSC Research Reports.
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paper3
2010Ruin Probability in Finite Time In: HSC Research Reports.
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paper9
2012A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports.
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1997The Lamperti transformation for self-similar processes In: HSC Research Reports.
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1997Spectral representation and structure of self-similar processes In: HSC Research Reports.
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paper1
1998Self-similar models in risk theory In: HSC Research Reports.
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paper0

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