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Marek Antoni Teuerle

Personal Details

First Name:Marek
Middle Name:Antoni
Last Name:Teuerle
Suffix:
RePEc Short-ID:pte180
[This author has chosen not to make the email address public]
https://alfa.im.pwr.edu.pl/~teuerle/index.html
Terminal Degree:2007 Instytut Matematyki i Informatyki; Politechnika Wrocławska (from RePEc Genealogy)

Affiliation

(1%) Hugo Steinhaus Center for Stochastic Methods
Politechnika Wrocławska

Wrocław, Poland
http://www.im.pwr.wroc.pl/~hugo/
RePEc:edi:hspwrpl (more details at EDIRC)

(99%) Politechnika Wrocławska, Wydział Matematyki, Centrum im. Hugona Steinhausa, Katedra Matematyki Stosowanej


https://wmat.pwr.edu.pl/
Poland, Wrocław
Wybrzeże Wyspiańskiego 27, 50-370 Wrocław

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Krzysztof Burnecki & Marek Teuerle & Martyna Zdeb, 2025. "Modelling and valuation of catastrophe bonds across multiple regions," Papers 2512.08890, arXiv.org.
  2. Jacek Wszo{l}a & Krzysztof Burnecki & Marek Teuerle & Martyna Zdeb, 2025. "Design and valuation of multi-region CoCoCat bonds," Papers 2510.17221, arXiv.org.
  3. Krzysztof Burnecki & Zbigniew Palmowski & Marek Teuerle & Aleksandra Wilkowska, 2023. "Ruin probability for the quota share model with~phase-type distributed claims," Papers 2303.07705, arXiv.org.
  4. Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz, 2011. "Multidimensional Levy walk and its scaling limits," HSC Research Reports HSC/11/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  5. Krzysztof Burnecki & Marek Teuerle, 2010. "Ruin Probability in Finite Time," HSC Research Reports HSC/10/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.

Articles

  1. Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska, 2022. "Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process," Risks, MDPI, vol. 10(6), pages 1-16, June.
  2. Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska, 2021. "Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach," Risks, MDPI, vol. 9(5), pages 1-10, May.
  3. Aleksandra Grzesiek & Grzegorz Sikora & Marek Teuerle & Agnieszka Wyłomańska, 2020. "Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(3), pages 454-475, May.
  4. Jabłońska-Sabuka, Matylda & Teuerle, Marek & Wyłomańska, Agnieszka, 2017. "Bivariate sub-Gaussian model for stock index returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 628-637.
  5. Kruczek, Piotr & Wyłomańska, Agnieszka & Teuerle, Marek & Gajda, Janusz, 2017. "The modified Yule-Walker method for α-stable time series models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 588-603.
  6. Szczurek, Andrzej & Maciejewska, Monika & Wyłomańska, Agnieszka & Sikora, Grzegorz & Balcerek, Michał & Teuerle, Marek, 2016. "Discrimination of particulate matter emission sources using stochastic methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 452-466.
  7. Szczurek, Andrzej & Maciejewska, Monika & Teuerle, Marek & Wyłomańska, Agnieszka, 2015. "Method to characterize collective impact of factors on indoor air," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 190-199.

Chapters

  1. Krzysztof Burnecki & Marek Teuerle, 2011. "Ruin probability in finite time," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 10, pages 329-348, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz, 2011. "Multidimensional Levy walk and its scaling limits," HSC Research Reports HSC/11/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.

    Cited by:

    1. Magdziarz, M. & Scheffler, H.P. & Straka, P. & Zebrowski, P., 2015. "Limit theorems and governing equations for Lévy walks," Stochastic Processes and their Applications, Elsevier, vol. 125(11), pages 4021-4038.

  2. Krzysztof Burnecki & Marek Teuerle, 2010. "Ruin Probability in Finite Time," HSC Research Reports HSC/10/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.

    Cited by:

    1. Krzysztof Burnecki & Rafal Weron, 2006. "Visualization tools for insurance risk processes," HSC Research Reports HSC/06/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    2. Yacine Koucha & Alfredo D. Egidio dos Reis, 2021. "Approximations to ultimate ruin probabilities with a Wienner process perturbation," Papers 2107.02537, arXiv.org.
    3. Agata Boratyńska & Krzysztof Kondraszuk, 2013. "Odporność składki kwantylowej na ε-zaburzenie rozkładu liczby szkód," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 117-136.
    4. Pawel Mista, 2006. "Analytical and numerical approach to corporate operational risk modelling," HSC Research Reports HSC/06/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    5. David J. Santana & Juan González-Hernández & Luis Rincón, 2017. "Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 775-798, September.
    6. Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska, 2021. "Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach," Risks, MDPI, vol. 9(5), pages 1-10, May.
    7. Başak Bulut Karageyik & Şule Şahin, 2017. "Determination of the Optimal Retention Level Based on Different Measures," JRFM, MDPI, vol. 10(1), pages 1-21, January.
    8. Scalas, Enrico, 2006. "The application of continuous-time random walks in finance and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 225-239.
    9. Franck Adékambi & Kokou Essiomle, 2020. "Ruin Probability for Stochastic Flows of Financial Contract under Phase-Type Distribution," Risks, MDPI, vol. 8(2), pages 1-21, May.

Articles

  1. Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska, 2021. "Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach," Risks, MDPI, vol. 9(5), pages 1-10, May.

    Cited by:

    1. Khreshna Syuhada & Arief Hakim & Suci Sari, 2021. "The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer," Risks, MDPI, vol. 9(7), pages 1-21, July.
    2. Krzysztof Burnecki & Zbigniew Palmowski & Marek Teuerle & Aleksandra Wilkowska, 2023. "Ruin probability for the quota share model with~phase-type distributed claims," Papers 2303.07705, arXiv.org.
    3. Krzysztof Burnecki & Marek A. Teuerle & Aleksandra Wilkowska, 2022. "Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process," Risks, MDPI, vol. 10(6), pages 1-16, June.

  2. Aleksandra Grzesiek & Grzegorz Sikora & Marek Teuerle & Agnieszka Wyłomańska, 2020. "Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(3), pages 454-475, May.

    Cited by:

    1. Karling, Maicon J. & Lopes, Sílvia R.C. & de Souza, Roberto M., 2023. "Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations," Journal of Multivariate Analysis, Elsevier, vol. 195(C).

  3. Szczurek, Andrzej & Maciejewska, Monika & Teuerle, Marek & Wyłomańska, Agnieszka, 2015. "Method to characterize collective impact of factors on indoor air," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 190-199.

    Cited by:

    1. Amit Kant Kaushik & Mohammed Arif & Matt M. G. Syal & Muhammad Qasim Rana & Olugbenga Timo Oladinrin & Ahlam Ammar Sharif & Ala’a Saleh Alshdiefat, 2022. "Effect of Indoor Environment on Occupant Air Comfort and Productivity in Office Buildings: A Response Surface Analysis Approach," Sustainability, MDPI, vol. 14(23), pages 1-24, November.
    2. Zhifeng Shen & Xirui Yang & Chunlu Liu & Junjie Li, 2021. "Assessment of Indoor Environmental Quality in Budget Hotels Using Text-Mining Method: Case Study of Top Five Brands in China," Sustainability, MDPI, vol. 13(8), pages 1-24, April.

Chapters

  1. Krzysztof Burnecki & Marek Teuerle, 2011. "Ruin probability in finite time," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 10, pages 329-348, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (1) 2025-11-03
  2. NEP-RMG: Risk Management (1) 2025-11-03
  3. NEP-URE: Urban and Real Estate Economics (1) 2025-11-03

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