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researcher

M. Teuerle

4 papers hereh-index 11318 citations31 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • middle author2
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20152023
most citedCross-codifference for bidimensional VAR(1) models with infinite variance

3 citations · 3 across the 3 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

q-fin.MF2023

Ruin probability for the quota share model with~phase-type distributed claims

Krzysztof Burnecki, Zbigniew Palmowski, Marek Teuerle +1

In this paper, we generalise the results presented in the literature for the ruin probability for the insurer--reinsurer model under a pro-rata reinsurance contract. We consider cl…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.