Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Teuerle, Marek A."'
Autor:
Płociniczak, Łukasz, Teuerle, Marek A.
The fractional material derivative appears as the fractional operator that governs the dynamics of the scaling limits of L\'evy walks - a stochastic process that originates from the famous continuous-time random walks. It is usually defined as the Fo
Externí odkaz:
http://arxiv.org/abs/2402.19015
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 claim amounts that are described by a phase-type distribution that inclu
Externí odkaz:
http://arxiv.org/abs/2303.07705
Autor:
Płociniczak, Łukasz, Teuerle, Marek A.
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation December 2024 139
Autor:
Burnecki, Krzysztof1 (AUTHOR) krzysztof.burnecki@pwr.edu.pl, Teuerle, Marek A.1 (AUTHOR), Zdeb, Martyna1 (AUTHOR)
Publikováno v:
Journal of Mathematics in Industry. 7/31/2024, Vol. 14 Issue 1, p1-17. 17p.
In this paper we consider the problem of a measure that allows us to describe the spatial and temporal dependence structure of multivariate time series with innovations having infinite variance. By using recent results obtained in the problem of temp
Externí odkaz:
http://arxiv.org/abs/1902.02142
Autor:
Teuerle, Marek
In this paper we investigate the asymptotic properties of the wait-first and jump-first L\'evy walk with rest, which is a generalization of standard jump-first and jump-first L\'evy walk that assumes each waiting time in the model is a sum of two pos
Externí odkaz:
http://arxiv.org/abs/1805.10027
Autor:
Magdziarz, Marcin, Teuerle, Marek
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given by fractio
Externí odkaz:
http://arxiv.org/abs/1510.00315
Autor:
Burnecki, Krzysztof1 (AUTHOR) krzysztof.burnecki@pwr.edu.pl, Teuerle, Marek A.1 (AUTHOR) marek.teuerle@pwr.edu.pl, Wilkowska, Aleksandra1 (AUTHOR)
Publikováno v:
Risks. Jun2022, Vol. 10 Issue 6, pN.PAG-N.PAG. 16p.
Autor:
Magdziarz, Marcin, Teuerle, Marek
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation February 2015 20(2):489-505
Publikováno v:
Communications in Statistics: Simulation & Computation. 2022, Vol. 51 Issue 3, p1355-1380. 26p.