Edit Profile (opens in new tab) Kortschak, Dominik Co-Author Distance Author ID: kortschak.dominik Published as: Kortschak, Dominik; Kortschak, D. External Links: MGP Documents Indexed: 20 Publications since 2006, including 1 Additional arXiv Preprint Co-Authors: 12 Co-Authors with 19 Joint Publications 487 Co-Co-Authors all top 5 Co-Authors 1 single-authored 8 Albrecher, Hansjörg 5 Hashorva, Enkelejd 4 Asmussen, Søren 2 Asimit, Alexandru V. 2 Hartinger, Jürgen 1 Avram, Florin 1 Constantinescu, Corina D. 1 Hipp, Christian 1 Loisel, Stéphane 1 Maume-Deschamps, Véronique 1 Ribereau, Pierre 1 Zhou, Xiaowen all top 5 Serials 3 Methodology and Computing in Applied Probability 2 Journal of Computational and Applied Mathematics 2 Statistics & Probability Letters 2 Extremes 2 Scandinavian Actuarial Journal 1 Siberian Mathematical Journal 1 Insurance Mathematics & Economics 1 Applied Mathematical Finance 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Stochastic Models 1 IMA Journal of Management Mathematics 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Stochastic Systems Fields 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Probability theory and stochastic processes (60-XX) 10 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Integral transforms, operational calculus (44-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 175 times in 137 Documents Cited by ▼ Year ▼ Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009 Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik 36 2006 Asymptotic results for the sum of dependent non-identically distributed random variables. Zbl 1171.60348 Kortschak, Dominik; Albrecher, Hansjörg 32 2009 Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100 Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen 13 2012 On ruin probability and aggregate claim representations for Pareto claim size distributions. Zbl 1231.91137 Albrecher, Hansjörg; Kortschak, Dominik 13 2009 On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088 Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik 13 2010 Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038 Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik 12 2010 Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030 Kortschak, Dominik; Hashorva, Enkelejd 10 2013 Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks. Zbl 1329.62081 Kortschak, Dominik 9 2012 On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092 Hartinger, Jürgen; Kortschak, Dominik 9 2009 Error rates and improved algorithms for rare event simulation with heavy Weibull tails. Zbl 1347.60029 Asmussen, Søren; Kortschak, Dominik 8 2015 Ruin probabilities in models with a Markov chain dependence structure. Zbl 1286.91065 Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. 7 2013 Aggregation of randomly weighted large risks. Zbl 1473.62347 Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik 3 2017 Second order asymptotics of aggregated log-elliptical risk. Zbl 1322.60037 Kortschak, Dominik; Hashorva, Enkelejd 3 2014 Tail asymptotics for dependent subexponential differences. Zbl 1257.62016 Albrecher, H.; Asmussen, S.; Kortschak, D. 3 2012 Tail asymptotics of random sum and maximum of log-normal risks. Zbl 1295.62013 Hashorva, Enkelejd; Kortschak, Dominik 2 2014 Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Zbl 1300.60108 Kortschak, Dominik; Asmussen, Søren 1 2013 An asymptotic expansion for the tail of compound sums of Burr distributed random variables. Zbl 1185.62039 Kortschak, Dominik; Albrecher, Hansjörg 1 2010 Aggregation of randomly weighted large risks. Zbl 1473.62347 Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik 3 2017 Error rates and improved algorithms for rare event simulation with heavy Weibull tails. Zbl 1347.60029 Asmussen, Søren; Kortschak, Dominik 8 2015 Second order asymptotics of aggregated log-elliptical risk. Zbl 1322.60037 Kortschak, Dominik; Hashorva, Enkelejd 3 2014 Tail asymptotics of random sum and maximum of log-normal risks. Zbl 1295.62013 Hashorva, Enkelejd; Kortschak, Dominik 2 2014 Efficient simulation of tail probabilities for sums of log-elliptical risks. Zbl 1270.91030 Kortschak, Dominik; Hashorva, Enkelejd 10 2013 Ruin probabilities in models with a Markov chain dependence structure. Zbl 1286.91065 Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. 7 2013 Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Zbl 1300.60108 Kortschak, Dominik; Asmussen, Søren 1 2013 Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100 Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen 13 2012 Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks. Zbl 1329.62081 Kortschak, Dominik 9 2012 Tail asymptotics for dependent subexponential differences. Zbl 1257.62016 Albrecher, H.; Asmussen, S.; Kortschak, D. 3 2012 On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088 Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik 13 2010 Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038 Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik 12 2010 An asymptotic expansion for the tail of compound sums of Burr distributed random variables. Zbl 1185.62039 Kortschak, Dominik; Albrecher, Hansjörg 1 2010 Asymptotic results for the sum of dependent non-identically distributed random variables. Zbl 1171.60348 Kortschak, Dominik; Albrecher, Hansjörg 32 2009 On ruin probability and aggregate claim representations for Pareto claim size distributions. Zbl 1231.91137 Albrecher, Hansjörg; Kortschak, Dominik 13 2009 On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092 Hartinger, Jürgen; Kortschak, Dominik 9 2009 Tail asymptotics for the sum of two heavy-tailed dependent risks. Zbl 1142.60009 Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik 36 2006 all cited Publications top 5 cited Publications all top 5 Cited by 213 Authors 10 Kortschak, Dominik 9 Hashorva, Enkelejd 7 Albrecher, Hansjörg 6 Asmussen, Søren 5 Czarna, Irmina 5 Li, Jinzhu 5 Nadarajah, Saralees 5 Yang, Yang 4 Asimit, Alexandru V. 4 Avram, Florin 4 Loisel, Stéphane 4 Palmowski, Zbigniew 4 Šiaulys, Jonas 4 Tang, Qihe 4 Yuen, Kam Chuen 3 Constantinescu, Corina D. 3 Embrechts, Paul 3 Li, Haijun 3 Mandjes, Michel Robertus Hendrikus 3 Nguyen, Quang Huy 3 Peng, Zuoxiang 3 Rincón, Luis A. 3 Robert, Christian-Yann 3 Rojas-Nandayapa, Leonardo 3 Santana, David J. 2 Ben Rached, Nadhir 2 Boxma, Onno Johan 2 Chen, Shaoying 2 Chen, Yiqing 2 Cui, Zhenyu 2 Grahovac, Danijel 2 Horváth, András 2 Li, Xiaohu 2 Liao, Xin 2 Maume-Deschamps, Véronique 2 Mnatsakanov, Robert M. 2 Pogány, Tibor K. 2 Resnick, Sidney Ira 2 Rullière, Didier 2 Samorodnitsky, Gennady Pinkhosovich 2 Shyamalkumar, Nariankadu D. 2 Tao, Siyang 2 Tempone, Raúl F. 2 Wang, Ruodu 2 Wang, Yuebao 2 Wu, Jintang 2 Yam, Sheung Chi Phillip 2 Yang, Hailiang 2 Yin, Chuancun 2 Zhang, Yi 1 Abbas, Karim 1 Adékambi, Franck 1 Alouini, Mohamed-Slim 1 Aulbach, Stefan 1 Badila, E. S. 1 Bai, Long 1 Baird, Mark E. 1 Banik, Abhijit Datta 1 Bargès, Mathieu 1 Bazyari, Abouzar 1 Ben Amar, Eya 1 Benkhelifa, Fatma 1 Bernard, Carole L. 1 Biard, Romain 1 Bignozzi, Valeria 1 Bladt, Martin 1 Bladt, Mogens 1 Bo, Lijun 1 Botev, Zdravko I. 1 Cahen, Ewan Jacov 1 Carrillo-Menéndez, Santiago 1 Charpentier, Arthur 1 Chedom, Donatien Fotso 1 Chen, Xiaohong 1 Cheng, Dongya 1 Chesney, Marc 1 Cheung, Ka Chun 1 Cheurfa, Fatah 1 Coqueret, Guillaume 1 Cossette, Hélène 1 Cuberos, A. 1 Das, Bikramjit 1 Delsing, Guusje 1 Di Bernardino, Elena 1 Diao, Xundi 1 Dirma, Mantas 1 Duan, Baige 1 Durante, Fabrizio 1 Egami, Masahiko 1 Fadahunsi, A. I. 1 Falk, Michael 1 Feng, Jiang 1 Foss, Sergey G. 1 Fougères, Anne-Laure 1 Fuller, Timo 1 Furman, Edward 1 Gao, Qingwu 1 Geluk, Jaap L. 1 Gerrard, Russell 1 Ghamami, Samim ...and 113 more Authors all top 5 Cited in 48 Serials 14 Insurance Mathematics & Economics 13 Methodology and Computing in Applied Probability 13 Scandinavian Actuarial Journal 11 Journal of Applied Probability 10 Statistics & Probability Letters 9 Journal of Computational and Applied Mathematics 5 Communications in Statistics. Theory and Methods 5 Extremes 4 Journal of Multivariate Analysis 3 Stochastic Models 3 ASTIN Bulletin 3 Statistics and Computing 2 Applied Mathematics and Computation 2 Journal of Optimization Theory and Applications 2 Queueing Systems 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 Science China. Mathematics 2 Modern Stochastics. Theory and Applications 1 Advances in Applied Probability 1 Lithuanian Mathematical Journal 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Fuzzy Sets and Systems 1 Siberian Mathematical Journal 1 Acta Mathematicae Applicatae Sinica 1 Chinese Annals of Mathematics. Series B 1 Statistics 1 Journal of Theoretical Probability 1 Annals of Operations Research 1 Economics Letters 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Applied Mathematics. Series B (English Edition) 1 Applied Mathematical Finance 1 Bernoulli 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Probability in the Engineering and Informational Sciences 1 The ANZIAM Journal 1 North American Actuarial Journal 1 Journal of the Korean Statistical Society 1 SIAM Journal on Financial Mathematics 1 Risk and Decision Analysis 1 European Actuarial Journal 1 Statistics & Risk Modeling 1 Stochastic Systems 1 Dependence Modeling all top 5 Cited in 16 Fields 85 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 82 Probability theory and stochastic processes (60-XX) 81 Statistics (62-XX) 16 Numerical analysis (65-XX) 4 Integral transforms, operational calculus (44-XX) 4 Operations research, mathematical programming (90-XX) 4 Systems theory; control (93-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Citations by Year