@article{000231008,
author = {Burnecki, Krzysztof and Teuerle, Marek A. and Wilkowska, Aleksandra},
title = {Ruin probability for the insurer-reinsurer model for exponential claims: a probabilistic approach
},
year = {2021},
journal = {Risks},
volume = {9},
number = {5},
pages = {1-10},
url = {https://www.mdpi.com/2227-9091/9/5/86},
doi = {10.3390/risks9050086}
}
@article{000231123,
author = {Janczura, Joanna B. and Balcerek, Michał and Burnecki, Krzysztof and Sabri, Adal and Weiß, Matthias and Krapf, Diego},
title = {Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model
},
year = {2021},
journal = {New Journal of Physics},
volume = {23},
pages = {1-11},
url = {https://iopscience.iop.org/article/10.1088/1367-2630/abf204},
doi = {10.1088/1367-2630/abf204}
}
@article{000231439,
author = {Balcerek, Michał and Burnecki, Krzysztof and Sikora, Grzegorz and Wyłomańska, Agnieszka},
title = {Discriminating Gaussian processes via quadratic form statistics
},
year = {2021},
journal = {Chaos},
volume = {31},
number = {6},
pages = {1-16},
url = {https://aip.scitation.org/doi/10.1063/5.0044878},
doi = {10.1063/5.0044878}
}
@article{000233603,
author = {Kabala, Jinu Susan and Burnecki, Krzysztof and Sabzikar, Farzad},
title = {Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data
},
year = {2021},
journal = {Chaos},
volume = {31},
number = {11},
pages = {1-13},
url = {https://aip.scitation.org/doi/10.1063/5.0061754},
doi = {10.1063/5.0061754}
}
@article{000233830,
author = {Janczura, Joanna B. and Burnecki, Krzysztof and Muszkieta, Monika and Stanislavsky, Aleksander and Weron, Aleksander},
title = {Classification of random trajectories based on the fractional Lévy stable motion
},
year = {2022},
journal = {Chaos, Solitons and Fractals},
volume = {154},
pages = {1-9},
url = {https://www.sciencedirect.com/science/article/pii/S0960077921009607},
doi = {10.1016/j.chaos.2021.111606}
}
@article{000235392,
author = {Sabzikar, Farzad and Kabala, Jinu Susan and Burnecki, Krzysztof},
title = {Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model
},
year = {2022},
journal = {Journal of Physics. A, Mathematical and Theoretical},
volume = {55},
number = {17},
pages = {1-27},
url = {https://iopscience.iop.org/article/10.1088/1751-8121/ac5b92},
doi = {10.1088/1751-8121/ac5b92}
}
@article{000235879,
author = {Burnecki, Krzysztof and Teuerle, Marek A. and Wilkowska, Aleksandra},
title = {Diffusion approximations of the ruin probability for the insurer-reinsurer model driven by a renewal process
},
year = {2022},
journal = {Risks},
volume = {10},
number = {6},
pages = {1-16},
url = {https://www.mdpi.com/2227-9091/10/6/129},
doi = {10.3390/risks10060129}
}
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