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Dominik Kortschak
Dominik Kortschak
Verified email at joanneum.at
Title
Cited by
Cited by
Year
Tail asymptotics for the sum of two heavy-tailed dependent risks
H Albrecher, S Asmussen, D Kortschak
Extremes 9, 107-130, 2006
952006
Asymptotic results for the sum of dependent non-identically distributed random variables
D Kortschak, H Albrecher
Methodology and Computing in Applied Probability 11 (3), 279-306, 2009
922009
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
H Albrecher, C Hipp, D Kortschak
Scandinavian Actuarial Journal 2010 (2), 105-135, 2010
342010
On the efficiency of the Asmussen–Kroese-estimator and its application to stop-loss transforms
J Hartinger, D Kortschak
Blätter der DGVFM 30 (2), 363-377, 2009
312009
On ruin probability and aggregate claim representations for Pareto claim size distributions
H Albrecher, D Kortschak
Insurance: Mathematics and Economics 45 (3), 362-373, 2009
302009
Pricing of Parisian options for a jump-diffusion model with two-sided jumps
H Albrecher, D Kortschak, X Zhou
Applied Mathematical Finance 19 (2), 97-129, 2012
292012
Error rates and improved algorithms for rare event simulation with heavy Weibull tails
S Asmussen, D Kortschak
Methodology and Computing in Applied Probability 17, 441-461, 2015
232015
Risk and insurability of storm damages to residential buildings in Austria
F Prettenthaler, H Albrecher, J Köberl, D Kortschak
The Geneva Papers on Risk and Insurance-Issues and Practice 37, 340-364, 2012
222012
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
D Kortschak
Extremes 15 (3), 353-388, 2012
202012
On the efficient evaluation of ruin probabilities for completely monotone claim distributions
H Albrecher, F Avram, D Kortschak
Journal of computational and applied mathematics 233 (10), 2724-2736, 2010
202010
Distributional effects of carbon pricing when considering household heterogeneity: An EASI application for Austria
A Eisner, V Kulmer, D Kortschak
Energy Policy 156, 112478, 2021
182021
Global resource consumption effects of borderless climate change: EU’s indirect vulnerability
V Kulmer, M Jury, S Wong, D Kortschak
Environmental and Sustainability Indicators 8, 100071, 2020
182020
Catastrophe management: Riverine flooding
F Prettenthaler, D Kortschak, S Hochrainer-Stigler, R Mechler, H Urban, ...
Economic Evaluation of Climate Change Impacts: Development of a Cross …, 2015
182015
Efficient simulation of tail probabilities for sums of log-elliptical risks
D Kortschak, E Hashorva
Journal of Computational and Applied Mathematics 247, 53-67, 2013
172013
Transforming the s-shape: identifying and explaining turning points in market diffusion curves of low-carbon technologies in Austria
V Kulmer, S Seebauer, H Hinterreither, D Kortschak, MC Theurl, W Haas
Research Policy 51 (1), 104371, 2022
152022
Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps)
H Albrecher, M Bladt, D Kortschak, F Prettenthaler, T Swierczynski
Global and Planetary Change 178, 65-76, 2019
152019
Ruin probabilities in models with a Markov chain dependence structure
C Constantinescu, D Kortschak, V Maume-Deschamps
Scandinavian Actuarial Journal 2013 (6), 453-476, 2013
152013
The use of weather driven demand analysis in recreation site management
F Prettenthaler, D Kortschak, P Ortmann
Journal of Tourism & Hospitality 4 (05), 10.4172, 2015
112015
The effects of climate change on alpine skiing tourism a European approach
F Prettenthaler, D Kortschak
The economics of weather and climate risks working paper series 22, 2015
102015
Spatial Dependence Modeling of Flood Risk Using Max-Stable Processes: The Example of Austria
H Albrecher, D Kortschak, F Prettenthaler
Water 12 (6), 1805, 2020
92020
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