Author

Kortschak D

JOANNEUM RESEARCH - Cited by 575

Biography

This is Dominik Kortschak from the Joanneum Research Forschungsgesellschaft mbH, Institute for Economic and Innovation Research, Leonhardstraße 59, 8010 Graz, Austria. His research interests are Probability, Risk Modeling, Probability Theory, Derivatives, Sampling, Applied Probability
Title
Cited by
Year
Asymptotic results for the sum of dependent non-identically distributed random variables
D Kortschak, H AlbrecherMethodology and Computing in Applied Probability 11, 279-306, 2009200
91
2009
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
H Albrecher, C Hipp, D KortschakScandinavian Actuarial Journal 2010 (2), 105-135, 2010201
34
2010
On ruin probability and aggregate claim representations for Pareto claim size distributions
H Albrecher, D KortschakInsurance: Mathematics and Economics 45 (3), 362-373, 2009200
30
2009
On the efficiency of the Asmussen–Kroese-estimator and its application to stop-loss transforms
J Hartinger, D KortschakBlätter der DGVFM (2), 363-377, 2009200
30
2009
Pricing of Parisian options for a jump-diffusion model with two-sided jumps
H Albrecher, D Kortschak, X ZhouApplied Mathematical Finance 19 (2), 97-129, 2012201
30
2012
Error rates and improved algorithms for rare event simulation with heavy Weibull tails
S Asmussen, D KortschakMethodology and Computing in Applied Probability 17, 441-461, 2015201
22
2015
Risk and insurability of storm damages to residential buildings in Austria
F Prettenthaler, H Albrecher, J Köberl, D KortschakThe Geneva Papers on Risk and Insurance-Issues and Practice 37, 340-364, 2012201
21
2012
On the efficient evaluation of ruin probabilities for completely monotone claim distributions
H Albrecher, F Avram, D KortschakJournal of computational and applied mathematics 233 (10), 2724-2736, 101
20
2010
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
D KortschakExtremes 15, 353-388, 2012201
19
2012
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 …, 2015201
18
2015
Efficient simulation of tail probabilities for sums of log-elliptical risks
D Kortschak, E HashorvaJournal of Computational and Applied Mathematics 247, 53-67, 2013201
17
2013
Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps)
H Albrecher, M Bladt, D Kortschak, F Prettenthaler, T SwierczynskiGlobal and Planetary Change 178, 65-76, 2019201
13
2019
Ruin probabilities in models with a Markov chain dependence structure
C Constantinescu, D Kortschak, V Maume-DeschampsScandinavian Actuarial Journal 20 (6), 453-476, 202
13
2013
Global resource consumption effects of borderless climate change: EU’s indirect vulnerability
V Kulmer, M Jury, S Wong, D KortschakEnvironmental and Sustainability Indicators 8, 100071, 2020202
11
2020
The use of weather driven demand analysis in recreation site management
F Prettenthaler, D Kortschak, P OrtmannJournal of Tourism & Hospitality 4 (05), 10.4172, 2015201
11
2015
The effects of climate change on alpine skiing tourism a European approach
F Prettenthaler, D KortschakThe economics of weather and climate risks working paper series 22, 2015201
10
2015
On error rates in rare event simulation with heavy tails
S Asmussen, D KortschakProceedings of the 2012 Winter Simulation Conference (WSC), 1-11, 2012201
9
2012
Spatial Dependence Modeling of Flood Risk Using Max-Stable Processes: The Example of Austria
H Albrecher, D Kortschak, F PrettenthalerWater 12 (6), 105, 2020202
8
2020
Distributional effects of carbon pricing when considering household heterogeneity: An EASI application for Austria
A Eisner, V Kulmer, D KortschakEnergy Policy 156, 11247, 2021202
8
2021
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 HaasResearch Policy 51 (1), 104371, 2022202
8
2022

Referred From: https://scholar.google.com/citations?hl=en&user=0MbZSIAAAAAJ

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Citations 575
h-index 13
i10-index 17
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