Marek Kaluszka
Economics and Econometrics · 2001–2012
A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 21 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 11 citations into it; #2,691 of 23,481 by trust here, #6,470 by citations
- Finance — 8 citations into it
- Management Science and Operations Research — 7 citations into it; #1,068 of 11,946 by trust here, #2,016 by citations
- Demography — 6 citations into it; #293 of 4,236 by trust here, #781 by citations
Whom Marek Kaluszka trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Marek Kaluszka overall
- Ken Seng Tan
- Jun Cai
- Robert Verlaak
- Ka Chun Cheung
- Yichun Chi
- Zhibin Liang
- W. Cui
- Kam Chuen Yuen
- Chengguo Weng
- Jan Beirlant
Papers from Marek Kaluszka's perspective
Ordered by how strongly the researchers Marek Kaluszka trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Stochastic processes in insurance and finance
- Optimal reinsurance under mean-variance premium principles
- Actuarial versus Financial Pricing of Insurance
- Insurer's optimal reinsurance strategies
- Modelling Extremal Events for Insurance and Finance
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- The economic nature of the firm: From Risk, Uncertainty, and Profit
- Risk Measures and Comonotonicity: A Review
Their papers
- Optimal reinsurance under mean-variance premium principles (2001) — 187 citations
- Mean-Variance Optimal Reinsurance Arrangements (2004) — 53 citations
- Optimal reinsurance under convex principles of premium calculation (2005) — 84 citations
- An Extension of Arrow's Result on Optimal Reinsurance Contract (2008) — 94 citations
- Pricing insurance contracts under Cumulative Prospect Theory (2012) — 65 citations