Concepedia

Dominik Kortschak

DK

17

Publications

450

Citations

14

H-Index

2006

Active since

Affiliations

University of Lausanne(Current)

Joanneum Research

Austrian Academy of Sciences

Université Claude Bernard Lyon 1

University of Graz

Dominik Kortschak is an author at University of Lausanne specializing in engineering, probability theory, and statistics.

Top concepts

EngineeringProbabilityStatisticsBusinessRisk ManagementEconomicsGeographyStochastic SimulationFinanceHousing

Publications per year

2006–2022

17

Publications

17

Tail asymptotics for the sum of two heavy-tailed dependent risks

Hansjörg Albrecher, Søren Asmussen, Dominik Kortschak · Extremes · 2006 · 82 citations

Engineering, Risk Management, Risk Metric +6

Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables

Dominik Kortschak, Hansjörg Albrecher · Methodology And Computing In Applied Probability · 2008 · 74 citations · Full text

Asymptotic Results, Statistics, Probability Theory +1

Higher-order expansions for compound distributions and ruin probabilities with subexponential claims

Hansjörg Albrecher, Christian Hipp, Dominik Kortschak · Scandinavian Actuarial Journal · 2009 · 37 citations · Full text

Higher-order Expansions, Large Deviations, Ruin Probabilities +13

Transforming the s-shape: Identifying and explaining turning points in market diffusion curves of low-carbon technologies in Austria

Veronika Kulmer, Sebastian Seebauer, Helene Hinterreither et al. · Research Policy · 2021 · 32 citations

Economics, Low-carbon Technologies, Carbon Emission Trading +9

Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps

Hansjörg Albrecher, Dominik Kortschak, Xiaowen Zhou · Applied Mathematical Finance · 2012 · 26 citations

Stochastic Simulation, Option Pricing, Computational Finance +15

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