Dominik Kortschak

According to our database, Dominik Kortschak authored at least 3 papers between 2010 and 2013.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2013

Efficient simulation of tail probabilities for sums of log-elliptical risks.

Dominik Kortschak, Enkelejd Hashorva

J. Comput. Appl. Math., 2013

2012

On error rates in rare event simulation with heavy tails.

Søren Asmussen, Dominik Kortschak

Proceedings of the Winter Simulation Conference, 2012

2010

On the efficient evaluation of ruin probabilities for completely monotone claim distributions.

Hansjörg Albrecher, Florin Avram, Dominik Kortschak

J. Comput. Appl. Math., 2010