Former Member

Dr. Dominik Kortschak

< back

Peer Reviewed Journal Publication
  • H. Albrecher, D. Kortschak (2008) Asymptotic results for the sum of dependent non-identically distributed random variables.
  • H. Albrecher, C. Hipp, D. Kortschak (2008) Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Scandinavian Acturarial Journal.
  • H. Albrecher, S. Asmussen, D. Kortschak (2006) Tail asymptotics for the sum of two heavy-tailed dependent risks. Extremes, Bd. 9, S. 107-130.

Dissertation
  • Kortschak, Dominik (2008) Asymptotic properties of compound distribution tails and dependence. Doktorarbeit, Technisch-Naturwissenschaftliche Fakultät, TU Graz, Graz University of Technology, Graz.

Research Report
  • Hartinger, J.; Kortschak, D. (2005) Quasi-Monte Carlo techniques and rare event sampling. RICAM:. (link)