Tail asymptotics for the sum of two heavy-tailed dependent risks H Albrecher, S Asmussen, D Kortschak Extremes 9, 107-130, 2006 | 95 | 2006 |
Asymptotic results for the sum of dependent non-identically distributed random variables D Kortschak, H Albrecher Methodology and Computing in Applied Probability 11 (3), 279-306, 2009 | 92 | 2009 |
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims H Albrecher, C Hipp, D Kortschak Scandinavian Actuarial Journal 2010 (2), 105-135, 2010 | 34 | 2010 |
On the efficiency of the Asmussen–Kroese-estimator and its application to stop-loss transforms J Hartinger, D Kortschak Blätter der DGVFM 30 (2), 363-377, 2009 | 31 | 2009 |
On ruin probability and aggregate claim representations for Pareto claim size distributions H Albrecher, D Kortschak Insurance: Mathematics and Economics 45 (3), 362-373, 2009 | 30 | 2009 |
Pricing of Parisian options for a jump-diffusion model with two-sided jumps H Albrecher, D Kortschak, X Zhou Applied Mathematical Finance 19 (2), 97-129, 2012 | 29 | 2012 |
Error rates and improved algorithms for rare event simulation with heavy Weibull tails S Asmussen, D Kortschak Methodology and Computing in Applied Probability 17, 441-461, 2015 | 23 | 2015 |
Risk and insurability of storm damages to residential buildings in Austria F Prettenthaler, H Albrecher, J Köberl, D Kortschak The Geneva Papers on Risk and Insurance-Issues and Practice 37, 340-364, 2012 | 22 | 2012 |
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks D Kortschak Extremes 15 (3), 353-388, 2012 | 20 | 2012 |
On the efficient evaluation of ruin probabilities for completely monotone claim distributions H Albrecher, F Avram, D Kortschak Journal of computational and applied mathematics 233 (10), 2724-2736, 2010 | 20 | 2010 |
Distributional effects of carbon pricing when considering household heterogeneity: An EASI application for Austria A Eisner, V Kulmer, D Kortschak Energy Policy 156, 112478, 2021 | 18 | 2021 |
Global resource consumption effects of borderless climate change: EU’s indirect vulnerability V Kulmer, M Jury, S Wong, D Kortschak Environmental and Sustainability Indicators 8, 100071, 2020 | 18 | 2020 |
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 …, 2015 | 18 | 2015 |
Efficient simulation of tail probabilities for sums of log-elliptical risks D Kortschak, E Hashorva Journal of Computational and Applied Mathematics 247, 53-67, 2013 | 17 | 2013 |
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 Haas Research Policy 51 (1), 104371, 2022 | 15 | 2022 |
Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps) H Albrecher, M Bladt, D Kortschak, F Prettenthaler, T Swierczynski Global and Planetary Change 178, 65-76, 2019 | 15 | 2019 |
Ruin probabilities in models with a Markov chain dependence structure C Constantinescu, D Kortschak, V Maume-Deschamps Scandinavian Actuarial Journal 2013 (6), 453-476, 2013 | 15 | 2013 |
The use of weather driven demand analysis in recreation site management F Prettenthaler, D Kortschak, P Ortmann Journal of Tourism & Hospitality 4 (05), 10.4172, 2015 | 11 | 2015 |
The effects of climate change on alpine skiing tourism a European approach F Prettenthaler, D Kortschak The economics of weather and climate risks working paper series 22, 2015 | 10 | 2015 |
Spatial Dependence Modeling of Flood Risk Using Max-Stable Processes: The Example of Austria H Albrecher, D Kortschak, F Prettenthaler Water 12 (6), 1805, 2020 | 9 | 2020 |