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Andreas Kleefeld

Brandenburg Technical University

Platz der Deutschen Einheit 1

Cottbus, 03046

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

808

TOTAL CITATIONS

13

Scholarly Papers (5)

1.

Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims

North American Actuarial Journal, 20(1), 1-16, 2016
Number of pages: 26 Posted: 08 May 2015 Last Revised: 11 Apr 2019
Vytaras Brazauskas and Andreas Kleefeld
University of Wisconsin - Milwaukee and Brandenburg Technical University
Downloads 379
Citation 4

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2.

Folded- and Log-Folded-t Distributions as Models for Insurance Loss Data

Scandinavian Actuarial Journal, 2011(1), 59-74, 2011
Number of pages: 19 Posted: 15 May 2014 Last Revised: 11 Apr 2019
Vytaras Brazauskas and Andreas Kleefeld
University of Wisconsin - Milwaukee and Brandenburg Technical University
Downloads 159
Citation 1

Abstract:

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3.

Robust and Efficient Fitting of the Generalized Pareto Distribution with Actuarial Applications in View

Insurance: Mathematics and Economics, 45(3), 424-435, 2009
Number of pages: 28 Posted: 08 Jun 2014 Last Revised: 18 Jun 2014
Vytaras Brazauskas and Andreas Kleefeld
University of Wisconsin - Milwaukee and Brandenburg Technical University
Downloads 110
Citation 6

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Pure Premium, Robust Statistics, Simulations, Trimmed Moments, Value-at-Risk

4.

Resilience and recovery in networked economic systems: An ex-ante analysis of susceptibility to aspects of a potential China–Taiwan conflict

Papers in Regional Science, 2025[10.1016/j.pirs.2025.100094]
Number of pages: 28 Posted: 04 Feb 2025 Last Revised: 07 Apr 2025
Forschungszentrum Jülich GmbH, Forschungszentrum Jülich, Aachen University of Applied Sciences - FH Aachen and Brandenburg Technical University
Downloads 107
Citation 1

Abstract:

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economic impacts, geopolitical risk, chip industry, supply chains, extreme events, trade

5.

Green-Kubo Relations for Networked Economic Systems: An Exact Solution for Quantifying Economic Resilience from Input-Output Susceptibility

Number of pages: 29 Posted: 25 Sep 2024
Forschungszentrum Jülich, Brandenburg Technical University, Aachen University of Applied Sciences - FH Aachen and Forschungszentrum Jülich GmbH
Downloads 53
Citation 1

Abstract:

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Multivariate Ornstein-Uhlenbeck process, Econometric Input-Output Model, Economic modelling, Forecasting, Economic resilience