Zbigniew Michna

Available identifiers

zbMath Open michna.zbigniewMaRDI QIDQ625004

List of research outcomes

Publication	Date of Publication	Type
On Berman functions	2024-04-02	Paper
https://portal.mardi4nfdi.de/entity/Q5881790	2023-03-13	Paper
On the continuity of Pickands constants	2022-04-01	Paper
Ruin probabilities for two collaborating insurance companies	2021-07-02	Paper
Sojourn times of Gaussian related random fields	2021-01-27	Paper
Sojourn times of Gaussian processes with trend	2020-10-30	Paper
Simultaneous ruin probability for two-dimensional brownian risk model	2020-07-22	Paper
Approximation of sojourn times of Gaussian processes	2020-05-04	Paper
Remarks on Pickands theorem	2018-08-08	Paper
The distribution of the supremum for spectrally asymmetric Lévy processes	2015-08-17	Paper
Explicit formula for the supremum distribution of a spectrally negative stable process	2014-09-22	Paper
The impact of lead time forecasting on the bullwhip effect	2013-09-27	Paper
L\'evy processes in storage and inventory problems	2013-03-24	Paper
Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process	2011-02-11	Paper
On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise	2009-05-05	Paper
Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders	2007-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q5290226	2006-04-28	Paper
α-stable limits for multiple channel queues in heavy traffic	2003-09-09	Paper
Simulation of the Asymptotic Constant in Some Fluid Models	2003-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q4787910	2003-01-08	Paper
On the supremum from Gaussian processes over infinite horizon	2002-02-18	Paper
Self-similar processes in collective risk theory	2000-06-07	Paper
On tail probabilities and first passage times for fractional Brownian motion	2000-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q4230781	1999-02-10	Paper
Stable Lévy motion approximation in collective risk theory	1998-03-25	Paper
Approximation of stochastic differential equations driven by α-stable Lévy motion	1997-03-05	Paper
The expected number of level crossings for certain symmetric α-stable processes	1995-04-04	Paper

Research outcomes over time

This page was built for person: Zbigniew Michna