The following pages link to Zbigniew Palmowski (Q191759):
Displaying 50 items.
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- On time reversal of piecewise deterministic Markov processes (Q388851) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- A Lévy input fluid queue with input and workload regulation (Q475073) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- Quasi-stationary distributions for Lévy processes (Q850763) (← links)
- A two-dimensional ruin problem on the positive quadrant (Q939352) (← links)
- The superposition of alternating on-off flows and a fluid model (Q1296744) (← links)
- A note on martingale inequalities for fluid models (Q1359693) (← links)
- Lundberg inequalities in a diffusion environment (Q1413361) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- Yaglom limit for stable processes in cones (Q1748912) (← links)
- A tandem queue with a gate mechanism (Q1810754) (← links)
- A technique for exponential change of measure for Markov processes (Q1860996) (← links)
- Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
- On-off fluid models in heavy traffic environment (Q1975037) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case (Q2001231) (← links)
- Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
- A multiplicative version of the Lindley recursion (Q2052794) (← links)
- On busy periods of the critical GI/G/1 queue and BRAVO (Q2095034) (← links)
- Branching processes with immigration in atypical random environment (Q2121641) (← links)
- Importance sampling for maxima on trees (Q2132531) (← links)
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps (Q2136090) (← links)
- First exit time for a discrete-time parallel queue (Q2146407) (← links)
- An application of dynamic programming to assign pressing tanks at wineries (Q2189941) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues (Q2220361) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching (Q2273716) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- The distribution of the supremum for spectrally asymmetric Lévy processes (Q2517250) (← links)
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
