Zbigniew Palmowski

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Florin AvramProfessor of Probability and Statistics, University of PauAdresse e-mail validée de univ-pau.fr
Tomasz RolskiProfesor matematyki, Uniwersytet WrocławskiAdresse e-mail validée de math.uni.wroc.pl
Bert ZwartCWI Amsterdam and Eindhoven University of TechnologyAdresse e-mail validée de cwi.nl
Sergey FossProfessor, Maxwell Institute and HWU, Edinburgh and Sobolev Institute of MathematicsAdresse e-mail validée de hw.ac.uk
Corina D. ConstantinescuProfessor of Actuarial Mathematics, Institute for Financial and Actuarial Mathematics, U LiverpoolAdresse e-mail validée de liv.ac.uk
Budhi Arta SuryaVictoria University of Wellington, School of Mathematics and StatisticsAdresse e-mail validée de vuw.ac.nz
Maria VlasiouProfessor at the University of TwenteAdresse e-mail validée de tue.nl
Onno BoxmaProfessor of Stochastic Operations Research. Eindhoven University of TechnologyAdresse e-mail validée de tue.nl
Rafal KulikUniversity of OttawaAdresse e-mail validée de uottawa.ca
Stella KapodistriaEindhoven University of TechnologyAdresse e-mail validée de tue.nl
Jevgenijs IvanovsArhus UniversityAdresse e-mail validée de math.au.dk
Dmitry KorshunovProfessor of Probability, Lancaster UniversityAdresse e-mail validée de lancaster.ac.uk
Łukasz Stettnerprofessor of (applied) mathematics, IMPANAdresse e-mail validée de impan.gov.pl
Bojan BasrakProfessor, University of Zagreb, Faculty of Science, Department of MathematicsAdresse e-mail validée de math.hr
Anna SulimaWroclaw University of EconomicsAdresse e-mail validée de uj.edu.pl
Georg RegensburgerUniversity of KasselAdresse e-mail validée de ricam.oeaw.ac.at
Albrecher HansjörgProfessor of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneAdresse e-mail validée de unil.ch
N GautamProfessor, Electrical Engineering and Computer Science, Syracuse UniversityAdresse e-mail validée de syr.edu
Longmin WangNankai UniversityAdresse e-mail validée de nankai.edu.cn
Krzysztof DębickiMathematical Institute, University of Wrocław, PolandAdresse e-mail validée de math.uni.wroc.pl

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Zbigniew Palmowski

Wroclaw University of Science and Technology

Adresse e-mail validée de pwr.edu.pl - Page d'accueil

Applied Probability


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
On the optimal dividend problem for a spectrally negative Lévy process F Avram, Z Palmowski, MR Pistorius	310	2007
A technique for exponential change of measure for Markov processes Z Palmowski, T Rolski Bernoulli, 767-785, 2002	146	2002
Parisian ruin probability for spectrally negative L\'evy processes R Loeffen, I Czarna, Z Palmowski Bernoulli, 2011	120	2011
Distributional study of de Finetti's dividend problem for a general Lévy insurance risk process AE Kyprianou, Z Palmowski Journal of Applied Probability 44 (2), 428-443, 2007	109	2007
A two-dimensional ruin problem on the positive quadrant F Avram, Z Palmowski, M Pistorius Insurance: Mathematics and Economics 42 (1), 227-234, 2008	107	2008
Ruin probability with Parisian delay for a spectrally negative L\'evy risk process I Czarna, Z Palmowski Journal of Applied Probability 48 (4), 984-1002, 2010	95	2010
Occupation densities in solving exit problems for Markov additive processes and their reflections J Ivanovs, Z Palmowski Stochastic Processes and their Applications 122 (9), 3342-3360, 2011	90	2011
Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results F Avram, Z Palmowski, MR Pistorius	84	2008
Fluctuations of spectrally negative Markov additive processes AE Kyprianou, Z Palmowski Séminaire de probabilités XLI, 121-135, 2008	72	2008
A martingale review of some fluctuation theory for spectrally negative Lévy processes AE Kyprianou, Z Palmowski Séminaire de Probabilités XXXVIII, 16-29, 2005	69	2005
On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function F Avram, Z Palmowski, MR Pistorius	65	2015
Dividend problem with Parisian delay for a spectrally negative Lévy risk process I Czarna, Z Palmowski Journal of Optimization Theory and Applications 161, 239-256, 2014	44	2014
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk S Foss, Z Palmowski, S Zachary	43	2005
Exact and asymptotic results for insurance risk models with surplus-dependent premiums H Albrecher, C Constantinescu, Z Palmowski, G Regensburger, ... SIAM Journal on Applied Mathematics, 2011	40	2011
Fluctuations of Omega-killed spectrally negative Lévy processes B Li, Z Palmowski Stochastic Processes and their Applications 128 (10), 3273-3299, 2018	38	2018
Tail asymptotics of the supremum of a regenerative process Z Palmowski, B Zwart Journal of Applied Probability 44 (2), 349-365, 2007	36	2007
Quasi-stationary distributions for Lévy processes AE Kyprianou, Z Palmowski Bernoulli 12 (4), 571-581, 2006	36	2006
Bounds for fluid models driven by semi-Markov inputs N Gautam, VG Kulkarni, Z Palmowski, T Rolski Probability in the Engineering and Informational Sciences 13 (4), 429-475, 1999	36	1999
On the optimal dividend problem for insurance risk models with surplus-dependent premiums E Marciniak, Z Palmowski Journal of Optimization Theory and Applications 168, 723-742, 2016	34	2016
On–off fluid models in heavy traffic environment K Dębicki, Z Palmowski Queueing Systems 33, 327-338, 1999	32	1999

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