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Zbigniew Palmowski

Identifiers

  • name variant Zbigniew Palmowski 0.60 · backfill

Papers (55)

  1. Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications math.PR · 2026 · author #3
  2. L\'evy processes with partially stochastic resetting math.PR · 2026 · author #1
  3. Fluctuation identities for omega-killed Markov additive processes and dividend problem math.PR · 2018 · author #4
  4. Optimal portfolio selection in an It\^o-Markov additive market q-fin.PM · 2018 · author #1
  5. Valuation of contingent convertible catastrophe bonds - the case for equity conversion q-fin.PR · 2018 · author #3
  6. The exact asymptotics for hitting probability of a remote orthant by a multivariate L\'evy process: the Cram\'er case math.PR · 2018 · author #2
  7. Quickest drift change detection in L\'evy-type force of mortality model math.OC · 2017 · author #2
  8. Double continuation regions for American and Swing options with negative discount rate in L\'evy models q-fin.MF · 2017 · author #2
  9. Fair valuation of L\'evy-type drawdown-drawup contracts with general insured and penalty functions q-fin.PR · 2017 · author #1
  10. Parisian ruin for the dual risk process in discrete-time math.PR · 2017 · author #1
  11. Discounted Penalty Function at Parisian Ruin for L\'evy Insurance Risk Process math.PR · 2017 · author #2
  12. Two-dimensional ruin probability for subexponential claim size math.PR · 2017 · author #3
  13. Pricing insurance drawdown-type contracts with underlying L\'evy assets q-fin.PR · 2017 · author #1
  14. A note on chaotic and predictable representations for It\^o-Markov additive processes math.PR · 2016 · author #1
  15. Yaglom limit for stable processes in cones math.PR · 2016 · author #2
  16. On the exact asymptotics of exit time from a cone of an isotropic $\alpha$-self-similar Markov process with a skew-product structure math.PR · 2016 · author #1
  17. A note on optimal expected utility of dividend payments with proportional reinsurance q-fin.PM · 2016 · author #2
  18. On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums q-fin.PR · 2016 · author #2
  19. On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums q-fin.PM · 2016 · author #2
  20. Ruin probabilities with dependence on the number of claims within a fixed time window math.PR · 2016 · author #4
  21. Fluctuations of Omega-killed spectrally negative L\'evy processes math.PR · 2016 · author #2
  22. Optimal dividend payments for a two-dimensional insurance risk process math.OC · 2016 · author #3
  23. Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process math.PR · 2016 · author #3
  24. Problem optymalizacyjny de Finettiego dla proces\'ow L\'evy'ego math.PR · 2016 · author #1
  25. The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model math.PR · 2016 · author #3
  26. Number of claims and ruin time for a refracted risk process math.PR · 2016 · author #2
  27. Matrix geometric approach for random walks: stability condition and equilibrium distribution math.PR · 2016 · author #2
  28. The distribution of the supremum for spectrally asymmetric L\'evy processes math.PR · 2014 · author #2
  29. Two-dimensional fluid queues with temporary assistance math.PR · 2014 · author #3
  30. Parisian quasi-stationary distributions for asymmetric L\'evy processes math.PR · 2014 · author #2
  31. Discrete time ruin probability with Parisian delay math.PR · 2014 · author #2
  32. A note on first passage probabilities of a L\'evy process reflected at a general barrier math.PR · 2014 · author #1
  33. Heavy tailed branching process with immigration math.PR · 2012 · author #3
  34. Optimizing expected utility of dividend payments for a Cram\'er-Lundberg risk proces q-fin.CP · 2011 · author #1
  35. Exact and asymptotic results for insurance risk models with surplus-dependent premiums q-fin.CP · 2011 · author #3
  36. Loss rate for a general L\'evy process with downward periodic barrier math.PR · 2011 · author #1
  37. On Time Reversal of Piecewise Deterministic Markov Processes math.PR · 2011 · author #2
  38. Occupation densities in solving exit problems for Markov additive processes and their reflections math.PR · 2011 · author #2
  39. A L\'evy input fluid queue with input and workload regulation math.PR · 2011 · author #1
  40. Parisian ruin probability for spectrally negative L\'{e}vy processes math.PR · 2011 · author #3
  41. Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations math.PR · 2011 · author #2
  42. Quasi-stationary workload in a L\'evy-driven storage system math.PR · 2010 · author #2
  43. Dividend problem with Parisian delay for a spectrally negative L\'evy risk process q-fin.PM · 2010 · author #2
  44. Ruin probability with Parisian delay for a spectrally negative L\'evy risk process math.PR · 2010 · author #2
  45. De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process q-fin.GN · 2009 · author #2
  46. A note on Wiener-Hopf factorization for Markov Additive processes math.PR · 2009 · author #2
  47. A L\'{e}vy input model with additional state-dependent services math.PR · 2009 · author #1
  48. Quantile hedging for an insider math.PR · 2008 · author #2
  49. Tail asymptotics for a random sign Lindley recursion math.PR · 2008 · author #2
  50. The probability of exceeding a piecewise deterministic barrier by the heavy-tailed renewal compound process math.PR · 2008 · author #1
  51. Cram\'{e}r asymptotics for finite time first passage probabilities of general L\'{e}vy processes math.PR · 2008 · author #1
  52. Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results math.PR · 2008 · author #2
  53. A two-dimensional ruin problem on the positive quadrant math.PR · 2007 · author #2
  54. On the optimal dividend problem for a spectrally negative L\'{e}vy process math.PR · 2007 · author #2
  55. The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk math.PR · 2005 · author #2

Mentions

  • 1110.5446 #1 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1110.5276 #3 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1110.3827 #1 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1110.3813 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1110.3811 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1110.3806 #1 · backfill · confidence 0.70 Zbigniew Palmowski
  • 2605.21209 #3 · arxiv_oai · confidence 0.70 Zbigniew Palmowski
  • 1102.4055 #3 · backfill · confidence 0.70 Zbigniew Palmowski
  • 2605.18136 #1 · arxiv_oai · confidence 0.70 Zbigniew Palmowski
  • 1102.1095 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1012.2664 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1004.3310 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 1003.4299 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0906.2100 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0906.1223 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0902.0485 #1 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0811.3749 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0808.3495 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0805.1631 #1 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0804.3169 #1 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0802.4060 #2 · backfill · confidence 0.70 Zbigniew Palmowski
  • 0711.2465 #2 · backfill · confidence 0.70 Zbigniew Palmowski

Frequent Coauthors