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Irmina Czarna

Identifiers

  • name variant Irmina Czarna 0.60 · backfill

Papers (13)

  1. Optimality of impulse control problem in refracted L\'evy model with Parisian ruin and transaction costs math.PR · 2019 · author #1
  2. Fluctuation identities for omega-killed Markov additive processes and dividend problem math.PR · 2018 · author #1
  3. Optimality of multi-refraction dividend strategies in the dual model math.PR · 2018 · author #1
  4. Fluctuation theory for level-dependent L\'evy risk processes math.PR · 2017 · author #1
  5. Parisian ruin for a refracted L\'evy process math.PR · 2016 · author #2
  6. Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process math.PR · 2016 · author #1
  7. 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 #1
  8. Parisian quasi-stationary distributions for asymmetric L\'evy processes math.PR · 2014 · author #1
  9. Discrete time ruin probability with Parisian delay math.PR · 2014 · author #1
  10. Parisian ruin probability for spectrally negative L\'{e}vy processes math.PR · 2011 · author #2
  11. Dividend problem with Parisian delay for a spectrally negative L\'evy risk process q-fin.PM · 2010 · author #1
  12. Ruin probability with Parisian delay for a spectrally negative L\'evy risk process math.PR · 2010 · author #1
  13. De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process q-fin.GN · 2009 · author #1

Mentions

  • 1404.3367 #1 · backfill · confidence 0.70 Irmina Czarna
  • 1403.7761 #1 · backfill · confidence 0.70 Irmina Czarna
  • 1102.4055 #2 · backfill · confidence 0.70 Irmina Czarna
  • 1004.3310 #1 · backfill · confidence 0.70 Irmina Czarna
  • 1003.4299 #1 · backfill · confidence 0.70 Irmina Czarna
  • 0906.2100 #1 · backfill · confidence 0.70 Irmina Czarna

Frequent Coauthors