Zbigniew Palmowski 个人学术档案

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引用	2446	1107
h 指数	24	18
i10 指数	53	32

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Tomasz RolskiProfesor matematyki, Uniwersytet Wrocławski在 math.uni.wroc.pl 的电子邮件经过验证
Florin AvramProfessor of Probability and Statistics, University of Pau在 univ-pau.fr 的电子邮件经过验证
Bert ZwartCWI Amsterdam and Eindhoven University of Technology在 cwi.nl 的电子邮件经过验证
Sergey FossProfessor, Maxwell Institute and HWU, Edinburgh and Sobolev Institute of Mathematics在 hw.ac.uk 的电子邮件经过验证
Corina D. ConstantinescuProfessor of Actuarial Mathematics, Institute for Financial and Actuarial Mathematics, U Liverpool在 liv.ac.uk 的电子邮件经过验证
Budhi Arta SuryaVictoria University of Wellington, School of Mathematics and Statistics在 vuw.ac.nz 的电子邮件经过验证
Onno BoxmaProfessor of Stochastic Operations Research. Eindhoven University of Technology在 tue.nl 的电子邮件经过验证
Maria VlasiouProfessor at the University of Twente在 utwente.nl 的电子邮件经过验证
Rafal KulikUniversity of Ottawa在 uottawa.ca 的电子邮件经过验证
Stella KapodistriaEindhoven University of Technology在 tue.nl 的电子邮件经过验证
Jevgenijs IvanovsArhus University在 math.au.dk 的电子邮件经过验证
Dmitry KorshunovProfessor of Probability, Lancaster University在 lancaster.ac.uk 的电子邮件经过验证
Łukasz Stettnerprofessor of (applied) mathematics, IMPAN在 impan.gov.pl 的电子邮件经过验证
Bojan BasrakProfessor, University of Zagreb, Faculty of Science, Department of Mathematics在 math.pmf.unizg.hr 的电子邮件经过验证
Anna SulimaWroclaw University of Economics在 uj.edu.pl 的电子邮件经过验证
Georg RegensburgerUniversity of Kassel在 ricam.oeaw.ac.at 的电子邮件经过验证
Albrecher HansjörgProfessor of Actuarial Science, Faculty of Business and Economics (HEC), University of Lausanne在 unil.ch 的电子邮件经过验证
Longmin WangNankai University在 nankai.edu.cn 的电子邮件经过验证
N GautamProfessor, Electrical Engineering and Computer Science, Syracuse University在 syr.edu 的电子邮件经过验证
Krzysztof DębickiMathematical Institute, University of Wrocław, Poland在 math.uni.wroc.pl 的电子邮件经过验证

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Zbigniew Palmowski

Wroclaw University of Science and Technology

在 pwr.edu.pl 的电子邮件经过验证 - 首页

Applied Probability


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
On the optimal dividend problem for a spectrally negative Lévy process F Avram, Z Palmowski, MR Pistorius	319	2007
A technique for exponential change of measure for Markov processes Z Palmowski, T Rolski	147	2002
Parisian ruin probability for spectrally negative L\'evy processes R Loeffen, I Czarna, Z Palmowski Bernoulli, 2011	122	2011
A two-dimensional ruin problem on the positive quadrant F Avram, Z Palmowski, M Pistorius Insurance: Mathematics and Economics 42 (1), 227-234, 2008	114	2008
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
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	98	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	94	2011
Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results F Avram, Z Palmowski, MR Pistorius	90	2008
Fluctuations of spectrally negative Markov additive processes AE Kyprianou, Z Palmowski Séminaire de probabilités XLI, 121-135, 2008	75	2008
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	69	2015
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
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	45	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	41	2011
Fluctuations of Omega-killed spectrally negative Lévy processes B Li, Z Palmowski Stochastic Processes and their Applications 128 (10), 3273-3299, 2018	40	2018
Quasi-stationary distributions for Lévy processes AE Kyprianou, Z Palmowski Bernoulli 12 (4), 571-581, 2006	37	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	37	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	36	2016
Tail asymptotics of the supremum of a regenerative process Z Palmowski, B Zwart Journal of Applied Probability 44 (2), 349-365, 2007	36	2007
Discounted penalty function at Parisian ruin for Lévy insurance risk process R Loeffen, Z Palmowski, BA Surya Insurance: Mathematics and Economics 83, 190-197, 2018	33	2018

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