Zbigniew Palmowski

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Florin AvramProfessor of Probability and Statistics, University of PauVerified email at univ-pau.fr
Tomasz RolskiProfesor matematyki, Uniwersytet WrocławskiVerified email at math.uni.wroc.pl
Bert ZwartCWI Amsterdam and Eindhoven University of TechnologyVerified email at cwi.nl
Sergey FossProfessor, Maxwell Institute and HWU, Edinburgh and Sobolev Institute of MathematicsVerified email at hw.ac.uk
Corina D. ConstantinescuProfessor of Actuarial Mathematics, Institute for Financial and Actuarial Mathematics, U LiverpoolVerified email at liv.ac.uk
Budhi Arta SuryaVictoria University of Wellington, School of Mathematics and StatisticsVerified email at vuw.ac.nz
Maria VlasiouProfessor at the University of TwenteVerified email at tue.nl
Onno BoxmaProfessor of Stochastic Operations Research. Eindhoven University of TechnologyVerified email at tue.nl
Rafal KulikUniversity of OttawaVerified email at uottawa.ca
Stella KapodistriaEindhoven University of TechnologyVerified email at tue.nl
Jevgenijs IvanovsArhus UniversityVerified email at math.au.dk
Dmitry KorshunovProfessor of Probability, Lancaster UniversityVerified email at lancaster.ac.uk
Łukasz Stettnerprofessor of (applied) mathematics, IMPANVerified email at impan.gov.pl
Bojan BasrakProfessor, University of Zagreb, Faculty of Science, Department of MathematicsVerified email at math.hr
Anna SulimaWroclaw University of EconomicsVerified email at uj.edu.pl
Georg RegensburgerUniversity of KasselVerified email at ricam.oeaw.ac.at
Albrecher HansjörgProfessor of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
N GautamProfessor, Electrical Engineering and Computer Science, Syracuse UniversityVerified email at syr.edu
Longmin WangNankai UniversityVerified email at nankai.edu.cn
Krzysztof DębickiMathematical Institute, University of Wrocław, PolandVerified email at math.uni.wroc.pl

Zbigniew Palmowski

Wroclaw University of Science and Technology

Verified email at pwr.edu.pl - Homepage

Applied Probability


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
On the optimal dividend problem for a spectrally negative Lévy process F Avram, Z Palmowski, MR Pistorius	312	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	110	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	66	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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