Zbigniew Palmowski
Zbigniew Palmowski
Wroclaw University of Science and Technology
Verified email at pwr.edu.pl - Homepage
TitleCited byYear
On the optimal dividend problem for a spectrally negative LÚvy process
F Avram, Z Palmowski, MR Pistorius
The Annals of Applied Probability 17 (1), 156-180, 2007
2202007
A technique for exponential change of measure for Markov processes
Z Palmowski, T Rolski
Bernoulli 8 (6), 767-785, 2002
1082002
Distributional study of de Finetti's dividend problem for a general LÚvy insurance risk process
AE Kyprianou, Z Palmowski
Journal of Applied Probability 44 (2), 428-443, 2007
902007
A two-dimensional ruin problem on the positive quadrant
F Avram, Z Palmowski, M Pistorius
Insurance: Mathematics and Economics 42 (1), 227-234, 2008
762008
Parisian ruin probability for spectrally negative L\'evy processes
R Loeffen, I Czarna, Z Palmowski
Bernoulli, 2011
672011
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
672010
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
602011
Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results
F Avram, Z Palmowski, MR Pistorius
The Annals of Applied Probability 18 (6), 2421-2449, 2008
582008
A martingale review of some fluctuation theory for spectrally negative LÚvy processes
AE Kyprianou, Z Palmowski
SÚminaire de ProbabilitÚs XXXVIII, 16-29, 2005
562005
Fluctuations of spectrally negative Markov additive processes
AE Kyprianou, Z Palmowski
SÚminaire de probabilitÚs XLI, 121-135, 2008
552008
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
S Foss, Z Palmowski, S Zachary
The Annals of Applied Probability 15 (3), 1936-1957, 2005
342005
Tail asymptotics of the supremum of a regenerative process
Z Palmowski, B Zwart
Journal of Applied Probability 44 (2), 349-365, 2007
322007
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
321999
On Gerber–Shiu functions and optimal dividend distribution for a LÚvy risk process in the presence of a penalty function
F Avram, Z Palmowski, MR Pistorius
The Annals of Applied Probability 25 (4), 1868-1935, 2015
302015
On–off fluid models in heavy traffic environment
K Dębicki, Z Palmowski
Queueing Systems 33 (4), 327-338, 1999
301999
The superposition of alternating on-off flows and a fluid model
Z Palmowski, T Rolski
Annals of Applied Probability, 524-540, 1998
241998
Dividend problem with Parisian delay for a spectrally negative LÚvy risk process
I Czarna, Z Palmowski
Journal of Optimization Theory and Applications 161 (1), 239-256, 2014
222014
Quasi-stationary distributions for LÚvy processes
AE Kyprianou, Z Palmowski
Bernoulli 12 (4), 571-581, 2006
222006
On the integral of the workload process of the single server queue
AA Borovkov, OJ Boxma, Z Palmowski
Journal of applied probability 40 (1), 200-225, 2003
192003
A note on martingale inequalities for fluid models
Z Palmowski, T Rolski
Statistics & probability letters 31 (1), 13-21, 1996
171996
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