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Zbigniew Palmowski

16 works· latest 2015· 4 institutionscluster: provisionalORCID 0000-0001-9257-1115

h-index16

i1016

Citations1,080

Works here16

Most cited in this library

On the optimal dividend problem for a spectrally negative Lévy process2007 · 302 citations
A two-dimensional ruin problem on the positive quadrant2007 · 103 citations
Parisian ruin probability for spectrally negative Lévy processes2013 · 97 citations
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process2007 · 95 citations
Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process2011 · 84 citations

Works

16 shown

On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function

The Annals of Applied Probability·2015·3 authors·Open access

44citations

Parisian ruin probability for spectrally negative Lévy processes

Bernoulli·2013·2 authors·Open access

97citations

Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process

Journal of Optimization Theory and Applications·2013·2 authors·Open access

42citations

Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process

Journal of Applied Probability·2011·2 authors·Open access

84citations

On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk-process in the presence of a penalty function

RePEc: Research Papers in Economics·2011·3 authors·preprint·Open access

44citations

Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

The Annals of Applied Probability·2008·3 authors·Open access

Tail Asymptotics of the Supremum of a Regenerative Process

Journal of Applied Probability·2007·2 authors·Open access

40citations

A two-dimensional ruin problem on the positive quadrant

Insurance Mathematics and Economics·2007·3 authors·Open access

103citations

On the optimal dividend problem for a spectrally negative Lévy process

The Annals of Applied Probability·2007·3 authors·Open access

302citations

On the exact asymptotics of the busy period in GI/G/1 queues

Advances in Applied Probability·2006·2 authors·Open access

22citations

A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes

Lecture notes in mathematics·2004·2 authors·chapter

58citations

On the integral of the workload process of the single server queue

Journal of Applied Probability·2003·3 authors·Open access

21citations

BOUNDS FOR FLUID MODELS DRIVEN BY SEMI-MARKOV INPUTS

Probability in the Engineering and Informational Sciences·1999·4 authors

19citations

On–off fluid models in heavy traffic environment

Queueing Systems·1999·2 authors

26citations

A note on martingale inequalities for fluid models

Statistics & Probability Letters·1996·2 authors

19citations