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Palmowski, Zbigniew - Mathematical Institute, University of Wroclaw
Monografas del Seminario Matemtico Garca de Galdeano nn, 18 (2006) A TWO-DIMENSIONAL RUIN PROBLEM
PROBABILITY MATHEMATICAL STATISTICS
PROBABILITY MATHEMATICAL STAllSnCS
Cyclic Queueing Networks with Subexponential Service Times
FLUCTUATIONS OF SPECTRALLY NEGATIVE MARKOV ADDITIVE PROCESSES
On the exact asymptotics of the busy period in GI/G/1 queues. Zbigniew Palmowski1,2
Quantile hedging for equity-linked contracts Przemyslaw Klusik
Stochastic processes Problem set 2
Stochastic processes Problem set 3
Stochastic processes Problem set 4
Stochastic processes Problem set 5
A two-dimensional ruin problem on the positive quadrant.
Submitted to the Annals of Applied Probability ON THE OPTIMAL DIVIDEND PROBLEM FOR A
Stochastic processes Problem set 1
A note on importance sampling simulation for a germ-grain model
On the integral of the workload process of the single server queue
Tail behaviour of the area under queue length process of the single server queue with regularly varying service
Wstp do matematyki finansowej i aktuarialnej Zbigniew Palmowski i Tomasz Rolski
