Czarna, Irmina; Kaszubowski, Adam; Li, Shu; Palmowski, Zbigniew Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem. (English) Zbl 1475.60078 Adv. Appl. Probab. 52, No. 2, 404-432 (2020). MSC: 60G40 60G17 60J25 91G05 PDFBibTeX XMLCite \textit{I. Czarna} et al., Adv. Appl. Probab. 52, No. 2, 404--432 (2020; Zbl 1475.60078) Full Text: DOI arXiv
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English) Zbl 1453.60149 Probab. Math. Stat. 40, No. 1, 57-81 (2020). MSC: 60J99 91G40 60G51 PDFBibTeX XMLCite \textit{I. Czarna} et al., Probab. Math. Stat. 40, No. 1, 57--81 (2020; Zbl 1453.60149) Full Text: DOI
Czarna, Irmina; Kaszubowski, Adam Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. (English) Zbl 1446.60035 J. Optim. Theory Appl. 185, No. 3, 982-1007 (2020). MSC: 60G40 60G51 93E20 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{A. Kaszubowski}, J. Optim. Theory Appl. 185, No. 3, 982--1007 (2020; Zbl 1446.60035) Full Text: DOI arXiv
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi Optimality of multi-refraction control strategies in the dual model. (English) Zbl 1417.91265 Insur. Math. Econ. 83, 148-160 (2018). MSC: 91B30 60G51 90C46 PDFBibTeX XMLCite \textit{I. Czarna} et al., Insur. Math. Econ. 83, 148--160 (2018; Zbl 1417.91265) Full Text: DOI arXiv
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDFBibTeX XMLCite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv
Czarna, Irmina; Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. (English) Zbl 1353.91022 J. Comput. Appl. Math. 313, 499-514 (2017). MSC: 91B30 62P05 60K10 60G51 PDFBibTeX XMLCite \textit{I. Czarna} et al., J. Comput. Appl. Math. 313, 499--514 (2017; Zbl 1353.91022) Full Text: DOI arXiv
Czarna, Irmina; Palmowski, Zbigniew Dividend problem with Parisian delay for a spectrally negative Lévy risk process. (English) Zbl 1296.91150 J. Optim. Theory Appl. 161, No. 1, 239-256 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 60H30 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 161, No. 1, 239--256 (2014; Zbl 1296.91150) Full Text: DOI arXiv
Czarna, Irmina; Palmowski, Zbigniew De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. (English) Zbl 1214.91051 Stoch. Models 27, No. 2, 220-250 (2011). MSC: 91B30 93E20 60G51 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv