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 PDF BibTeX XML Cite \textit{I. Czarna} et al., Probab. Math. Stat. 40, No. 1, 57--81 (2020; Zbl 1453.60149) Full Text: DOI OpenURL
Palmowski, Zbigniew; Vatamidou, Eleni Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps. (English) Zbl 1451.60087 Stoch. Models 36, No. 2, 337-363 (2020). MSC: 60J28 60G70 91G05 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{E. Vatamidou}, Stoch. Models 36, No. 2, 337--363 (2020; Zbl 1451.60087) Full Text: DOI arXiv OpenURL
Burnecki, Krzysztof; Giuricich, Mario Nicoló; Palmowski, Zbigniew Valuation of contingent convertible catastrophe bonds – the case for equity conversion. (English) Zbl 1425.91215 Insur. Math. Econ. 88, 238-254 (2019). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{K. Burnecki} et al., Insur. Math. Econ. 88, 238--254 (2019; Zbl 1425.91215) Full Text: DOI arXiv OpenURL
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew Optimal dividend payments for a two-dimensional insurance risk process. (English) Zbl 1422.91324 Eur. Actuar. J. 9, No. 1, 241-272 (2019). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{P. Azcue} et al., Eur. Actuar. J. 9, No. 1, 241--272 (2019; Zbl 1422.91324) Full Text: DOI arXiv OpenURL
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng Number of claims and ruin time for a refracted risk process. (English) Zbl 1417.91277 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Li} et al., MATRIX Book Ser. 2, 559--578 (2019; Zbl 1417.91277) Full Text: DOI arXiv OpenURL
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem in the dual model with surplus-dependent premiums. (English) Zbl 1411.91306 J. Optim. Theory Appl. 179, No. 2, 533-552 (2018). Reviewer: Ernö Robert Csetnek (Wien) MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 179, No. 2, 533--552 (2018; Zbl 1411.91306) Full Text: DOI arXiv OpenURL
Liang, Xiaoqing; Palmowski, Zbigniew A note on optimal expected utility of dividend payments with proportional reinsurance. (English) Zbl 1416.91201 Scand. Actuar. J. 2018, No. 4, 275-293 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Liang} and \textit{Z. Palmowski}, Scand. Actuar. J. 2018, No. 4, 275--293 (2018; Zbl 1416.91201) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{I. Czarna} et al., J. Comput. Appl. Math. 313, 499--514 (2017; Zbl 1353.91022) Full Text: DOI arXiv OpenURL
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem for insurance risk models with surplus-dependent premiums. (English) Zbl 1344.49029 J. Optim. Theory Appl. 168, No. 2, 723-742 (2016). MSC: 49J55 49K45 93E20 60H30 60H10 60G51 49L99 60G50 91B30 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 161, No. 1, 239--256 (2014; Zbl 1296.91150) Full Text: DOI arXiv OpenURL
Klusik, Przemysław; Palmowski, Zbigniew Quantile hedging for equity-linked contracts. (English) Zbl 1218.91165 Insur. Math. Econ. 48, No. 2, 280-286 (2011). MSC: 91G50 91B30 91G10 PDF BibTeX XML Cite \textit{P. Klusik} and \textit{Z. Palmowski}, Insur. Math. Econ. 48, No. 2, 280--286 (2011; Zbl 1218.91165) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv OpenURL
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. On the optimal dividend problem for a spectrally negative Lévy process. (English) Zbl 1136.60032 Ann. Appl. Probab. 17, No. 1, 156-180 (2007). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G51 60J99 93E20 91B30 91G50 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 17, No. 1, 156--180 (2007; Zbl 1136.60032) Full Text: DOI arXiv OpenURL