Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian and related random fields. (English) Zbl 1515.60152 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249-289 (2023). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249--289 (2023; Zbl 1515.60152) Full Text: arXiv Link
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew On the continuity of Pickands constants. (English) Zbl 1492.60140 J. Appl. Probab. 59, No. 1, 187-201 (2022). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dębicki} et al., J. Appl. Probab. 59, No. 1, 187--201 (2022; Zbl 1492.60140) Full Text: DOI arXiv
Michna, Zbigniew Ruin probabilities for two collaborating insurance companies. (English) Zbl 1473.60077 Probab. Math. Stat. 40, No. 2, 369-386 (2020). MSC: 60G51 60G70 91G20 PDFBibTeX XMLCite \textit{Z. Michna}, Probab. Math. Stat. 40, No. 2, 369--386 (2020; Zbl 1473.60077) Full Text: arXiv
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 1469.60106 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 1469.60106) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew Simultaneous ruin probability for two-dimensional Brownian risk model. (English) Zbl 1464.60031 J. Appl. Probab. 57, No. 2, 597-612 (2020). MSC: 60G15 60G70 91B05 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 57, No. 2, 597--612 (2020; Zbl 1464.60031) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Michna, Zbigniew; Peng, Xiaofan Approximation of sojourn times of Gaussian processes. (English) Zbl 1447.60063 Methodol. Comput. Appl. Probab. 21, No. 4, 1183-1213 (2019). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Methodol. Comput. Appl. Probab. 21, No. 4, 1183--1213 (2019; Zbl 1447.60063) Full Text: DOI arXiv
Michna, Zbigniew Remarks on Pickands’ theorem. (English) Zbl 1393.60035 Probab. Math. Stat. 37, No. 2, 373-393 (2017). MSC: 60G15 60G70 60G22 PDFBibTeX XMLCite \textit{Z. Michna}, Probab. Math. Stat. 37, No. 2, 373--393 (2017; Zbl 1393.60035) Full Text: arXiv Link
Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn The distribution of the supremum for spectrally asymmetric Lévy processes. (English) Zbl 1321.60097 Electron. Commun. Probab. 20, Paper No. 24, 10 p. (2015). MSC: 60G51 60G70 PDFBibTeX XMLCite \textit{Z. Michna} et al., Electron. Commun. Probab. 20, Paper No. 24, 10 p. (2015; Zbl 1321.60097) Full Text: DOI arXiv
Michna, Zbigniew Explicit formula for the supremum distribution of a spectrally negative stable process. (English) Zbl 1323.60064 Electron. Commun. Probab. 18, Paper No. 10, 6 p. (2013). MSC: 60G51 60G52 60G70 PDFBibTeX XMLCite \textit{Z. Michna}, Electron. Commun. Probab. 18, Paper No. 10, 6 p. (2013; Zbl 1323.60064) Full Text: DOI arXiv
Michna, Zbigniew; Bombała, Wojciech; Nielsen, Peter Lévy processes in storage and inventory problems. arXiv:1303.5964 Preprint, arXiv:1303.5964 [math.PR] (2013). MSC: 60K25 60G51 60G70 BibTeX Cite \textit{Z. Michna} et al., ``L\'evy processes in storage and inventory problems'', Preprint, arXiv:1303.5964 [math.PR] (2013) Full Text: arXiv OA License
Michna, Zbigniew Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process. (English) Zbl 1208.60043 Stat. Probab. Lett. 81, No. 2, 231-235 (2011). MSC: 60G51 60G52 60G70 PDFBibTeX XMLCite \textit{Z. Michna}, Stat. Probab. Lett. 81, No. 2, 231--235 (2011; Zbl 1208.60043) Full Text: DOI arXiv
Burnecki, K.; Michna, Z. Simulation of Pickands constants. (English) Zbl 1013.60030 Probab. Math. Stat. 22, No. 1, 193-199 (2002). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 60G15 60G18 PDFBibTeX XMLCite \textit{K. Burnecki} and \textit{Z. Michna}, Probab. Math. Stat. 22, No. 1, 193--199 (2002; Zbl 1013.60030)
Michna, Zbigniew Ruin probabilities and first passage times for self-similar processes. (English) Zbl 0927.60053 Lund: Lund Univ., Lund Institute of Technology, Department of Mathematical Statistics. viii, 122 p. (1998). Reviewer: Peter Bank (Berlin) MSC: 60G15 60G18 60G70 68M20 PDFBibTeX XMLCite \textit{Z. Michna}, Ruin probabilities and first passage times for self-similar processes. Lund: Lund Univ., Lund Institute of Technology, Department of Mathematical Statistics (1998; Zbl 0927.60053)
Michna, Zbigniew Self-similar processes in collective risk theory. (English) Zbl 0937.60029 J. Appl. Math. Stochastic Anal. 11, No. 4, 429-448 (1998). Reviewer: S.Asmussen (Lund) MSC: 60G15 60G70 91B30 PDFBibTeX XMLCite \textit{Z. Michna}, J. Appl. Math. Stochastic Anal. 11, No. 4, 429--448 (1998; Zbl 0937.60029) Full Text: DOI EuDML
Michna, Zbigniew; Rychlik, Igor The expected number of level crossing for certain symmetric \(\alpha\)- stable processes. (English) Zbl 0813.60047 Commun. Stat., Stochastic Models 11, No. 1, 1-19 (1995). MSC: 60G70 PDFBibTeX XMLCite \textit{Z. Michna} and \textit{I. Rychlik}, Commun. Stat., Stochastic Models 11, No. 1, 1--19 (1995; Zbl 0813.60047) Full Text: DOI