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Author ID: michna.zbigniew Recent zbMATH articles by "Michna, Zbigniew"
Published as: Michna, Zbigniew; Michna, Z.
Documents Indexed: 26 Publications since 1995, including 1 Book and 3 Additional arXiv Preprints
Reviewing Activity: 2 Reviews
Co-Authors: 13 Co-Authors with 14 Joint Publications
313 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 178 times in 127 Documents Cited by Year
Simulation of the asymptotic constant in some fluid models. Zbl 1039.60040
Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz
28
2003
On tail probabilities and first passage times for fractional Brownian motion. Zbl 0953.60016
Michna, Zbigniew
16
1999
Self-similar processes in collective risk theory. Zbl 0937.60029
Michna, Zbigniew
16
1998
Stable Lévy motion approximation in collective risk theory. Zbl 0901.90068
Furrer, Hansjörg; Michna, Zbigniew; Weron, Aleksander
14
1997
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
14
2017
Simulation of Pickands constants. Zbl 1013.60030
Burnecki, K.; Michna, Z.
12
2002
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
11
2020
Approximation of sojourn times of Gaussian processes. Zbl 1447.60063
Dȩbicki, Krzysztof; Michna, Zbigniew; Peng, Xiaofan
10
2019
On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034
Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz
8
1998
Sojourn times of Gaussian processes with trend. Zbl 1469.60106
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
8
2020
Approximation of stochastic differential equations driven by \(\alpha\)-stable Lévy motion. Zbl 0879.60059
Janicki, A.; Michna, Z.; Weron, A.
7
1996
The expected number of level crossing for certain symmetric \(\alpha\)- stable processes. Zbl 0813.60047
Michna, Zbigniew; Rychlik, Igor
5
1995
Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process. Zbl 1208.60043
Michna, Zbigniew
4
2011
On the mean of a stochastic integral with non-Gaussian \(\alpha\)-stable noise. Zbl 1173.60019
Michna, Zbigniew
4
2009
Explicit formula for the supremum distribution of a spectrally negative stable process. Zbl 1323.60064
Michna, Zbigniew
4
2013
The distribution of the supremum for spectrally asymmetric Lévy processes. Zbl 1321.60097
Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn
4
2015
On the continuity of Pickands constants. Zbl 1492.60140
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
4
2022
Ruin probabilities and first passage times for self-similar processes. Zbl 0927.60053
Michna, Zbigniew
2
1998
On approximations of risk process with renewal arrivals in \(\alpha\)-stable domain. Zbl 1148.60066
Michna, Z.
2
2005
Sojourn times of Gaussian and related random fields. Zbl 1515.60152
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew
2
2023
Ruin probabilities for two collaborating insurance companies. Zbl 1473.60077
Michna, Zbigniew
2
2020
Approximation of a symmetric \(\alpha\)-stable Lévy process by a Lévy process with finite moments of all orders. Zbl 1117.60050
Michna, Z.
1
2007
Sojourn times of Gaussian and related random fields. Zbl 1515.60152
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew
2
2023
On the continuity of Pickands constants. Zbl 1492.60140
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
4
2022
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
11
2020
Sojourn times of Gaussian processes with trend. Zbl 1469.60106
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
8
2020
Ruin probabilities for two collaborating insurance companies. Zbl 1473.60077
Michna, Zbigniew
2
2020
Approximation of sojourn times of Gaussian processes. Zbl 1447.60063
Dȩbicki, Krzysztof; Michna, Zbigniew; Peng, Xiaofan
10
2019
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
14
2017
The distribution of the supremum for spectrally asymmetric Lévy processes. Zbl 1321.60097
Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn
4
2015
Explicit formula for the supremum distribution of a spectrally negative stable process. Zbl 1323.60064
Michna, Zbigniew
4
2013
Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process. Zbl 1208.60043
Michna, Zbigniew
4
2011
On the mean of a stochastic integral with non-Gaussian \(\alpha\)-stable noise. Zbl 1173.60019
Michna, Zbigniew
4
2009
Approximation of a symmetric \(\alpha\)-stable Lévy process by a Lévy process with finite moments of all orders. Zbl 1117.60050
Michna, Z.
1
2007
On approximations of risk process with renewal arrivals in \(\alpha\)-stable domain. Zbl 1148.60066
Michna, Z.
2
2005
Simulation of the asymptotic constant in some fluid models. Zbl 1039.60040
Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz
28
2003
Simulation of Pickands constants. Zbl 1013.60030
Burnecki, K.; Michna, Z.
12
2002
On tail probabilities and first passage times for fractional Brownian motion. Zbl 0953.60016
Michna, Zbigniew
16
1999
Self-similar processes in collective risk theory. Zbl 0937.60029
Michna, Zbigniew
16
1998
On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034
Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz
8
1998
Ruin probabilities and first passage times for self-similar processes. Zbl 0927.60053
Michna, Zbigniew
2
1998
Stable Lévy motion approximation in collective risk theory. Zbl 0901.90068
Furrer, Hansjörg; Michna, Zbigniew; Weron, Aleksander
14
1997
Approximation of stochastic differential equations driven by \(\alpha\)-stable Lévy motion. Zbl 0879.60059
Janicki, A.; Michna, Z.; Weron, A.
7
1996
The expected number of level crossing for certain symmetric \(\alpha\)- stable processes. Zbl 0813.60047
Michna, Zbigniew; Rychlik, Igor
5
1995
all top 5

Cited by 137 Authors

33 Dębicki, Krzysztof
27 Hashorva, Enkelejd
15 Ji, Lanpeng
10 Liu, Peng
7 Michna, Zbigniew
5 Peng, Xiaofan
4 Bai, Long
4 Bisewski, Krzysztof
4 Kriukov, Nikolai
3 Dieker, A. B.
3 Konakov, Valentin
3 Krystecki, Konrad
3 Rolski, Tomasz
2 Abundo, Mario
2 Albin, J. M. P.
2 Chen, Peng
2 Frangos, Nikos E.
2 Ivanovs, Jevgeņijs
2 Jasnovidov, Grigori
2 Jordanova, Pavlina Kalcheva
2 Mandjes, Michel Robertus Hendrikus
2 Martín-González, Ehyter Matías
2 Prakasa Rao, B. L. S.
2 Robert, Stephan
2 Shevchenko, Georgiy M.
2 Stehlík, Milan
2 Tabiś, Kamil
2 Tan, Zhongquan
2 Vrontos, Spyridon D.
2 Xu, Lihu
2 Yannacopoulos, Athanasios N.
1 Albin, Patrik
1 Albrecher, Hansjörg
1 Ankirchner, Stefan
1 Arendarczyk, Marek
1 Aurzada, Frank
1 Azaïs, Jean-Marc
1 Bai, Lihua
1 Baldi, Paolo
1 Betz, Volker
1 Bladt, Martin
1 Blanchet-Scalliet, Christophette
1 Blanchet, Jose H.
1 Buchmann, Boris
1 Cai, Chunhao
1 Cao, Jingyi
1 Chaumont, Loïc
1 Chen, Guohai
1 Chen, Hanshu
1 Chen, Liwen
1 Cheung, Eric C. K.
1 Chi, Zhiyi
1 Constantinescu, Corina D.
1 Coqueret, Guillaume
1 Delorme, Mathieu
1 Deng, Changsong
1 Dong, Yuchao
1 Nguyen Tien Dung
1 Ejsmont, Wiktor
1 Engelke, Sebastian
1 Farahmand, Kambiz
1 Farkas, Julia
1 Feng, Jing
1 Gamarnik, David
1 Gatto, Riccardo
1 Goffard, Pierre-Olivier
1 Goldberg, David Alan
1 Grigorash, A.
1 Hao, Xuemiao
1 Harper, Adam J.
1 Hashimoto, Hiroya
1 Karagodin, Nikita
1 Kazi-Tani, Nabil
1 Kella, Offer
1 Kȩpczyński, Krzysztof
1 Kisowski, Paweł
1 Klüppelberg, Claudia
1 Kolkovska, Ekaterina Todorova
1 Kozik, I. A.
1 Kwaśnicki, Mateusz
1 Leadbetter, Malcolm Ross
1 Li, Chenxin
1 Li, Xuan
1 Li, Yongge
1 Lifshits, Mikhail A.
1 Ling, Chengxiu
1 Liu, Haibo
1 Liu, Qi
1 Lukashenko, Oleg V.
1 Luo, Li
1 Ma, Jin
1 Małecki, Jacek
1 Meng, Zeng
1 Menozzi, Stéphane
1 Mijatović, Aleksandar
1 Morales, Manuel
1 Mourareau, Stéphane
1 Murillo-Salas, Antonio
1 Nefedova, Yu. S.
1 Pacchiarotti, Barbara
...and 37 more Authors
all top 5

Cited in 40 Serials

13 Stochastic Processes and their Applications
11 Extremes
8 Journal of Applied Probability
7 Statistics & Probability Letters
6 Stochastic Analysis and Applications
6 Scandinavian Actuarial Journal
5 Insurance Mathematics & Economics
5 Probability and Mathematical Statistics
5 The Annals of Applied Probability
4 Journal of Mathematical Analysis and Applications
4 Journal of Theoretical Probability
4 Methodology and Computing in Applied Probability
4 Stochastic Models
3 Advances in Applied Probability
3 Lithuanian Mathematical Journal
3 Queueing Systems
3 Electronic Journal of Probability
3 Bernoulli
3 Stochastics
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Science China. Mathematics
1 Moscow University Mathematics Bulletin
1 Physica A
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Operations Research Letters
1 Journal of Integral Equations and Applications
1 Applied Mathematical Modelling
1 Electronic Communications in Probability
1 Abstract and Applied Analysis
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Communications in Nonlinear Science and Numerical Simulation
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Journal of the Australian Mathematical Society
1 Acta Mathematica Scientia. Series B. (English Edition)
1 North American Actuarial Journal
1 Journal of Physics A: Mathematical and Theoretical
1 Electronic Journal of Statistics

Citations by Year