Edit Profile (opens in new tab) Michna, Zbigniew Co-Author Distance Author ID: 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 all top 5 Co-Authors 11 single-authored 8 Dębicki, Krzysztof 4 Hashorva, Enkelejd 2 Liu, Peng 2 Rolski, Tomasz 2 Weron, Aleksander 1 Bombała, Wojciech 1 Burnecki, Krzysztof 1 Furrer, Hansjörg 1 Janicki, Aleksander 1 Palmowski, Zbigniew 1 Peng, Xiaofan 1 Pistorius, Martijn R. 1 Rychlik, Igor all top 5 Serials 5 Probability and Mathematical Statistics 2 Journal of Applied Probability 2 Applicationes Mathematicae 2 Electronic Communications in Probability 1 Studia Mathematica 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Communications in Statistics. Stochastic Models 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Mathematical Methods of Operations Research 1 Methodology and Computing in Applied Probability 1 Stochastic Models 1 ALEA. Latin American Journal of Probability and Mathematical Statistics Fields 24 Probability theory and stochastic processes (60-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 20 Fields 117 Probability theory and stochastic processes (60-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Statistics (62-XX) 7 Numerical analysis (65-XX) 2 Integral equations (45-XX) 2 Functional analysis (46-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year