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Palmowski, Zbigniew

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Author ID: palmowski.zbigniew Recent zbMATH articles by "Palmowski, Zbigniew"
Published as: Palmowski, Zbigniew; Palmowski, Z.
External Links: MGP
Documents Indexed: 90 Publications since 1996
Co-Authors: 72 Co-Authors with 85 Joint Publications
1,400 Co-Co-Authors
all top 5

Co-Authors

5 single-authored
9 Czarna, Irmina
9 Pistorius, Martijn R.
8 Rolski, Tomasz
6 Avram, Florin
4 Kyprianou, Andreas E.
4 Vlasiou, Maria
4 Zwart, Bert P.
3 Bhattacharya, Ayan
3 Boxma, Onno Johan
3 Foss, Sergey G.
3 Klusik, Przemysław
3 Kulik, Rafał
3 Li, Yanhong
3 Surya, Budhi Arta
3 Świątek, Przemysław
3 Tumilewicz, Joanna
3 Zhao, Chunming
2 Basrak, Bojan
2 Korshunov, Dmitry Alekseevich
2 Loeffen, Ronnie L.
2 Löpker, Andreas H.
2 Mandjes, Michel Robertus Hendrikus
2 Marciniak, Ewa
2 Schlegel, Sabine
2 Wang, Longmin
1 Albrecher, Hansjörg
1 Ayhan, Hayriye
1 Azcue, Pablo
1 Baran, Sebastian
1 Baurdoux, Erik Jan
1 Bean, Nigel G.
1 Bogdan, Krzysztof
1 Borovkov, Aleksandr Alekseevich
1 Borovkov, Konstantin A.
1 Burnecki, Krzysztof
1 Conroy, Michael J.
1 Constantinescu, Corina D.
1 De Donno, Marzia
1 Dębicki, Krzysztof
1 Eisenberg, Julia
1 Giuricich, Mario Nicoló
1 Ivanovs, Jevgeņijs
1 Kapodistria, Stella
1 Kaszubowski, Adam
1 Krawiec, Michał
1 Kulkarni, Vidyadhar G.
1 Latouche, Guy
1 Li, Bo
1 Li, Shu
1 Liang, Xiaoqing
1 Maulik, Krishanu
1 Michna, Zbigniew
1 Muler, Nora E.
1 Nguyen, Giang Thu
1 Olvera-Cravioto, Mariana
1 O’Reilly, Małgorzata M.
1 Papaioannou, Apostolos D.
1 Pérez Garmendia, Jose Luis
1 Płociniczak, Łukasz
1 Puchalska, Daria
1 Ramsden, Lewis
1 Regensburger, Georg
1 Rosenkranz, Markus
1 Roy, Parthanil
1 Sidorowicz, Aleksandra
1 Stettner, Łukasz
1 Sulima, Anna
1 Vatamidou, Eleni
1 Yamazaki, Kazutoshi
1 Zachary, Stan
1 Zhang, Chunsheng
1 Zwierz, Jakub

Publications by Year

Citations contained in zbMATH Open

67 Publications have been cited 815 times in 511 Documents Cited by Year
On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
133
2007
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
57
2013
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
54
2007
Ruin probability with Parisian delay for a spectrally negative Lévy risk process. Zbl 1232.60036
Czarna, Irmina; Palmowski, Zbigniew
45
2011
A technique for exponential change of measure for Markov processes. Zbl 1011.60054
Palmowski, Zbigniew; Rolski, Tomasz
42
2002
A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
42
2008
Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087
Ivanovs, Jevgenijs; Palmowski, Zbigniew
35
2012
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
32
2008
A martingale review of some fluctuation theory for spectrally negative Lévy processes. Zbl 1063.60071
Kyprianou, Andreas E.; Palmowski, Zbigniew
29
2005
Fluctuations of spectrally negative Markov additive processes. Zbl 1156.60060
Kyprianou, Andreas E.; Palmowski, Zbigniew
29
2008
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055
Avram, F.; Palmowski, Z.; Pistorius, M. R.
23
2015
Dividend problem with Parisian delay for a spectrally negative Lévy risk process. Zbl 1296.91150
Czarna, Irmina; Palmowski, Zbigniew
20
2014
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk. Zbl 1083.60036
Foss, Serguei; Palmowski, Zbigniew; Zachary, Stan
17
2005
Tail asymptotics of the supremum of a regenerative progress. Zbl 1139.60014
Palmowski, Zbigniew; Zwart, Bert
17
2007
Exact and asymptotic results for insurance risk models with surplus-dependent premiums. Zbl 1264.91068
Albrecher, Hansjörg; Constantinescu, Corina; Palmowski, Zbigniew; Regensburger, Georg; Rosenkranz, Markus
16
2013
On-off fluid models in heavy traffic environment. Zbl 0997.60109
Dȩbicki, Krzysztof; Palmowski, Zbigniew
15
1999
Quasi-stationary distributions for Lévy processes. Zbl 1130.60054
Kyprianou, A. E.; Palmowski, Z.
13
2006
On the optimal dividend problem for insurance risk models with surplus-dependent premiums. Zbl 1344.49029
Marciniak, Ewa; Palmowski, Zbigniew
13
2016
Fluctuations of Omega-killed spectrally negative Lévy processes. Zbl 1401.60087
Li, Bo; Palmowski, Zbigniew
10
2018
Discounted penalty function at Parisian ruin for Lévy insurance risk process. Zbl 1417.91278
Loeffen, Ronnie; Palmowski, Zbigniew; Surya, Budhi A.
10
2018
On the exact asymptotics of the busy period in GI/G/1 queues. Zbl 1107.60062
Palmowski, Zbigniew; Rolski, Tomasz
9
2006
A note on Wiener-Hopf factorization for Markov additive processes. Zbl 1305.60034
Klusik, Przemysław; Palmowski, Zbigniew
8
2014
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
7
2017
On the integral of the workload process of the single server queue. Zbl 1030.60039
Borovkov, A. A.; Boxma, O. J.; Palmowski, Z.
7
2003
Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020
Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz
7
2012
Quantile hedging for equity-linked contracts. Zbl 1218.91165
Klusik, Przemysław; Palmowski, Zbigniew
7
2011
Cramér asymptotics for finite time first passage probabilities of general Lévy processes. Zbl 1175.60021
Palmowski, Zbigniew; Pistorius, Martijn
6
2009
De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. Zbl 1214.91051
Czarna, Irmina; Palmowski, Zbigniew
6
2011
A Lévy input model with additional state-dependent services. Zbl 1219.60079
Palmowski, Zbigniew; Vlasiou, Maria
6
2011
On future drawdowns of Lévy processes. Zbl 1367.60051
Baurdoux, E. J.; Palmowski, Z.; Pistorius, M. R.
6
2017
Yaglom limit for stable processes in cones. Zbl 1390.31002
Bogdan, Krzysztof; Palmowski, Zbigniew; Wang, Longmin
5
2018
Cyclic queueing networks with subexponential service times. Zbl 1066.60075
Ayhan, H.; Palmowski, Z.; Schlegel, S.
5
2004
The superposition of alternating on-off flows and a fluid model. Zbl 0942.60089
Palmowski, Zbigniew; Rolski, Tomasz
5
1998
On time reversal of piecewise deterministic Markov processes. Zbl 1294.60099
Löpker, Andreas; Palmowski, Zbigniew
5
2013
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. Zbl 1353.91022
Czarna, Irmina; Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming
5
2017
Discrete time ruin probability with Parisian delay. Zbl 1402.91188
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław
4
2017
Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew
4
2019
Matrix geometric approach for random walks: stability condition and equilibrium distribution. Zbl 1383.60038
Kapodistria, Stella; Palmowski, Zbigniew
4
2017
Pricing insurance drawdown-type contracts with underlying Lévy assets. Zbl 1400.91251
Palmowski, Zbigniew; Tumilewicz, Joanna
4
2018
Bounds for fluid models driven by semi-Markov inputs. Zbl 0969.90027
Gautam, N.; Kulkarni, V. G.; Palmowski, Z.; Rolski, T.
4
1999
The distribution of the supremum for spectrally asymmetric Lévy processes. Zbl 1321.60097
Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn
4
2015
Heavy-tailed branching process with immigration. Zbl 1306.60123
Basrak, Bojan; Kulik, Rafał; Palmowski, Zbigniew
4
2013
A note on optimal expected utility of dividend payments with proportional reinsurance. Zbl 1416.91201
Liang, Xiaoqing; Palmowski, Zbigniew
3
2018
A note on martingale inequalities for fluid models. Zbl 0879.60093
Palmowski, Zbigniew; Rolski, Tomasz
3
1996
Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations. Zbl 1275.60037
Kulik, Rafał; Palmowski, Zbigniew
3
2011
On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
2
2010
The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case. Zbl 1422.60078
Borovkov, Konstantin; Palmowski, Zbigniew
2
2019
Markov processes conditioned to never exit a subspace of the state space. Zbl 1117.60072
Palmowski, Zbigniew; Rolski, Tomasz
2
2004
Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times. Zbl 1077.60519
Kulik, Rafał; Palmowski, Zbigniew
2
2005
A tandem queue with a gate mechanism. Zbl 1016.60079
Palmowski, Zbigniew; Schlegel, Sabine; Boxma, Onno
2
2003
On perturbed random walks. Zbl 1208.60042
Palmowski, Zbigniew; Zwart, Bert
2
2010
Valuation of contingent convertible catastrophe bonds – the case for equity conversion. Zbl 1425.91215
Burnecki, Krzysztof; Giuricich, Mario Nicoló; Palmowski, Zbigniew
2
2019
Loss rate for a general Lévy process with downward periodic barrier. Zbl 1231.60038
Palmowski, Zbigniew; Świątek, Przemysław
2
2011
Two-dimensional fluid queues with temporary assistance. Zbl 1277.60159
Latouche, Guy; Nguyen, Giang T.; Palmowski, Zbigniew
2
2013
Double continuation regions for American and swing options with negative discount rate in Lévy models. Zbl 07200955
De Donno, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna
2
2020
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
1
2020
The Leland-Toft optimal capital structure model under Poisson observations. Zbl 1453.91103
Palmowski, Zbigniew; Pérez, José Luis; Surya, Budhi Arta; Yamazaki, Kazutoshi
1
2020
A note on first passage probabilities of a Lévy process reflected at a general barrier. Zbl 1393.60049
Palmowski, Zbigniew; Świątek, Przemysław
1
2017
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. Zbl 1446.91070
Palmowski, Zbigniew; Surya, Budhi A.
1
2020
Number of claims and ruin time for a refracted risk process. Zbl 1417.91277
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng
1
2019
Parisian quasi-stationary distributions for asymmetric Lévy processes. Zbl 1379.60052
Czarna, Irmina; Palmowski, Zbigniew
1
2017
Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment. Zbl 1027.60050
Palmowski, Zbigniew
1
2002
Tail asymptotics for a random sign Lindley recursion. Zbl 1186.60023
Vlasiou, Maria; Palmowski, Zbigniew
1
2010
Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching. Zbl 1422.60143
Bhattacharya, Ayan; Palmowski, Zbigniew
1
2019
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions. Zbl 1436.91112
Palmowski, Zbigniew; Tumilewicz, Joanna
1
2020
Quickest drift change detection in Lévy-type force of mortality model. Zbl 1427.60068
Krawiec, Michał; Palmowski, Zbigniew; Płociniczak, Łukasz
1
2018
Optimal dividends paid in a foreign currency for a Lévy insurance risk model. Zbl 1479.91320
Eisenberg, Julia; Palmowski, Zbigniew
1
2021
Optimal dividends paid in a foreign currency for a Lévy insurance risk model. Zbl 1479.91320
Eisenberg, Julia; Palmowski, Zbigniew
1
2021
Double continuation regions for American and swing options with negative discount rate in Lévy models. Zbl 07200955
De Donno, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna
2
2020
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
1
2020
The Leland-Toft optimal capital structure model under Poisson observations. Zbl 1453.91103
Palmowski, Zbigniew; Pérez, José Luis; Surya, Budhi Arta; Yamazaki, Kazutoshi
1
2020
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. Zbl 1446.91070
Palmowski, Zbigniew; Surya, Budhi A.
1
2020
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions. Zbl 1436.91112
Palmowski, Zbigniew; Tumilewicz, Joanna
1
2020
Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew
4
2019
The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case. Zbl 1422.60078
Borovkov, Konstantin; Palmowski, Zbigniew
2
2019
Valuation of contingent convertible catastrophe bonds – the case for equity conversion. Zbl 1425.91215
Burnecki, Krzysztof; Giuricich, Mario Nicoló; Palmowski, Zbigniew
2
2019
Number of claims and ruin time for a refracted risk process. Zbl 1417.91277
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng
1
2019
Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching. Zbl 1422.60143
Bhattacharya, Ayan; Palmowski, Zbigniew
1
2019
Fluctuations of Omega-killed spectrally negative Lévy processes. Zbl 1401.60087
Li, Bo; Palmowski, Zbigniew
10
2018
Discounted penalty function at Parisian ruin for Lévy insurance risk process. Zbl 1417.91278
Loeffen, Ronnie; Palmowski, Zbigniew; Surya, Budhi A.
10
2018
Yaglom limit for stable processes in cones. Zbl 1390.31002
Bogdan, Krzysztof; Palmowski, Zbigniew; Wang, Longmin
5
2018
Pricing insurance drawdown-type contracts with underlying Lévy assets. Zbl 1400.91251
Palmowski, Zbigniew; Tumilewicz, Joanna
4
2018
A note on optimal expected utility of dividend payments with proportional reinsurance. Zbl 1416.91201
Liang, Xiaoqing; Palmowski, Zbigniew
3
2018
Quickest drift change detection in Lévy-type force of mortality model. Zbl 1427.60068
Krawiec, Michał; Palmowski, Zbigniew; Płociniczak, Łukasz
1
2018
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
7
2017
On future drawdowns of Lévy processes. Zbl 1367.60051
Baurdoux, E. J.; Palmowski, Z.; Pistorius, M. R.
6
2017
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. Zbl 1353.91022
Czarna, Irmina; Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming
5
2017
Discrete time ruin probability with Parisian delay. Zbl 1402.91188
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław
4
2017
Matrix geometric approach for random walks: stability condition and equilibrium distribution. Zbl 1383.60038
Kapodistria, Stella; Palmowski, Zbigniew
4
2017
A note on first passage probabilities of a Lévy process reflected at a general barrier. Zbl 1393.60049
Palmowski, Zbigniew; Świątek, Przemysław
1
2017
Parisian quasi-stationary distributions for asymmetric Lévy processes. Zbl 1379.60052
Czarna, Irmina; Palmowski, Zbigniew
1
2017
On the optimal dividend problem for insurance risk models with surplus-dependent premiums. Zbl 1344.49029
Marciniak, Ewa; Palmowski, Zbigniew
13
2016
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055
Avram, F.; Palmowski, Z.; Pistorius, M. R.
23
2015
The distribution of the supremum for spectrally asymmetric Lévy processes. Zbl 1321.60097
Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn
4
2015
Dividend problem with Parisian delay for a spectrally negative Lévy risk process. Zbl 1296.91150
Czarna, Irmina; Palmowski, Zbigniew
20
2014
A note on Wiener-Hopf factorization for Markov additive processes. Zbl 1305.60034
Klusik, Przemysław; Palmowski, Zbigniew
8
2014
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
57
2013
Exact and asymptotic results for insurance risk models with surplus-dependent premiums. Zbl 1264.91068
Albrecher, Hansjörg; Constantinescu, Corina; Palmowski, Zbigniew; Regensburger, Georg; Rosenkranz, Markus
16
2013
On time reversal of piecewise deterministic Markov processes. Zbl 1294.60099
Löpker, Andreas; Palmowski, Zbigniew
5
2013
Heavy-tailed branching process with immigration. Zbl 1306.60123
Basrak, Bojan; Kulik, Rafał; Palmowski, Zbigniew
4
2013
Two-dimensional fluid queues with temporary assistance. Zbl 1277.60159
Latouche, Guy; Nguyen, Giang T.; Palmowski, Zbigniew
2
2013
Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087
Ivanovs, Jevgenijs; Palmowski, Zbigniew
35
2012
Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020
Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz
7
2012
Ruin probability with Parisian delay for a spectrally negative Lévy risk process. Zbl 1232.60036
Czarna, Irmina; Palmowski, Zbigniew
45
2011
Quantile hedging for equity-linked contracts. Zbl 1218.91165
Klusik, Przemysław; Palmowski, Zbigniew
7
2011
De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. Zbl 1214.91051
Czarna, Irmina; Palmowski, Zbigniew
6
2011
A Lévy input model with additional state-dependent services. Zbl 1219.60079
Palmowski, Zbigniew; Vlasiou, Maria
6
2011
Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations. Zbl 1275.60037
Kulik, Rafał; Palmowski, Zbigniew
3
2011
Loss rate for a general Lévy process with downward periodic barrier. Zbl 1231.60038
Palmowski, Zbigniew; Świątek, Przemysław
2
2011
On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
2
2010
On perturbed random walks. Zbl 1208.60042
Palmowski, Zbigniew; Zwart, Bert
2
2010
Tail asymptotics for a random sign Lindley recursion. Zbl 1186.60023
Vlasiou, Maria; Palmowski, Zbigniew
1
2010
Cramér asymptotics for finite time first passage probabilities of general Lévy processes. Zbl 1175.60021
Palmowski, Zbigniew; Pistorius, Martijn
6
2009
A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
42
2008
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
32
2008
Fluctuations of spectrally negative Markov additive processes. Zbl 1156.60060
Kyprianou, Andreas E.; Palmowski, Zbigniew
29
2008
On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
133
2007
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
54
2007
Tail asymptotics of the supremum of a regenerative progress. Zbl 1139.60014
Palmowski, Zbigniew; Zwart, Bert
17
2007
Quasi-stationary distributions for Lévy processes. Zbl 1130.60054
Kyprianou, A. E.; Palmowski, Z.
13
2006
On the exact asymptotics of the busy period in GI/G/1 queues. Zbl 1107.60062
Palmowski, Zbigniew; Rolski, Tomasz
9
2006
A martingale review of some fluctuation theory for spectrally negative Lévy processes. Zbl 1063.60071
Kyprianou, Andreas E.; Palmowski, Zbigniew
29
2005
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk. Zbl 1083.60036
Foss, Serguei; Palmowski, Zbigniew; Zachary, Stan
17
2005
Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times. Zbl 1077.60519
Kulik, Rafał; Palmowski, Zbigniew
2
2005
Cyclic queueing networks with subexponential service times. Zbl 1066.60075
Ayhan, H.; Palmowski, Z.; Schlegel, S.
5
2004
Markov processes conditioned to never exit a subspace of the state space. Zbl 1117.60072
Palmowski, Zbigniew; Rolski, Tomasz
2
2004
On the integral of the workload process of the single server queue. Zbl 1030.60039
Borovkov, A. A.; Boxma, O. J.; Palmowski, Z.
7
2003
A tandem queue with a gate mechanism. Zbl 1016.60079
Palmowski, Zbigniew; Schlegel, Sabine; Boxma, Onno
2
2003
A technique for exponential change of measure for Markov processes. Zbl 1011.60054
Palmowski, Zbigniew; Rolski, Tomasz
42
2002
Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment. Zbl 1027.60050
Palmowski, Zbigniew
1
2002
On-off fluid models in heavy traffic environment. Zbl 0997.60109
Dȩbicki, Krzysztof; Palmowski, Zbigniew
15
1999
Bounds for fluid models driven by semi-Markov inputs. Zbl 0969.90027
Gautam, N.; Kulkarni, V. G.; Palmowski, Z.; Rolski, T.
4
1999
The superposition of alternating on-off flows and a fluid model. Zbl 0942.60089
Palmowski, Zbigniew; Rolski, Tomasz
5
1998
A note on martingale inequalities for fluid models. Zbl 0879.60093
Palmowski, Zbigniew; Rolski, Tomasz
3
1996
all top 5

Cited by 552 Authors

48 Palmowski, Zbigniew
27 Yamazaki, Kazutoshi
23 Mandjes, Michel Robertus Hendrikus
20 Dębicki, Krzysztof
19 Ivanovs, Jevgeņijs
19 Pérez Garmendia, Jose Luis
18 Zhou, Xiaowen
15 Czarna, Irmina
15 Landriault, David
13 Kyprianou, Andreas E.
12 Avram, Florin
12 Zwart, Bert P.
11 Albrecher, Hansjörg
11 Boxma, Onno Johan
11 Renaud, Jean-François
11 Yin, Chuancun
10 Li, Bin
9 Cheung, Eric C. K.
9 Rolski, Tomasz
9 Wang, Wenyuan
8 Hashorva, Enkelejd
7 Asmussen, Søren
7 Loeffen, Ronnie L.
6 Azcue, Pablo
6 Bo, Lijun
6 Frostig, Esther
6 Li, Bo
6 Lkabous, Mohamed Amine
6 Muler, Nora E.
6 Rabehasaina, Landy
6 Surya, Budhi Arta
6 Yuen, Kam Chuen
5 Denisov, Denis E.
5 Dong, Hua
5 Egami, Masahiko
5 Foss, Sergey G.
5 Ji, Lanpeng
5 Miyazawa, Masakiyo
5 Tang, Qihe
5 Wang, Rongming
5 Woo, Jae-Kyung
5 Yang, Xuewei
5 Yao, Dingjun
4 Barczy, Mátyás
4 Bekker, René
4 Breuer, Lothar
4 Guo, Junyi
4 Kella, Offer
4 Korshunov, Dmitry Alekseevich
4 Li, Shu
4 Li, Shuanming
4 Moreno-Franco, Harold A.
4 Pap, Gyula
4 Peng, Xiaofan
4 Pistorius, Martijn R.
4 Rivero, Víctor Manuel
4 Shi, Tianxiang
4 Tan, Zhongquan
4 Wong, Jeff T. Y.
4 Xu, Lin
4 Xu, Ran
4 Yang, Hailiang
4 Young, Virginia R.
4 Zang, Qingpei
3 Avanzi, Benjamin
3 Ayhan, Hayriye
3 Badescu, Andrei L.
3 Bai, Lihua
3 Bai, Long
3 Baurdoux, Erik Jan
3 Bayraktar, Erhan
3 Bean, Nigel G.
3 Behme, Anita Diana
3 Constantinescu, Corina D.
3 Cui, Zhenyu
3 D’Auria, Bernardo
3 Dieker, A. B.
3 Fu, Ke’ang
3 Glynn, Peter W.
3 Grandits, Peter
3 Keren-Pinhasik, Adva
3 Liang, Xiaoqing
3 Noba, Kei
3 O’Reilly, Małgorzata M.
3 Pihlsgård, Mats
3 Resing, Jacques A. C.
3 Schmidli, Hanspeter
3 Song, Renming
3 Vlasiou, Maria
3 Willmot, Gordon E.
3 Yang, Chen
3 Zhang, Hongzhong
3 Zhang, Li-Xin
2 Alvarez, Luis H. R.
2 Badila, E. S.
2 Bäuerle, Nicole
2 Ben Salah, Zied
2 Biard, Romain
2 Bladt, Mogens
2 Bogdan, Krzysztof
...and 452 more Authors
all top 5

Cited in 102 Serials

58 Insurance Mathematics & Economics
51 Journal of Applied Probability
32 Stochastic Processes and their Applications
31 Queueing Systems
23 Advances in Applied Probability
23 Scandinavian Actuarial Journal
18 Stochastic Models
17 Statistics & Probability Letters
11 Journal of Industrial and Management Optimization
11 European Actuarial Journal
10 Journal of Theoretical Probability
9 Journal of Computational and Applied Mathematics
8 The Annals of Applied Probability
8 Methodology and Computing in Applied Probability
7 Journal of Optimization Theory and Applications
7 Science China. Mathematics
6 Applied Mathematics and Optimization
6 SIAM Journal on Control and Optimization
6 Probability and Mathematical Statistics
6 Acta Mathematicae Applicatae Sinica. English Series
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Bernoulli
6 Finance and Stochastics
5 Journal of Mathematical Analysis and Applications
5 Mathematical Methods of Operations Research
5 International Journal of Theoretical and Applied Finance
4 Lithuanian Mathematical Journal
4 Electronic Journal of Probability
4 Electronic Communications in Probability
4 Extremes
4 North American Actuarial Journal
3 Applied Mathematics and Computation
3 Operations Research Letters
3 Communications in Statistics. Theory and Methods
3 Theory of Probability and Mathematical Statistics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Quantitative Finance
3 ASTIN Bulletin
3 Stochastics
3 Frontiers of Mathematics in China
3 Mathematics and Financial Economics
3 Modern Stochastics. Theory and Applications
2 Journal of Mathematical Biology
2 Journal of Statistical Physics
2 Mathematics of Operations Research
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Operations Research
2 Transactions of the American Mathematical Society
2 Stochastic Analysis and Applications
2 European Journal of Operational Research
2 Potential Analysis
2 Mathematical Finance
2 Probability in the Engineering and Informational Sciences
2 Stochastic Systems
2 Mathematica Applicanda
1 Journal of the Franklin Institute
1 Periodica Mathematica Hungarica
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Demonstratio Mathematica
1 Journal of Pure and Applied Algebra
1 Quarterly of Applied Mathematics
1 Acta Applicandae Mathematicae
1 American Journal of Mathematical and Management Sciences
1 Probability Theory and Related Fields
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 Numerical Algorithms
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 International Journal of Computer Mathematics
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 INFORMS Journal on Computing
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Abstract and Applied Analysis
1 Mathematical Physics, Analysis and Geometry
1 Journal of Inequalities and Applications
1 Informatica (Vilnius)
1 Discrete Dynamics in Nature and Society
1 Annales Henri Poincaré
1 Applied Stochastic Models in Business and Industry
1 Journal of the Australian Mathematical Society
1 Journal of Systems Science and Complexity
1 Iranian Journal of Science and Technology. Transaction A: Science
1 Stochastics and Dynamics
1 Journal of Applied Mathematics and Computing
1 Asia-Pacific Financial Markets
1 Computational Management Science
1 Advances in Difference Equations
1 Sibirskie Èlektronnye Matematicheskie Izvestiya
1 Journal of the Korean Statistical Society
1 Proceedings of the Steklov Institute of Mathematics
1 Applications and Applied Mathematics
1 SIAM Journal on Financial Mathematics
1 International Journal of Stochastic Analysis
1 Journal of Probability and Statistics
...and 2 more Serials

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