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About these proceedings

Burnecki, Z. Palmowski, M.

Palmowski, J. Krawiec, Z. Palmowski, L. De Donno, Z. Stettner, A.

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Matrix-Analytic Methods in Stochastic Models | Guy Latouche | Springer

Wang On the exact asymptotics of exit time from a cone of a isotropic alpha-self-similar Markov process with a skew-product structure, Report Bhattacharya, K. Maulik, Z. Palmowski, P. Czarna, Y. Li, Z.

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Palmowski, C. Zhao Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process, Submitted for publication Azcue, N. Muler, Z. Palmowski Optimal dividend payments for a two-dimensional insurance risk process, Submitted for publication Borovkov, Z. Zhao, C. Ramsden, A. Papaioannou Parisian ruin for the dual risk process in discrete-time, European Actuarial Journal Bogdan, Z.

Wang Yaglom limit for stable processes in cones, Electronic Journal of Probability 23 11 , 1— Loeffen, Z. Palmowski, B. Liang, Z. Palmowski A note on optimal expected utility of dividend payments with proportional reinsurance, Scandinavian Actuarial Journal Marciniak, Z. Foss, D. Korshunov, Z. Palmowski, T. Rolski Two-dimensional ruin probability for subexponential claim size, Probability and Mathematical Statistics 37 2 , Kapodistria, Z. Palmowski Matrix geometric approach for random walks: stability condition and equilibrium distribution, Stochastic Models 33 4 , Baran, Z.

Czarna, Z.

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Tumilewicz Insurance drawdowns-type contracts for a phase-type risk process perturbed by Brownian motion, Silesian Statistical Review 15 21 , Baurdoux, Z. Zhao The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model, Journal of Computational and Applied Mathematics , Swiatek Discrete time ruin probability with Parisian delay, Scandinavian Actuarial Journal 10 , Constantinescu, S.

Dai, W. Ni, Z. Palmowski Ruin probabilities with dependence on the number of claims within a fixed time window, Risks 4 2 Palmowski A matrix geometric approach for random walks in the quadrant, Proceedings of the Ninth International Conference on Matrix-Analytic Methods in Stochastic Models , Palmowski On the optimal dividend problem for insurance risk models with surplus-dependent premiums, Journal of Optimization Theory and Applications , Michna, Z.

Avram, Z. Vlasiou, Z.

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