RESEARCHER PROFILE

Zbigniew Palmowski

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Z

Wrocław University of Science and Technology

Probability and Risk ModelsProbability and Statistical ResearchStochastic processes and financial applicationsStochastic processes and statistical mechanicsAdvanced Queuing Theory Analysis

Zbigniew Palmowski works in Probability and Risk Models, Probability and Statistical Research, Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Advanced Queuing Theory Analysis. Recorded institutional associations include Wrocław University of Science and Technology, Department of Mathematical Sciences, Technische Universität Dresden.

242Publications
2,250Citations
24H-index

ORCID

Inclusion identifies researchers whose recorded research contributions may inform their university’s understanding of its research community. It does not rank individual research quality or establish current employment.

Selected research works

Up to 100 highly cited works; DOI links open the original research. Counts reflect the collected record, not real-time citation totals.

  1. On the optimal dividend problem for a spectrally negative Lévy process

    2007 · 301 citations

  2. A two-dimensional ruin problem on the positive quadrant

    2007 · 102 citations

  3. Parisian ruin probability for spectrally negative Lévy processes

    2013 · 97 citations

  4. Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process

    2007 · 95 citations

  5. A technique for exponential change of measure for Markov processes

    2000 · 91 citations

  6. Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process

    2011 · 84 citations

  7. Occupation densities in solving exit problems for Markov additive processes and their reflections

    2012 · 78 citations

  8. Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

    2008 · 64 citations

  9. Fluctuations of spectrally negative Markov additive processes

    2008 · 61 citations

  10. A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes

    2004 · 58 citations

  11. On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk-process in the presence of a penalty function

    2011 · 44 citations

  12. On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function

    2015 · 43 citations

  13. Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process

    2013 · 42 citations

  14. Tail Asymptotics of the Supremum of a Regenerative Process

    2007 · 40 citations

  15. Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums

    2013 · 33 citations

  16. Quasi-stationary distributions for Lévy processes

    2006 · 33 citations

  17. Fluctuations of Omega-killed spectrally negative Lévy processes

    2017 · 30 citations

  18. Time-dependent probability density function for partial resetting dynamics

    2023 · 30 citations

  19. The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

    2005 · 29 citations

  20. On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums

    2015 · 28 citations

  21. On–off fluid models in heavy traffic environment

    1999 · 26 citations

  22. Discounted penalty function at Parisian ruin for Lévy insurance risk process

    2017 · 25 citations

  23. The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

    2005 · 24 citations

  24. On the exact asymptotics of the busy period in GI/G/1 queues

    2006 · 22 citations

  25. On the integral of the workload process of the single server queue

    2003 · 21 citations

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