Zbigniew Palmowski

Management Science and Operations Research · 2002–2020

A researcher in the Science corpus: 13 papers; trusts 32 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 88 citations into it; #1,383 of 11,946 by trust here, #1,507 by citations
• Finance — 71 citations into it; #3,503 of 10,518 by trust here, #3,361 by citations
• Demography — 40 citations into it; #659 of 4,236 by trust here, #646 by citations
• Mathematical Physics — 34 citations into it; #3,841 of 8,562 by trust here, #3,828 by citations
• Statistics and Probability — 17 citations into it; #4,331 of 12,932 by trust here, #5,126 by citations
• Economics and Econometrics — 16 citations into it
• Management Information Systems — 13 citations into it; #724 of 3,376 by trust here, #1,983 by citations
• Applied Mathematics — 7 citations into it

Whom Zbigniew Palmowski trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. Søren Asmussen
3. Ronnie Loeffen
4. Martijn Pistorius
5. Hansjörg Albrecher *
6. Florin Avram
7. Paul Embrechts
8. Pablo Azcue
9. Offer Kella
10. Richard Bellman

Who trusts Zbigniew Palmowski overall

1. Andreas E. Kyprianou
2. Ronnie Loeffen
3. Jevgenijs Ivanovs
4. Lothar Breuer
5. Hansjörg Albrecher *
6. Chuancun Yin
7. David Landriault
8. Erhan Bayraktar
9. Xiaowen Zhou
10. V. Rivero

Papers from Zbigniew Palmowski's perspective

Ordered by how strongly the researchers Zbigniew Palmowski trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. Ruin probabilities and overshoots for general Lévy insurance risk processes
3. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
4. On the optimal dividend problem for a spectrally negative Lévy process
5. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. An optimal dividends problem with transaction costs for spectrally negative Lévy processes
7. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
8. Lévy processes and infinitely divisible distributions
9. Overshoots and undershoots of Lèvy processes
10. Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem

Their papers

• On the optimal dividend problem for a spectrally negative Lévy process (2007) — 309 citations
• A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes (2005) — 63 citations
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (2007) — 113 citations
• Occupation densities in solving exit problems for Markov additive processes and their reflections (2011) — 79 citations
• Fluctuations of spectrally negative Markov additive processes (2008) — 58 citations
• Parisian ruin probability for spectrally negative Lévy processes (2011) — 111 citations
• Branching processes with immigration in atypical random environment (2020) — 30 citations
• On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (2011) — 61 citations
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (2010) — 87 citations
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. (2008) — 72 citations
• A two-dimensional ruin problem on the positive quadrant, with exponential claims: Feynman- Kac formula, Laplace transform and its inversion (2007) — 109 citations
• Tail Asymptotics of the Supremum of a Regenerative Process (2007) — 48 citations
• A technique for exponential change of measure for Markov processes (2002) — 141 citations