Main Publications Research Activities Teaching

    Submitted papers

  • I. Czarna, A. Kaszubowski, Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. (arXiv)

    Publications

  • I. Czarna, A. Kaszubowski, S. Li, Z. Palmowski, Fluctuation identities for omega-killed Markov additive processes and dividend problem, Advances in Applied Probability, to appear. (arXiv)

  • I. Czarna, J.-L. Pérez, T. Rolski, K. Yamazaki, Fluctuation theory for level-dependent Lévy risk processes, Stochastic Processes and their Applications 2019, Vol. 129, No. 12, 5406-5449. (Link) (arXiv)

  • I. Czarna, Y. Li, Z. Palmowski, C. Zhao, Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process, Probability and Mathematical Statistics, to appear. (arXiv)

  • I. Czarna, J.-L. Pérez, K. Yamazaki, Optimality of multi-refraction dividend strategies in the dual model, Insurance: Mathematics and Economics 2018, Vol. 83, 148-160. (Link) (arXiv)

  • M.A. Lkabous, I. Czarna, J.-F. Renaud, Parisian ruin for a refracted Lévy process, Insurance: Mathematics and Economics 2017, Vol. 47, 153–163. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, Parisian quasi-stationary distributions for asymmetric Lévy processes, Statistics & Probability Letters 2017, Vol. 127, 75–84. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, P. Œwi¹tek, Discrete time ruin probability with Parisian delay, Scandinavian Actuarial Journal 2017, Vol. 2017, No.10, 854-869. (Link) (arXiv)

  • I. Czarna, Y. Li, Z. Palmowski, C. 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 2017, Vol. 313, 499-514. (Link) (arXiv)

  • I. Czarna, J.-F. Renaud, A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes, Statistics & Probability Letters 2016, Vol. 113, 54-61. (Link)

  • I. Czarna, Parisian ruin probability with a lower ultimate bankrupt barrier, Scandinavian Actuarial Journal 2016, Vol. 2016, No. 4, 319-337. (Link)

  • I. Czarna, Z. Palmowski, Dividend problem with Parisian delay for a spectrally negative Lévy risk process, Journal of Optimization Theory and Applications 2014, Vol. 161, No. 1, 239-256. (Link) (arXiv)

  • R. Loeffen, I. Czarna, Z. Palmowski, Parisian ruin probability for spectrally negative Lévy processes, Bernoulli 2013, Vol. 19, No. 2, 599-609. (Link)

  • I. Czarna, Z. Palmowski, Ruin probability with Parisian delay for a spectrally negative Lévy risk process, Journal of Applied Probability 2011, Vol. 48, No. 4, 984-1002. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process, Stochastic Models 2011, Vol. 27, No. 2, 220-250. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, Problem wyboru optymalnej paryskiej dywidendy dla procesu ryzyka typu Lévy'ego: numeryczna analiza, Prace Naukowe Uniwersytetu Ekonomicznego we Wroc³awiu nr 207, 22-38.

  • I. Czarna, Z. Palmowski, Porównanie prawdopodobieñstw paryskiej i klasycznej ruiny dla procesu ryzyka typu Lévy'ego, Prace Naukowe Uniwersytetu Ekonomicznego we Wroc³awiu nr 207, 9-22.