Main Publications Research Activities Teaching

    Grants

  • Parisian fluctuation theory for Lévy processes, National Science Centre 2015/19/D/ST1/01182, 2016-2019.
  • Mathematical modeling of risk measures and choice of optimal strategy, National Science Centre DEC-2011/01/B/HS4/00982, with Z. Palmowski and P. Klusik, 2012-2013.
  • Dividend and ruin problems for one-dimensional and multivariate Lévy processes, Ministry of Science and Higher Education N N201 525638, with Z. Palmowski (supervisor's research grant), 2010-2011.
  • Conferences and workshops

  • Joint Meeting of UMI-SIMAI-PTM, talk (Wrocław, Poland, 2018)
  • XV Konferencja z Probabilistyki, plenary talk (Będlewo, Poland, 2018)
  • Mexico-Poland 1st Meeting in Probability, talk (Guanajuato, Mexico, 2017)
  • 39th Conference on Stochastic Processes and their Applications, talk (Moscow, Russia, 2017)
  • The 2nd KTGU Mathematics Workshop for Young Researchers, invited talk (Kyoto, Japan, 2017)
  • XI Ogólnopolska Konferencja Naukowa "Zagadnienia Aktuarialne - teoria i praktyka", talk (Wrocław, Poland, 2016)
  • Stochastic Models V, talk (Będlewo, Poland, 2016)
  • XIV Konferencja z Probabilistyki, talk (Będlewo, Poland, 2016)
  • 8th International Conference on Lévy Processes (Angers, France, 2016)
  • Workshop on Stochastic Analysis and related topics 2016, talk (Dresden, Germany, 2016)
  • Workshop on Stochastic Analysis and related topics 2015, talk (Dresden, Germany, 2015)
  • Stochastic Networks and Risk Analysis IV, talk (Będlewo, Poland, 2014)
  • 7th International Conference on Lévy Processes: Theory and Applications (Wrocław, Poland, 2013)
  • German-Polish Joint Conference on Probability and Mathematical Statistics, talk (Toruń, Poland 2013)
  • International Cramér Symposiumon Insurance Mathematics (Stockholm, Sweden, 2013)
  • International Workshop on Applied Probability, talk (Jerusalem, Israel, 2012)
  • 8th World Congress in Probability and Statistics, talk (Istanbul, Turkey, 2012)
  • XII Konferencja Probabilistyki, talk (Będlewo, Poland 2012)
  • Workshop on Finance: Econometrics, Numerical Methods and Foundations, talk (Guanajuato, Mexico, 2011)
  • 35th Conference on Stochastic Processes and their Applications, invited talk (Oaxaca, Mexico, 2011)
  • Applied Probability Society Conference (Stockholm, Sweden, 2011)
  • Stochatic Networks and Related Topics III, talk (Będlewo, Poland, 2011)
  • Third International Gerber-Shiu Workshop, talk (Waterloo, Canada, 2010)
  • 14th International Congress on Insurance: Mathematics and Economics, talk (Toronto, Canada, 2010)
  • 6th International Conference on Lévy Processes: Theory and Applications (Dresden, Germany, 2010)
  • XI Konferencja Probabilistyki, talk (Będlewo, Poland, 2010)
  • Ogólnopolska Konferencja Naukowa: Zagadnienia Aktuarialne, teoria i praktyka, talk (Wrocław, Poland, 2010)
  • Stochastic Network Conference (Paris, France, 2008)
  • X Konferencja Probabilistyki (Będlewo, Poland, 2008)
  • Saint-Flour Summer School on Probability Theory, talk (France, 2008)
  • Visiting

  • Mathematics Department, University of Angers, Angers, France (invited by Prof. Loïc Chaumont, March, 2019)
  • Department of Mathematics, Kansai University, Osaka, Japan (invited by Prof. Kazutoshi Yamazaki, March, 2018)
  • Department of Mathematics, Kyoto University, Kyoto, Japan (invited by Prof. Kouji Yano, February, 2017)
  • Université du Québec Montréal (UQAM), Montréal, Canada (invited by Prof. Jean-François Renaud, September, 2015)
  • Department of Mathematics University of Zagreb, Zagreb, Croatia (invited by Prof. Bojan Basrak, August, 2015)