17. Exit times: omega clock, Markov additive processes, branching mechanism and quasi-stationary measures,
National Science Centre 2018/29/B/ST1/00756, 2019-2022

16. Optimization methods in actuarial science and finance,
National Science Centre 2016/23/B/HS4/00566, 2017-2020

15. Exit problems and extremes of stochastic processes in view towards stochastic modelling,
National Science Centre 2015/17/B/ST1/01102, with K. Debicki and T. Rolski, 2016-2019

14. Optimal investments and dividend policies,
National Science Centre 2013/09/B/HS4/01496, 2014-2016

13. Extremes and risk theory for gaussian and Levy processes,
National Science Centre DEC-2013/09/B/ST1/01778, with K. Debicki and T. Rolski, 2013-2016

12. RARE - Risk Analysis, Ruin and Extremes,
Marie Curie Actions - IRSES, 2012-2016

11. Functionals of reflected Gaussian and Markov processes: asymptotic properties,
National Science Centre 2011/01/B/ST1/01521, with K. Debicki and T. Rolski, 2012-2013

10. Mathematical modeling of risk measures and choice of optimal strategy,
National Science Centre DEC-2011/01/B/HS4/00982, with I. Czarna and P. Klusik, 2012-2013

9. Dividend and ruin problems for one-dimensional and multivariate Levy processes,
Ministry of Science and Higher Education N N201 525638, with I. Czarna (supervisor's research grant), 2010-2011

8. Analysis of stationary distributions and passage times of stochastic networks,
Ministry of Science and Higher Education N N201 394137, with K. Debicki, R. Szekli and T. Rolski, 2009-2011

7. Analysis of exit time in stochastic modeling,
Ministry of Science and Higher Education N N201 4079 33, with K. Debicki, R. Szekli and T. Rolski, 2007-2009

6. Asymptotic behavior of random walks and Levy processes and its applications to queueing and risk models,
Polish-Russian joint research project, 2005-2007

5. Asymptotic performance and control of multi-dimensional stochastic models in risk theory and queueing,
POLONIUM, with F. Avram, 2005-2006

4. Distributions of stochastic characteristics in extreme value theory,
KBN 1P03A03128, with K. Debicki, 2005-2007

3. Analysis of stochastic characteristics in extreme value theory,
KBN 5P03A02120, with K. Debicki, 2001-2003

2. Bounds for steady-state buffer content in the fluid models,
KBN 2 P03A02414, 1998-2000

1. Fluid models,
University of Wroclaw, 1997