Publications
Scientific Activities
Other Activities
Talks and Meetings
Teaching Resources
Z. Palmowski, P. Stępniak
Pricing Time-Capped American Options Using Least Squares Monte Carlo Method,
(2023).
Z. Palmowski, M. Şimşek, A. Papaioannou
Fluctuation Theory for Omega-Killed Level-Dependent Spectrally Negative Lévy Processes,
(2023).
T. Grzywny, Z. Palmowski, K. Szczypkowski, B. Trojan
Stationary states for stable processes with partial resetting,
(2023).
Z. Palmowski, S. Pojer, S. Thonhauser
Exact asymptotics of ruin probabilities with linear Hawkes arrivals,
(2023).
S. Foss, D. Korshunov, Z. Palmowski
Maxima sampling on random time intervals for heavy-tailed compound renewal and Lévy processes,
(2023).
K. Burnecki, Z. Palmowski, M. Teuerle, A. Wilkowska
Ruin probability for the quota share model with phase-type distributed claims,
(2023).
A. Aksamit, M. O'Reilly, Z. Palmowski
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process,
(2022).
M. A. Lkabous, Z. Palmowski
On the longest negative excursion of a Lévy risk process and related quantities,
(2022).
A. Bhattacharya, Z. Palmowski
Extreme positions of regularly varying branching random walk in random environment,
(2021).