• Full Professor

    Department of Applied Mathematics, Faculty of Pure and Applied Mathematics,
    Wrocław University of Science and Technology
    ul. Janiszewskiego 14a (C-11, office: 2.14), 50-372 Wrocław, Poland

  • Editorial services:

  • Co-organization of conferences:

  • Education:

    • Title of professor (profesor tytularny), Poland, since 2012
    • Habilitation: "Martingale methods and properties of subexponential distributions in fluctuations of Lévy processes and random walks"
                                   University of Wrocław, Poland, 2007
    • Doctoral Dissertation: "Bounds for steady-state buffer content in the fluid models"
                                   (supervised by Prof. Tomasz Rolski), with distinction, University of Wrocław, Poland, 1999

  • Past positions:

  • Teaching:

    Computer labs in Statistics, Life-insurance theory, Matlab, Maple, Pascal and Introduction to financial mathematics

     Tutorials in Algebra, Analysis, Topology, Probability theory, Statistics, 
                            Life-insurance mathematics, Monte Carlo methods, Survival analysis,  
                            Fluctuations of random walks and Lévy processes with applications, 
                            Random walk theory, Stochastic processes theory, Stochastic calculus, Economathematics,
                            Introduction to financial mathematics, Financial engineering, Life-insurance mathematics

     Lectures on Monte Carlo methods, Statistics, Survival Analysis, Queueing theory, 
                            Fluctuations of random walks and Lévy processes with applications, 
                            Stochastic processes theory, Random walk theory, Stochastic calculus, 
                            Introduction to actuarial and financial mathematics, Problems of actuarial and financial mathematics,  
                            Risk management, Credit risk management, Stochastic optimal control problems in finance and actuarial science,
                            Introduction to financial mathematics, Economathematics, Financial engineering, Life-insurance mathematics

  • Supervised students:


  • Administration:

    • Member of Research Council of Mathematical Center for Science and Technology, Institute of Mathematics, Polish Academy of Sciences
    • Dean's Representative for  Individual Computer Science and Mathematical Studies,
               Faculty of Mathematics and Computer Science, University of Wrocław (2013-2015)
    • Member of Committee of Mathematics of   Polish Academy of Sciences (Statistics and Applied Mathematics Committees member, 2012-2015)
    • Vice-Dean of the Faculty of Mathematics and Computer Science, University of Wrocław (2008-2012)

  • Awards and honours:

    • Hugo Steinhaus Prize, Polish Mathematical Society, 2013, Poland
    • Award of distinction for Best Ph.D. in System Sciences, Poland
    • Award of distinction for Best Master Thesis in Applied Probability, Poland
    • University of Wrocław, Academic Achievements Prize, Poland
    • University of Wrocław, Organizational Achievements Prize, Poland


  • Other professional activities:

    • Polish Mathematical Society Hugo Steinhaus Prize  committee member
    • BNY Mellon Science and Wrocław University of Science and Technology Master's Thesis Competition in Applied Mathematics committee member
    • Hugo Steinhaus Center  member
    • Editor of   Bernoulli News (2005-2007)
    • Cooperation with OCE Venlo, Netherlands, on 
                                   "Simulation of the right-left crossing of a rectangle in the Boolean model", 2001-2002
    • Participation in Eurandom-Philips project PELICAN on
                                    "Self regulation in access networks", 2000-2002
    • Referee for:
                Advances in Applied Probability, Annales de l'Institut Henri Poincaré, Annals of Actuarial Science, Annals of Applied Probability,
                Annals of Operations Research, Applicationes Mathematicae, Applied Mathematics and Computation,
                ASTIN Bulletin - The Journal of the International Actuarial Association, Blatter der DGVFM, Colloquium Mathematicum,
               Electronic Communications in Probability, Electronic Journal of Probability,
               Extremes, IEEE Infocom, Insurance: Mathematics and Economics,
                International Journal of Theoretical and Applied Finance, ISF, Journal of Applied Probability,
               Journal of Computational and Applied Mathematics,
               Journal of the Korean Mathematical Society, Journal of Mathematical Analysis and Applications,
               Journal of Physics A: Mathematical and Theoretical, Journal of Theoretical Probability,
               Mathematische Nachrichten, Mathematical Finance, Mathematical Reviews,
               Mathematics of Operations Research, Methodology and Computing in Applied Probability,
               NCN, NSF, MNiSW, Operations Research Letters, Performance conference,
               Probability and Mathematical Statistics, Quality Technology and Quantitative Management,
               Quantitative Finance, Queueing Systems, Risks,
               Scandinavian Actuarial Journal, Silesian Statistical Review, SNSF, STACS 2014, Statistics and Probability Letters,
               Stochastic Models, Stochastic Processes and their Applications, Stochastic Systems, Studia Mathematica,
               Theory of Probability and Its Applications, Vietnam Journal of Mathematics