Concepedia

Tomasz Rolski

TR

48

Publications

3K

Citations

25

H-Index

1972

Active since

Affiliations

University of Wrocław(Current)

Australian National University

Aalborg University

Universität Ulm

Tomasz Rolski is an author at University of Wrocław specializing in engineering, probability theory, and queuing theory.

Top concepts

EngineeringProbabilityQueuing TheoryStochastic ProcessesPerformance ModelingOperations ResearchStochastic CalculusComputer ScienceStochastic AnalysisSystems Engineering

Publications per year

1972–2020

48

Publications

48

Stochastic Processes for Insurance and Finance

Larry Y. Tzeng, Volker Schmidt, Hanspeter Schmidli et al. · Journal of Risk & Insurance · 2001 · 862 citations

Engineering, Asset Pricing, Stochastic Processes +7

Stochastic Processes for Insurance and Finance

Hans Bühlmann, Tomasz Rolski, Hanspeter Schmidli et al. · Journal of the American Statistical Association · 2000 · 362 citations

Engineering, Asset Pricing, Stochastic Processes +7

Introduction to Matrix Analytic Methods in Stochastic Modeling

Tomasz Rolski, G. Latouche, V. Ramaswami · Journal of the American Statistical Association · 2000 · 289 citations

Engineering, Stochastic System, Matrix Method +4

A technique for exponential change of measure for Markov processes

Zbigniew Palmowski, Tomasz Rolski · TU/e Research Portal · 2002 · 99 citations · Full text

Computational methods in risk theory: A matrix-algorithmic approach

Søren Asmussen, Tomasz Rolski · Insurance Mathematics and Economics · 1992 · 91 citations

Risk Theory, Engineering, Risk Model Validation +4

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