Concepedia

Zbigniew Palmowski

ZP

41

Publications

1.5K

Citations

20

H-Index

1996

Active since

Affiliations

University of Wrocław(Current)

Wrocław University of Science and Technology

AGH University of Krakow

Utrecht University

Eindhoven University of Technology

Zbigniew Palmowski is an author at University of Wrocław specializing in probability theory, engineering, and business.

Top concepts

ProbabilityEngineeringStochastic ProcessesFinanceBusinessInsuranceStochastic CalculusEconomicsAsset PricingRisk Management

Publications per year

1996–2023

41

Publications

41

On the optimal dividend problem for a spectrally negative Lévy process

Florin Avram, Zbigniew Palmowski, Martijn Pistorius · The Annals of Applied Probability · 2007 · 314 citations · Full text

Option Pricing, Economics, Asset Pricing +12

A two-dimensional ruin problem on the positive quadrant

Florin Avram, Zbigniew Palmowski, Martijn Pistorius · Insurance Mathematics and Economics · 2007 · 107 citations · Full text

Nonlinear Hyperbolic Problem, Geometric Partial Differential Equation, Positive Quadrant +1

Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process

Andreas E. Kyprianou, Zbigniew Palmowski · Journal of Applied Probability · 2007 · 102 citations · Full text

Engineering, Classical Control Problem, Financial Mathematics +16

A technique for exponential change of measure for Markov processes

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

Occupation densities in solving exit problems for Markov additive processes and their reflections

Jevgeņijs Ivanovs, Zbigniew Palmowski · Stochastic Processes and their Applications · 2012 · 81 citations

Mathematical Programming, Markov Additive Processes, Engineering +10

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