Distributional Properties of Fluid Queues Busy Period and First Passage Times

by Zbigniew Palmowski
Published 2020-11-01

A Note on Simulation Pricing of <i>π</i>-Options

by Zbigniew Palmowski, Tomasz Serafin
Published 2020-08-01

Pricing Perpetual American Put Options with Asset-Dependent Discounting

by Jonas Al-Hadad, Zbigniew Palmowski
Published 2021-03-01

Optimal Portfolio Selection in an Itô–Markov Additive Market

by Zbigniew Palmowski, Łukasz Stettner, Anna Sulima
Published 2019-03-01

How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability

by Jing Wang, Zbigniew Palmowski, Corina Constantinescu
Published 2021-08-01

Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window

by Corina Constantinescu, Suhang Dai, Weihong Ni, Zbigniew Palmowski
Published 2016-06-01