Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDFBibTeX XMLCite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv
Czarna, Irmina; Palmowski, Zbigniew De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. (English) Zbl 1214.91051 Stoch. Models 27, No. 2, 220-250 (2011). MSC: 91B30 93E20 60G51 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv