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Author ID: czarna.irmina Recent zbMATH articles by "Czarna, Irmina"
Published as: Czarna, Irmina
External Links: ORCID
Documents Indexed: 16 Publications since 2011, including 1 Additional arXiv Preprint
Co-Authors: 12 Co-Authors with 15 Joint Publications
306 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 234 times in 110 Documents Cited by Year
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
73
2013
Ruin probability with Parisian delay for a spectrally negative Lévy risk process. Zbl 1232.60036
Czarna, Irmina; Palmowski, Zbigniew
53
2011
Dividend problem with Parisian delay for a spectrally negative Lévy risk process. Zbl 1296.91150
Czarna, Irmina; Palmowski, Zbigniew
26
2014
Parisian ruin probability with a lower ultimate bankrupt barrier. Zbl 1401.91124
Czarna, Irmina
21
2016
Parisian ruin for a refracted Lévy process. Zbl 1394.60046
Lkabous, Mohamed Amine; Czarna, Irmina; Renaud, Jean-François
14
2017
A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes. Zbl 1337.91046
Czarna, Irmina; Renaud, Jean-François
10
2016
Fluctuation theory for level-dependent Lévy risk processes. Zbl 1448.60103
Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi
9
2019
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. Zbl 1353.91022
Czarna, Irmina; Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming
7
2017
De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. Zbl 1214.91051
Czarna, Irmina; Palmowski, Zbigniew
7
2011
Discrete time ruin probability with Parisian delay. Zbl 1402.91188
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław
6
2017
Parisian quasi-stationary distributions for asymmetric Lévy processes. Zbl 1379.60052
Czarna, Irmina; Palmowski, Zbigniew
2
2017
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
2
2020
Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. Zbl 1446.60035
Czarna, Irmina; Kaszubowski, Adam
2
2020
Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem. Zbl 1475.60078
Czarna, Irmina; Kaszubowski, Adam; Li, Shu; Palmowski, Zbigniew
1
2020
Optimality of multi-refraction control strategies in the dual model. Zbl 1417.91265
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi
1
2018
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
2
2020
Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. Zbl 1446.60035
Czarna, Irmina; Kaszubowski, Adam
2
2020
Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem. Zbl 1475.60078
Czarna, Irmina; Kaszubowski, Adam; Li, Shu; Palmowski, Zbigniew
1
2020
Fluctuation theory for level-dependent Lévy risk processes. Zbl 1448.60103
Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi
9
2019
Optimality of multi-refraction control strategies in the dual model. Zbl 1417.91265
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi
1
2018
Parisian ruin for a refracted Lévy process. Zbl 1394.60046
Lkabous, Mohamed Amine; Czarna, Irmina; Renaud, Jean-François
14
2017
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. Zbl 1353.91022
Czarna, Irmina; Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming
7
2017
Discrete time ruin probability with Parisian delay. Zbl 1402.91188
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław
6
2017
Parisian quasi-stationary distributions for asymmetric Lévy processes. Zbl 1379.60052
Czarna, Irmina; Palmowski, Zbigniew
2
2017
Parisian ruin probability with a lower ultimate bankrupt barrier. Zbl 1401.91124
Czarna, Irmina
21
2016
A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes. Zbl 1337.91046
Czarna, Irmina; Renaud, Jean-François
10
2016
Dividend problem with Parisian delay for a spectrally negative Lévy risk process. Zbl 1296.91150
Czarna, Irmina; Palmowski, Zbigniew
26
2014
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
73
2013
Ruin probability with Parisian delay for a spectrally negative Lévy risk process. Zbl 1232.60036
Czarna, Irmina; Palmowski, Zbigniew
53
2011
De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. Zbl 1214.91051
Czarna, Irmina; Palmowski, Zbigniew
7
2011
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Cited by 136 Authors

15 Palmowski, Zbigniew
12 Czarna, Irmina
9 Landriault, David
9 Lkabous, Mohamed Amine
9 Renaud, Jean-François
8 Li, Bin
5 Wang, Wenyuan
5 Zhou, Xiaowen
4 Avram, Florin
4 Cheung, Eric C. K.
4 Wong, Jeff T. Y.
3 Albrecher, Hansjörg
3 Azcue, Pablo
3 Dębicki, Krzysztof
3 Frostig, Esther
3 Keren-Pinhasik, Adva
3 Li, Shu
3 Liang, Xiaoqing
3 Muler, Nora E.
3 Surya, Budhi Arta
3 Wang, Zijia
3 Woo, Jae-Kyung
3 Yang, Chen
3 Young, Virginia R.
3 Zhao, Xianghua
2 Dong, Hua
2 Hashorva, Enkelejd
2 Ji, Lanpeng
2 Kaszubowski, Adam
2 Krystecki, Konrad
2 Li, Shuanming
2 Li, Yanhong
2 Li, Zhong
2 Liu, Haibo
2 Loeffen, Ronnie L.
2 Pérez Garmendia, Jose Luis
2 Sendova, Kristina P.
2 Shigida, Boris I.
2 Xu, Di
2 Xu, Ran
2 Yamazaki, Kazutoshi
2 Zhang, Aili
2 Zhang, Zhimin
2 Zhao, Chunming
2 Zhou, Jieming
1 Armstrong, Gavin
1 Aurzada, Frank
1 Badescu, Andrei L.
1 Bai, Lihua
1 Bai, Long
1 Baurdoux, Erik Jan
1 Bazyari, Abouzar
1 Bladt, Mogens
1 Bogdan, Krzysztof
1 Borovkov, Konstantin A.
1 Brinker, Leonie Violetta
1 Buck, Micha Matthäus
1 Cao, Jingyi
1 Chen, Mi
1 Chen, Ping
1 Chesney, Marc
1 Cheung, Eric C. K.
1 Dai, Hongshuai
1 Drekic, Steve
1 Eisenberg, Julia
1 Feng, Jiang
1 Feng, Runhuan
1 Ferrari, Giorgio
1 Gong, Lan
1 Goreac, Dan
1 Grahovac, Danijel
1 Grzywny, Tomasz
1 Guérin, Hélène
1 Guo, Junyi
1 He, Yue
1 Hu, Kang
1 Huang, Xuan
1 Huang, Yujuan
1 Ivanovs, Jevgeņijs
1 Jasnovidov, Grigori
1 Kapodistria, Stella
1 Kawai, Reiichiro
1 Kievinaitė, Dominyka
1 Kriukov, Nikolai
1 Lakner, Peter
1 Leżaj, Łukasz
1 Li, Danping
1 Li, Dongchen
1 Li, Jingchao
1 Li, Lingfei
1 Li, Xin
1 Liu, Jingchen
1 Liu, Peng
1 Ludkovski, Michael
1 Luo, Li
1 Marciniak, Ewa
1 Minca, Andreea
1 Nguyen, Duy Phat
1 Nielsen, Bo Friis
1 Noba, Kei
...and 36 more Authors
all top 5

Cited in 40 Serials

22 Insurance Mathematics & Economics
16 Scandinavian Actuarial Journal
8 Journal of Applied Probability
8 Statistics & Probability Letters
5 Journal of Optimization Theory and Applications
5 Methodology and Computing in Applied Probability
4 Advances in Applied Probability
4 Stochastic Processes and their Applications
3 European Actuarial Journal
2 Applied Mathematics and Computation
2 Probability and Mathematical Statistics
2 Journal of Industrial and Management Optimization
1 Applied Mathematics and Optimization
1 Journal of Computational and Applied Mathematics
1 Quarterly of Applied Mathematics
1 SIAM Journal on Control and Optimization
1 Acta Mathematicae Applicatae Sinica
1 Bulletin of the Iranian Mathematical Society
1 Queueing Systems
1 The Annals of Applied Probability
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Indagationes Mathematicae. New Series
1 Journal of Mathematical Sciences (New York)
1 Bernoulli
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Discrete Dynamics in Nature and Society
1 Extremes
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance
1 Stochastic Models
1 Advances in Difference Equations
1 Stochastics
1 MathematicS In Action
1 Science China. Mathematics
1 Mathematica Applicanda
1 Modern Stochastics. Theory and Applications

Citations by Year