Edit Profile (opens in new tab) Czarna, Irmina Co-Author Distance Author ID: 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 all top 5 Co-Authors 1 single-authored 10 Palmowski, Zbigniew 3 Li, Yanhong 3 Zhao, Chunming 2 Kaszubowski, Adam 2 Pérez Garmendia, Jose Luis 2 Renaud, Jean-François 2 Yamazaki, Kazutoshi 1 Li, Shu 1 Lkabous, Mohamed Amine 1 Loeffen, Ronnie L. 1 Rolski, Tomasz 1 Świątek, Przemysław all top 5 Serials 2 Journal of Optimization Theory and Applications 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Scandinavian Actuarial Journal 1 Advances in Applied Probability 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Probability and Mathematical Statistics 1 Stochastic Processes and their Applications 1 Bernoulli 1 Stochastic Models Fields 15 Probability theory and stochastic processes (60-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Systems theory; control (93-XX) 2 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 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 all top 5 Cited in 10 Fields 93 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 84 Probability theory and stochastic processes (60-XX) 20 Systems theory; control (93-XX) 13 Statistics (62-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 3 Integral transforms, operational calculus (44-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year