Adam Kaszubowski

Current scientific activity

Preprints

Fluctuation identities for omega-killed Markov additive processes and dividend problem
with I. Czarna, S. Li, Z. Palmowski
Advances in Applied Probability 52(2) (2020).
Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs
with I. Czarna
Submitted for publication
Omega bankruptcy for different Lévy models
Silesian Statistical Review, 2019, 17 (23), 31-57

Conferences, Schools

Extreme Value Analysis (July 2019, Zagreb, Croatia)
9th International Workshop on Applied Probability (June 2018, Budapest, Hungary)
XIII Poland-wide Actuarial Conference "Actuarial topics - issues and practice" (June 2018, Wrocław, Poland)
Stochastic Models VI (June 2018, Będlewo, Poland)
Mexico-Poland 1st Meeting in Probability (November/December 2017, Guanajuato, Mexico)
VI Krakowska Konferencja Matematyki Finansowej (April 2017, Kraków, Poland)
LV Szkola Matematyki Poglądowej "Co pieniądz robi z nami, a co my robimy z pieniądzem?" (January 2017, Wola Ducka, Poland)
V Konferencja Matematyki Ubezpieczeń i Inwestycji (November 2014, Łódź, Poland)

Talks

Omega bankruptcy for different Lévy models Extreme Value Analysis (July 2019, Zagreb, Croatia)
Omega-killed Markov additive processes 9th International Workshop on Applied Probability (June 2018, Budapest, Hungary)
Dywidendy w modelu omega dla procesów Markowsko addytywnych XIII Poland-wide Actuarial Conference "Actuarial topics - issues and practice" (June 2018, Wrocław, Poland)
Fluctuation identities for omega-killed Markov additive process and dividend problem Stochastic Models VI (June 2018, Będlewo, Poland)
Omega-killed Markov additive processes
Mexico-Poland 1st Meeting in Probability (November/December 2017, Guanajuato, Mexico)