Main Publications Research Activities Teaching

    Submitted papers

  • I. Czarna, Y. Li, Z. Palmowski, C. Zhao, Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (arXiv)

    Publications and preprints

  • M.A. Lkabous, I. Czarna, J.-F. Renaud, Parisian ruin for a refracted LÚvy process, Insurance: Mathematics and Economics 2017, Vol. 47, 153ľ163. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, Parisian quasi-stationary distributions for asymmetric LÚvy processes, Statistics & Probability Letters 2017, Vol. 127, 75ľ84. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, P. îwi╣tek, Binomial discrete time ruin probability with Parisian delay, Scandinavian Actuarial Journal. (Link) (arXiv)

  • I. Czarna, Y. Li, Z. Palmowski, C. Zhao, The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model, Journal of Computational and Applied Mathematics 2017, Vol. 313, 499-514. (Link) (arXiv)

  • I. Czarna, J.-F. Renaud, A note on Parisian ruin with an ultimate bankruptcy level for LÚvy insurance risk processes, Statistics & Probability Letters 2016, Vol. 113, 54-61. (Link)

  • I. Czarna, Parisian ruin probability with a lower ultimate bankrupt barrier, Scandinavian Actuarial Journal 2016, Vol. 2016, No. 4, 319-337. (Link)

  • I. Czarna, Z. Palmowski, Dividend problem with Parisian delay for a spectrally negative LÚvy risk process, Journal of Optimization Theory and Applications 2014, Vol. 161, No. 1, 239-256. (Link) (arXiv)

  • R. Loeffen, I. Czarna, Z. Palmowski, Parisian ruin probability for spectrally negative LÚvy processes, Bernoulli 2013, Vol. 19, No. 2, 599-609. (Link)

  • I. Czarna, Z. Palmowski, Ruin probability with Parisian delay for a spectrally negative LÚvy risk process, Journal of Applied Probability 2011, Vol. 48, No. 4, 984-1002. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process, Stochastic Models 2011, Vol. 27, No. 2, 220-250. (Link) (arXiv)

  • I. Czarna, Z. Palmowski, Problem wyboru optymalnej paryskiej dywidendy dla procesu ryzyka typu LÚvy'ego: numeryczna analiza, Prace Naukowe Uniwersytetu Ekonomicznego we Wroc│awiu nr 207, 22-38.

  • I. Czarna, Z. Palmowski, Porˇwnanie prawdopodobie˝stw paryskiej i klasycznej ruiny dla procesu ryzyka typu LÚvy'ego, Prace Naukowe Uniwersytetu Ekonomicznego we Wroc│awiu nr 207, 9-22.