• Arendarczyk, M. On the asymptotics of supremum distribution for some iterated processes. Extremes. (.pdf)

  • Arendarczyk, M., Dębicki, K., Mandjes, M. (2014) On the tail asymptotics of the area swept under the Brownian storage graph. Bernoulli 20, No. 2, 395 - 415. (.pdf)

  • Arendarczyk, M., Dębicki, K. (2012) Exact asymptotics of supremum of a stationary Gaussian process over a random interval. Statistics & Probability Letters 82, 645 - 652. (.pdf)

  • Arendarczyk, M., Dębicki, K. (2011) Asymptotics of supremum distribution of a Gaussian process over a Weibullian time. Bernoulli 17, No. 1, 194 - 210. (.pdf)

  • Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. The Joint Distribution of the Sum and the Maximum of Dependent Pareto Risks. Submitted.

  • Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. A bivariate distribution with Lomax and geometric marginals. Submitted.