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Probability
in Engineering and Information Sciences 13(4) (1999),
429-475.
- K. Debicki, Z.
Palmowski,
Heavy traffic Gaussian asymptotics of on-off fluid
model,
Queueing
Systems 33 (1999), 327-338.
Bounds for steady-state buffer content in the fluid
models,
A
Doctoral Dissertation (1999).
A note on bounds in the SMP fluid
models,
Queueing
Systems 38 (2001), 77-89.
Lundberg inequalities in a diffusion
environment,
Insurance:
Mathematics and Economics 31(2) (2002),
303-313.
A technique for the exponential change of measure
for Markov processes,
Bernoulli
8(6) (2002), 767-785.
Tail probabilities
for a risk process with subexponential jumps
in a regenerative and
diffusion environment,
Probability
and Mathematical Statistics 22(2) (2002),
381-405.
- Z. Palmowski, S.
Schlegel,
A gated model in modeling cable
networks,
Philips
Electronics Nederland Nat. Lab. Report no 2002/820.
- Z.
Palmowski, S. Schlegel, O.
Boxma,
A tandem queue with a gate
mechanism,
Queueing Systems 43 (2003), 349-364.
- A. Borovkov, O. Boxma, Z. Palmowski,
On the integral of
the workload process of the single server
queue,
Journal
of Applied Probability 41(1) (2003),
200-225.
- H. Ayhan, Z. Palmowski, S. Schlegel,
Cyclic queueing networks with subexponential
service times,
Journal
of Applied Probability 41(3) (2004),
791-801.
A note on importance sampling simulation for a
germ-grain model,
Probability
and Mathematical Statistics 23(2) (2003),
293-304.
- A.
Kyprianou, Z. Palmowski,
Fluctuations of
spectrally negative Markov Additive processes,
Séminaire de
Probabilités Vol XLI (2008), 121-135.
- A. Kyprianou, Z. Palmowski,
A
martingale review of some fluctuation theory
for spectrally negative Lévy
processes,
Séminaire de Probabilités Vol XXXVIII (2005),
16-29.
Markov processes
conditioned to never exit a subspace of the state
space,
Probability
and Mathematical Statistics 24(2) (2004),
339-353.
On the exact
asymptotics of the busy period in GI/G/1
queues,
Advances in Applied Probability
38(3) (2006), 792-803.
Tail
behaviour of the area under queue length process of
a single server
queue with regularly varying service
times,
Queueing Systems 50 (2005), 299-323.
- S. Foss, Z. Palmowski, S. Zachary,
The probability of
exceeding a high boundary on a
random time interval
for a heavy-tailed random
walk,
Annals
of Applied Probability 15(3) (2005), 1936-1957.
- A. Kyprianou, Z. Palmowski,
Quasi-stationary distributions for Lévy
processes,
Bernoulli
12(4) (2006), 571-581.
Aproksymacja prawdopodobienstwa ruiny firmy
ubezpieczeniowej
w dyfuzyjnym modelu Coxa,
Prace
Naukowe Akademii Ekonomicznej we Wroclawiu 1108 (2006), 34-54.
- F. Avram, Z. Palmowski, M. Pistorius
Exit problem of a two-dimensional risk process
from a cone:
exact and asymptotic results,
Annals of Applied Probability 18(6) (2008), 2421-2449.
- F. Avram, Z. Palmowski, M. Pistorius
A two-dimensional ruin problem on the
positive quadrant, with exponential claims:
Feynman-Kac formula,
Laplace transform and its inversion,
Monografias del Seminario Matematico Garcia
de
Galdeano
33 (2006), 199-205.
- F. Avram, Z. Palmowski, M. Pistorius
A
two-dimensional ruin problem on the positive quadrant,
Insurance:
Mathematics and Economics 42(1) (2008), 227-234.
- F. Avram, Z. Palmowski, M. Pistorius
On the optimal dividend problem for a spectrally
negative Lévy process,
Annals of Applied Probability 17(1) (2007), 156-180.
Tail asymptotics for the supremum of a regenerative
process,
Journal of Applied Probability 44(2) (2007), 349-365.
- A.Kyprianou, Z. Palmowski
Distributional study of De Finetti's dividend problem
for a general Lévy insurance risk process,
Journal of Applied Probability 44(2) (2007), 428-443.
- Z. Palmowski, M. Pistorius
The probability of exceeding a piecewise deterministic barrier
by the heavy-tailed renewal compound process,
In preparation.
A note on Wiener-Hopf factorization for spectrally negative
Markov Additive processes,
Submitted for publication.
- Z. Palmowski, M. Pistorius
Cramér asymptotics for finite time first passage
probabilities of general Lévy processes,
Statistics and Probability Letters 79(16) (2009), 1752-1758.
Large deviations for a random sign Lindley recursion,
To appear in Journal of Applied Probability.
- P. Klusik, Z. Palmowski, J. Zwierz
Quantile hedging for an insider,
Submitted for publication.
Zabezpieczenia kwantylowe produktow ubezpieczeniowych i finansowych,
Submitted for publication.
A Lévy input model with additional state-dependent services,
Submitted for publication.
Quantile hedging for equity-linked contracts,
Submitted for publication.
I. Czarna, Z. Palmowski
De Finetti's
dividend problem and impulse control for a two-dimensional
insurance risk process,
Submitted for publication.
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