Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process. - Irmina Czarna; Zbigniew Palmowski (J. Optim. Theory Appl., 2014)

The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. - Irmina Czarna; Yanhong Li; Zbigniew Palmowski; Chunming Zhao (J. Comput. Appl. Math., 2017)

Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs. - Irmina Czarna; Adam Kaszubowski (J. Optim. Theory Appl., 2020)