Zbigniew Palmowski

Orcid: 0000-0001-9257-1115

According to our database1, Zbigniew Palmowski authored at least 24 papers between 1999 and 2024.

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Bibliography

2024
Gerber-Shiu theory for discrete risk processes in a regime switching environment.
Appl. Math. Comput., April, 2024

2023
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes.
J. Appl. Probab., March, 2023

2022
First exit time for a discrete-time parallel queue.
Queueing Syst. Theory Appl., 2022

On busy periods of the critical GI/G/1 queue and BRAVO.
Queueing Syst. Theory Appl., 2022

2021
A multiplicative version of the Lindley recursion.
Queueing Syst. Theory Appl., 2021

2020
Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues.
Queueing Syst. Theory Appl., 2020

An application of dynamic programming to assign pressing tanks at wineries.
Eur. J. Oper. Res., 2020

Modeling social media contagion using Hawkes processes.
CoRR, 2020

2018
On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums.
J. Optim. Theory Appl., 2018

Quickest drift change detection in Lévy-type force of mortality model.
Appl. Math. Comput., 2018

2017
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model.
J. Comput. Appl. Math., 2017

2016
On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums.
J. Optim. Theory Appl., 2016

2014
A Lévy input fluid queue with input and workload regulation.
Queueing Syst. Theory Appl., 2014

Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process.
J. Optim. Theory Appl., 2014

2013
Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums.
SIAM J. Appl. Math., 2013

Loss rates for stochastic fluid models.
Perform. Evaluation, 2013

2012
Two-dimensional fluid queues with temporary assistance (abstract only).
SIGMETRICS Perform. Evaluation Rev., 2012

2011
Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations.
Queueing Syst. Theory Appl., 2011

Two-buffer fluid models with multiple ON-OFF inputs and threshold assistance.
Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools Communications, 2011

Two-Dimensional Fluid Queues with Temporary Assistance.
Proceedings of the Matrix-Analytic Methods in Stochastic Models, 2011

2005
Tail Behaviour of the Area Under the Queue Length Process of the Single Server Queue with Regularly Varying Service Times.
Queueing Syst. Theory Appl., 2005

2003
A Tandem Queue with a Gate Mechanism.
Queueing Syst. Theory Appl., 2003

2001
A Note on Bounds in the SMP Fluid Models.
Queueing Syst. Theory Appl., 2001

1999
On-Off Fluid Models in Heavy Traffic Environment.
Queueing Syst. Theory Appl., 1999


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