Browsing All of EconStor by Author Palmowski, Zbigniew
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2016 | Ruin probabilities with dependence on the number of claims within a fixed time window | Constantinescu, Corina; Dai, Suhang; Ni, Weihong; Palmowski, Zbigniew |
2019 | Optimal portfolio selection in an Itô-Markov additive market | Palmowski, Zbigniew; Stettner, Łukasz; Sulima, Anna |
2020 | A ne on simulation pricing of Û-options | Palmowski, Zbigniew; Serafin, Tomasz |
2021 | How much we gain by surplus-dependent premiums: Asymptotic analysis of ruin probability | Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina |
2021 | Pricing perpetual American put options with asset-dependent discounting | Al-Hadad, Jonas; Palmowski, Zbigniew |