Wybrane publikacje |
1 | Artykuł 2022
Diffusion approximations of the ruin probability for the insurer-reinsurer model driven by a renewal process. Risks. 2022, vol. 10, nr 6, s. 1-16. ISSN: 2227-9091 | Zasoby:DOIURLSFX | |
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2 | Artykuł 2022
Cross-codifference for bidimensional VAR(1) models with infinite variance. Communications in Statistic - Simulation and Computation. 2022, vol. 51, nr 3, s. 1355-1380. ISSN: 0361-0918; 1532-4141 | Zasoby:DOISFX | |
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3 | Artykuł 2021
Ruin probability for the insurer-reinsurer model for exponential claims: a probabilistic approach. Risks. 2021, vol. 9, nr 5, s. 1-10. ISSN: 2227-9091 | Zasoby:DOIURLSFX | |
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4 | Artykuł 2020
Parisian ruin probability - the De Vylder type approximation. Mathematica Applicanda. 2020, vol. 48, nr 2, s. 157-171. ISSN: 1730-2668; 2299-4009 | Zasoby:DOIURLSFX | |
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5 | Artykuł 2020
Spatio-temporal dependence measures for bivariate AR(1) models with α-stable noise. Journal of Time Series Analysis. 2020, vol. 41, nr 3, s. 454-475. ISSN: 0143-9782; 1467-9892 | Zasoby:DOISFX | |
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6 | Artykuł 2019
De Vylder type approximation of the ruin probability for the insurer-reinsurer model. Mathematica Applicanda. 2019, vol. 47, nr 1, s. 5-24. ISSN: 1730-2668; 2299-4009 | Zasoby:DOIURLSFX | |
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7 | Artykuł 2018
Normal and anomalous diffusion in fluctuations of dust concentration nearby emission source. Physica. A, Statistical Mechanics and its Applications. 2018, vol. 491, s. 619-631. ISSN: 0378-4371 | Zasoby:DOISFX | |
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8 | Artykuł 2017
Measures of dependence for-stable distributed processes and its application to diagnostics of local damage in resence of impulsive noise. Shock and Vibration. 2017, vol. 2017, s. 1-9. ISSN: 1070-9622 | Zasoby:DOISFX | |
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9 | Artykuł 2017
Statistical properties of the anomalous scaling exponent estimator based on time-averaged mean-square displacement. Physical Review E. 2017, vol. 96, nr 2, art. 022132, s. 1-7. ISSN: 2470-0045 | Zasoby:DOISFX | |
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10 | Artykuł 2017
Bivariate sub-Gaussian model for stock index returns. Physica. A, Statistical Mechanics and its Applications. 2017, vol. 486, s. 628-637. ISSN: 0378-4371 | Zasoby:DOISFX | |
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