Irmina Czarna

1. Optimality of impulse control problem in refracted L 'evy model with\n Parisian ruin and transaction costs
   2019/07/09 by Irmina Czarna, Czarna, Irmina, Adam Kaszubowski +1 · 2 citations
   Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
2. Dividend problem with Parisian delay for a spectrally negative Lévy risk process
   2010/04/19 by Irmina Czarna, Zbigniew Palmowski, Czarna, Irmina +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
3. Fluctuation theory for level-dependent Lévy risk processes
   2017/11/30 by Irmina Czarna, Czarna, Irmina, José Luis Pérez +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications