Zbigniew Michna
TytułCytowane przezRok
Stable Lévy motion approximation in collective risk theory
H Furrer, Z Michna, A Weron
Insurance: Mathematics and Economics 20 (2), 97-114, 1997
791997
On tail probabilities and first passage times for fractional Brownian motion
Z Michna
Mathematical Methods of Operations Research 49 (2), 335-354, 1999
541999
Self-similar processes in collective risk theory
Z Michna
International Journal of Stochastic Analysis 11 (4), 429-448, 1998
481998
On the supremum from Gaussian processes over infinite horizon
K Debicki, Z Michna, T Rolski
PROBABILITY AND MATHEMATICAL STATISTICS-WROCLAW UNIVERSITY 18, 83-100, 1998
411998
Simulation of the asymptotic constant in some fluid models
K Debicki, Z Michna, T Rolski
Taylor & Francis Group 19 (3), 407-423, 2003
362003
Remarks on Pickands' theorem
Z Michna
Probability and Mathematical Statistics 37, 373-393, 2017
28*2017
Remarks on Pickands theorem
Z Michna
arXiv preprint arXiv:0904.3832, 2009
28*2009
Simulation of Pickands constants
K Burnecki, Z Michna
PROBABILITY AND MATHEMATICAL STATISTICS-WROCLAW UNIVERSITY 22 (1), 193--199, 2002
272002
Approximation of stochastic differential equations driven by α-stable Lévy motion
A Janicki, Z Michna, A Weron
Appl. Math.(Warsaw) 24 (2), 149-168, 1996
201996
An empirical investigation of lead time distributions
P Nielsen, Z Michna, NAD Do
IFIP International Conference on Advances in Production Management Systems …, 2014
152014
The bullwhip effect in supply chains with stochastic lead times
Z Michna, IE Nielsen, P Nielsen
Mathematical Economics 9, 71-88, 2013
122013
Formula for the supremum distribution of a spectrally positive α-stable Lévy process
Z Michna
Statistics & probability letters 81 (2), 231-235, 2011
122011
The impact of lead time forecasting on the bullwhip effect
Z Michna, P Nielsen
arXiv preprint arXiv:1309.7374, 2013
102013
The expected number of level crossings for certain symmetric α-stable processes
Z Michna, I Rychlik
Communications in Statistics. Stochastic Models 11 (1), 1-19, 1995
101995
Remarks on Pickands constant
Z Michna
arXiv preprint arXiv:0904.3832, 2009
9*2009
ASYMPTOTIC BEHAVIOR OF THE FINITE TIME RUIN PROBABILITY OF A GAMMA LÉVY PROCESS.
Z Michna, A Weron
Acta Physica Polonica B 38 (5), 2007
82007
Modele graniczne w teorii ryzyka ubezpieczeniowego
Z Michna
Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Seria: Monografie i …, 2002
82002
Explicit formula for the supremum distribution of a spectrally negative stable process
Z Michna
Electronic Communications in Probability 18 (no. 10), 1-6, 2013
72013
The distribution of the supremum for spectrally asymmetric L\'evy processes
Z Michna, Z Palmowski, M Pistorius
Electronic Communications in Probability 20 (no. 24), 1-10, 2015
62015
Approximation of a symmetric -stable Lévy process by a Lévy process with finite moments of all orders
Z Michna
Studia Mathematica 180, 1-10, 2007
62007
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