| Pricing and simulations of catastrophe bonds P Nowak, M Romaniuk Insurance: Mathematics and Economics 52 (1), 18-28, 2013 | 119 | 2013 |
| Computing option price for Levy process with fuzzy parameters P Nowak, M Romaniuk European Journal of Operational Research 201 (1), 206-210, 2010 | 53 | 2010 |
| Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework P Nowak, M Romaniuk Journal of Computational and Applied Mathematics 263, 129-151, 2014 | 42 | 2014 |
| A fuzzy approach to option pricing in a Levy process setting P Nowak, M Romaniuk International Journal of Applied Mathematics and Computer Science 23 (3 …, 2013 | 32 | 2013 |
| Valuing catastrophe bonds involving correlation and CIR interest rate model P Nowak, M Romaniuk Computational and Applied Mathematics 37, 365-394, 2018 | 26 | 2018 |
| Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making P Nowak, M Romaniuk Soft Computing 21 (10), 2575-2597, 2017 | 25 | 2017 |
| Pricing the risk-transfer financial instruments via Monte Carlo methods M Romaniuk Systems Analysis Modelling Simulation 43 (8), 1043-1064, 2003 | 22 | 2003 |
| Flexible resampling for fuzzy data P Grzegorzewski, O Hryniewicz, M Romaniuk International Journal of Applied Mathematics and Computer Science 30 (2 …, 2020 | 20 | 2020 |
| On simulation of maintenance costs for water distribution system with fuzzy parameters M Romaniuk Eksploatacja i Niezawodność 18 (4), 2016 | 19 | 2016 |
| Optimization of maintenance costs of a pipeline for a V-shaped hazard rate of malfunction intensities M Romaniuk Eksploatacja i Niezawodność 20 (1), 2018 | 16 | 2018 |
| Discrete and smoothed resampling methods for interval-valued fuzzy numbers M Romaniuk, O Hryniewicz IEEE Transactions on Fuzzy Systems 29 (3), 599-611, 2019 | 14 | 2019 |
| Interval-based, nonparametric approach for resampling of fuzzy numbers M Romaniuk, O Hryniewicz Soft Computing 23 (14), 5883-5903, 2019 | 14 | 2019 |
| Analysis of the Insurance Portfolio with an Embedded Catastrophe Bond in a Case of Uncertain Parameter of the Insurer’s Share M Romaniuk Information Systems Architecture and Technology: Proceedings of 37th …, 2017 | 14 | 2017 |
| Integrated model-based decision support for management of weather-related agricultural losses T Ermolieva, M Romaniuk, G Fischer, M Makowski Enviromental informatics and systems research 1, 2007 | 14 | 2007 |
| Application EDGE software and simulations for integrated catastrophe management M Romaniuk, T Ermolieva International Journal of Knowledge and Systems Sciences 2 (2), 1-9, 2005 | 13 | 2005 |
| Monte Carlo methods: theory, algorithms and applications to selected financial problems M Romaniuk, P Nowak Institute of Computer Science Polish Academy of Sciences, 2015 | 11 | 2015 |
| On some applications of simulations in estimation of maintenance costs and in statistical tests for fuzzy settings M Romaniuk Workshop on Stochastic Models, Statistics and their Application, 437-448, 2019 | 10 | 2019 |
| Evaluation of portfolio of financial and insurance instruments: Simulation of uncertainty P Nowak, M Romaniuk, T Ermolieva Managing Safety of Heterogeneous Systems, 351-366, 2012 | 10 | 2012 |
| Estimation of maintenance costs of a pipeline for a U-shaped hazard rate function in the imprecise setting M Romaniuk, O Hryniewicz Eksploatacja i Niezawodność 22 (2), 2020 | 9 | 2020 |
| Portfolio of financial and insurance instruments for losses caused by natural catastrophes P Nowak, M Romaniuk Information systems architecture and technology. IT technologies in …, 2009 | 9 | 2009 |
Piotr NowakAssociate Professor at Instytut Badań Systemowych PANVerified email at ibspan.waw.pl
