Tomasz Rolski
Tomasz Rolski
Profesor matematyki, Uniwersytet Wrocławski
Zweryfikowany adres z math.uni.wroc.pl
TytułCytowane przezRok
Stochastic processes for insurance and finance
T Rolski, H Schmidli, V Schmidt, JL Teugels
John Wiley & Sons, 2009
19082009
Computational methods in risk theory: a matrix-algorithmic approach
S Asmussen, T Rolski
Insurance: Mathematics and Economics 10 (4), 259-274, 1992
1271992
A technique for exponential change of measure for Markov processes
Z Palmowski, T Rolski
Bernoulli 8 (6), 767-785, 2002
1122002
Stationary random processes associated with point processes
T Rolski
Springer Science & Business Media, 2012
1032012
Queues with non-stationary input stream: Ross's conjecture
T Rolski
Advances in applied Probability 13 (3), 603-618, 1981
881981
Order relations in the set of probability distribution functions and their applications in queueing theory
T Rolski
Instytut Matematyczny Polskiej Akademi Nauk (Warszawa), 1976
831976
Risk theory in a periodic environment: the Cramer-Lundberg approximation and Lundberg's inequality
S Asmussen, T Rolski
Mathematics of Operations Research 19 (2), 410-433, 1994
691994
Fluid model driven by an Ornstein-Uhlenbeck process
V Kulkarni, T Rolski
Probability in the Engineering and Informational Sciences 8 (3), 403-417, 1994
671994
Upper bounds for single server queues with doubly stochastic Poisson arrivals
T Rolski
Mathematics of Operations Research 11 (3), 442-450, 1986
651986
Queues with nonstationary inputs
T Rolski
Queueing Systems 5 (1-3), 113-129, 1989
621989
A monotonicity result for the workload in Markov-modulated queues
N Bäuerle, T Rolski
Journal of Applied Probability 35 (3), 741-747, 1998
561998
Podstawy matematyki ubezpieczeń na życie
B Błaszczyszyn, T Rolski
Wydawnictwa Naukowo-Techniczne, 2004
522004
Does Markov-modulation increase the risk?
S Asmussen, A Frey, T Rolski, V Schmidt
ASTIN Bulletin: The Journal of the IAA 25 (1), 49-66, 1995
501995
Asymptotic behavior of total times for jobs that must start over if a failure occurs
S Asmussen, P Fiorini, L Lipsky, T Rolski, R Sheahan
Mathematics of Operations Research 33 (4), 932-944, 2008
472008
Stochastic ordering and thinning of point processes
T Rolski, R Szekli
Stochastic processes and their applications 37 (2), 299-312, 1991
471991
On the Comparison of Waiting Times in GI/G/1 Queues
T Rolski, D Stoyan
Operations Research 24 (1), 197-200, 1976
431976
A note on transient Gaussian fluid models
K Dębicki, T Rolski
Queueing Systems 41 (4), 321-342, 2002
422002
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
Light-traffic approximations in queues and related stochastic models
B Blaszczyszyn, T Rolski, V Schmidt
Advances in Queueing, CRC Press, Boca Raton, 379-406, 1995
411995
Asymptotics of Palm-stationary buffer content distributions in fluid flow queues
T Rolski, S Schlegel, V Schmidt
Advances in Applied Probability 31 (1), 235-253, 1999
391999
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