Zbigniew Palmowski

Decision Sciences · Social Sciences

21h-index1.9kcitations260works0.42yr avg
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Research Topics

Probability and Risk Models(153), Stochastic processes and financial applications(94), Insurance, Mortality, Demography, Risk Management(82), Stochastic processes and statistical mechanics(73), Advanced Queuing Theory Analysis(59)

Publications260 total

Early predicting of hospital admission using machine learning algorithms: Priority queues approach
ArXiv.org·2026Open Access
Early predicting of hospital admission using machine learning algorithms: Priority queues approach
arXiv (Cornell University)·2026Open Access
Pricing American options time-capped by a drawdown event
Mathematics and Financial Economics·2025Open Access
Pricing American Options Time-Capped by a Drawdown Event
arXiv (Cornell University)·2025Open Access
Pricing American options time-capped by a drawdown event in a Lévy market
arXiv (Cornell University)·2025Open Access
Finite-Time Ruin for the Compound Markov Binomial Risk Model
arXiv (Cornell University)·2025Open Access
Extreme positions of regularly varying branching random walk in a random and time-inhomogeneous environment
Extremes·2025
Partial versus total resetting for Lévy flights in d dimensions: Similarities and discrepancies
Chaos An Interdisciplinary Journal of Nonlinear Science·2025· 4 cited
Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes
Stochastic Processes and their Applications·2025
Pricing time-capped American options using Least Squares Monte Carlo method
arXiv (Cornell University)·2025Open Access
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process
Stochastic Models·2025Open Access
Corrigendum to “Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes” [Stochastic Processes and their Applications 176 (2024) 104422]
Stochastic Processes and their Applications·2025Open Access
Exact asymptotics of ruin probabilities with linear Hawkes arrivals
Stochastic Processes and their Applications·2025Open Access
Partial versus total resetting for Lévy flights in d dimensions: similarities and discrepancies
arXiv (Cornell University)·2025Open Access
Branching random walk and log-slowly varying tails
Latin American Journal of Probability and Mathematical Statistics·2025Open Access
Stationary states for stable processes with partial resetting
arXiv (Cornell University)·2024· 1 citedOpen Access
On the longest/shortest negative excursion of a Lévy risk process and related quantities
arXiv (Cornell University)·2024Open Access
On the longest/shortest negative excursion of a Lévy risk process and related quantities
Scandinavian Actuarial Journal·2024Open Access
Stable random walks in cones
arXiv (Cornell University)·2024Open Access
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions
Bernoulli·2024· 1 cited
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Frequent Co-authors

Tomasz Rolski(8), Irmina Czarna(7), Martijn Pistorius(6), Andreas E. Kyprianou(5), Florin Avram(4), Ronnie Loeffen(3), Bert Zwart(2), Corina Constantinescu(2), Budhi Surya(2), Onno Boxma(2), Przemysław Klusik(2), Michel Mandjes(2), Andreas Löpker(2), Jevgeņijs Ivanovs(1), Hansjörg Albrecher(1), Georg Regensburger(1), Markus Rosenkranz(1), Bo Li(1), Ewa Marciniak(1), Krzysztof Dȩbicki(1)