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Zbigniew Michna
Zbigniew Michna
Wrocław University of Science and Technology, Politechnika Wrocławska
Overená e-mailová adresa na: pwr.edu.pl
Názov
Citované v
Citované v
Rok
Stable Lévy motion approximation in collective risk theory
H Furrer, Z Michna, A Weron
Insurance: Mathematics and Economics 20 (2), 97-114, 1997
971997
On tail probabilities and first passage times for fractional Brownian motion
Z Michna
Mathematical Methods of Operations Research 49, 335-354, 1999
641999
Self‐similar processes in collective risk theory
Z Michna
International Journal of Stochastic Analysis 11 (4), 429-448, 1998
621998
On the supremum from Gaussian processes over infinite horizon
K Dębicki, Z Michna, T Rolski
Probability and Mathematical Statistics 18, 1998
541998
Simulation of the asymptotic constant in some fluid models
K Debicki, Z Michna, T Rolski
Taylor & Francis Group 19 (3), 407-423, 2003
462003
The impact of stochastic lead times on the bullwhip effect under correlated demand and moving average forecasts
Z Michna, SM Disney, P Nielsen
Omega 93, 102033, 2020
452020
Approximation of stochastic differential equations driven by α-stable Lévy motion
A Janicki, Z Michna, A Weron
Applicationes Mathematicae 24 (2), 149-168, 1997
391997
Remarks on Pickands' theorem
Z Michna
Probability and Mathematical Statistics 37, 373-393, 2017
37*2017
Simulation of Pickands constants
K Burnecki, Z Michna
PROBABILITY AND MATHEMATICAL STATISTICS-WROCLAW UNIVERSITY 22 (1), 193--199, 2002
282002
Simultaneous ruin probability for two-dimensional Brownian risk model
K Dȩbicki, E Hashorva, Z Michna
Journal of Applied Probability 57 (2), 597-612, 2020
242020
An empirical investigation of lead time distributions
P Nielsen, Z Michna, NAD Do
IFIP International Conference on Advances in Production Management Systems …, 2014
222014
Sojourn times of Gaussian processes with trend
K Dȩbicki, P Liu, Z Michna
Journal of Theoretical Probability 33, 2119-2166, 2020
192020
Approximation of sojourn times of Gaussian processes
K Dȩbicki, Z Michna, X Peng
Methodology and Computing in Applied Probability 21, 1183-1213, 2019
182019
The impact of stochastic lead times on the bullwhip effect–a theoretical insight
Z Michna, P Nielsen, IE Nielsen
Production & Manufacturing Research 6 (1), 190-200, 2018
182018
Formula for the supremum distribution of a spectrally positive α-stable Lévy process
Z Michna
Statistics & probability letters 81 (2), 231-235, 2011
182011
The bullwhip effect in supply chains with stochastic lead times
Z Michna, IE Nielsen, P Nielsen
Mathematical Economics 9, 71-88, 2013
162013
Modele graniczne w teorii ryzyka ubezpieczeniowego
Z Michna
Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Seria: Monografie i …, 2002
152002
Lead times -their behavior and the impact of planning and control in supply chains
P Nielsen, Z Michna, BB Sørensen, NDA Dung
Management and Production Engineering Review 8 (4), 30-40, 2017
142017
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
132015
Ruin probabilities for two collaborating insurance companies
Z Michna
Probability and Mathematical Statistics 40 (2), 369-386, 2020
122020
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20