Stochastic processes for insurance and finance T Rolski, H Schmidli, V Schmidt, JL Teugels John Wiley & Sons, 2009 | 2360 | 2009 |
A technique for exponential change of measure for Markov processes Z Palmowski, T Rolski | 156 | 2002 |
Computational methods in risk theory: a matrix-algorithmic approach S Asmussen, T Rolski Insurance: Mathematics and Economics 10 (4), 259-274, 1992 | 133 | 1992 |
Stationary random processes associated with point processes T Rolski Springer Science & Business Media, 2012 | 114 | 2012 |
Queues with non-stationary input stream: Ross's conjecture T Rolski Advances in Applied Probability 13 (3), 603-618, 1981 | 99 | 1981 |
Order relations in the set of probability distribution functions and their applications in queueing theory T Rolski Instytut Matematyczny Polskiej Akademi Nauk (Warszawa), 1976 | 87 | 1976 |
Risk theory in a periodic environment: the Cramér-Lundberg approximation and Lundberg's inequality S Asmussen, T Rolski Mathematics of Operations Research 19 (2), 410-433, 1994 | 81 | 1994 |
Upper bounds for single server queues with doubly stochastic Poisson arrivals T Rolski Mathematics of Operations Research 11 (3), 442-450, 1986 | 79 | 1986 |
Fluid model driven by an Ornstein-Uhlenbeck process V Kulkarni, T Rolski Probability in the Engineering and Informational Sciences 8 (3), 403-417, 1994 | 74 | 1994 |
Podstawy matematyki ubezpieczeń na życie B Błaszczyszyn, T Rolski Wydawnictwa Naukowo-Techniczne, 2013 | 66 | 2013 |
Queues with nonstationary inputs T Rolski Queueing Systems 5, 113-129, 1989 | 63 | 1989 |
A monotonicity result for the workload in Markov-modulated queues N Bäuerle, T Rolski Journal of Applied Probability 35 (3), 741-747, 1998 | 62 | 1998 |
Stochastic ordering and thinning of point processes T Rolski, R Szekli Stochastic processes and their applications 37 (2), 299-312, 1991 | 61 | 1991 |
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 | 56 | 1995 |
On the Comparison of Waiting Times in GI/G/1 Queues T Rolski, D Stoyan Operations Research 24 (1), 197-200, 1976 | 54 | 1976 |
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 | 53 | 2008 |
On the supremum from Gaussian processes over infinite horizon K Dębicki, Z Michna, T Rolski Probability and Mathematical Statistics 18, 1998 | 53 | 1998 |
A note on transient Gaussian fluid models K Dębicki, T Rolski Queueing Systems 41, 321-342, 2002 | 50 | 2002 |
Extremes of multidimensional Gaussian processes K Dębicki, KM Kosiński, M Mandjes, T Rolski Stochastic Processes and their Applications 120 (12), 2289-2301, 2010 | 47 | 2010 |
Simulation of the asymptotic constant in some fluid models K De¸ bicki, Z Michna, T Rolski Taylor & Francis Group 19 (3), 407-423, 2003 | 45 | 2003 |