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Tomasz Rolski
Tomasz Rolski
Profesor matematyki, Uniwersytet Wrocławski
Email verificata su math.uni.wroc.pl
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Stochastic processes for insurance and finance
T Rolski, H Schmidli, V Schmidt, JL Teugels
John Wiley & Sons, 2009
23602009
A technique for exponential change of measure for Markov processes
Z Palmowski, T Rolski
1562002
Computational methods in risk theory: a matrix-algorithmic approach
S Asmussen, T Rolski
Insurance: Mathematics and Economics 10 (4), 259-274, 1992
1331992
Stationary random processes associated with point processes
T Rolski
Springer Science & Business Media, 2012
1142012
Queues with non-stationary input stream: Ross's conjecture
T Rolski
Advances in Applied Probability 13 (3), 603-618, 1981
991981
Order relations in the set of probability distribution functions and their applications in queueing theory
T Rolski
Instytut Matematyczny Polskiej Akademi Nauk (Warszawa), 1976
871976
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
811994
Upper bounds for single server queues with doubly stochastic Poisson arrivals
T Rolski
Mathematics of Operations Research 11 (3), 442-450, 1986
791986
Fluid model driven by an Ornstein-Uhlenbeck process
V Kulkarni, T Rolski
Probability in the Engineering and Informational Sciences 8 (3), 403-417, 1994
741994
Podstawy matematyki ubezpieczeń na życie
B Błaszczyszyn, T Rolski
Wydawnictwa Naukowo-Techniczne, 2013
662013
Queues with nonstationary inputs
T Rolski
Queueing Systems 5, 113-129, 1989
631989
A monotonicity result for the workload in Markov-modulated queues
N Bäuerle, T Rolski
Journal of Applied Probability 35 (3), 741-747, 1998
621998
Stochastic ordering and thinning of point processes
T Rolski, R Szekli
Stochastic processes and their applications 37 (2), 299-312, 1991
611991
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
561995
On the Comparison of Waiting Times in GI/G/1 Queues
T Rolski, D Stoyan
Operations Research 24 (1), 197-200, 1976
541976
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
532008
On the supremum from Gaussian processes over infinite horizon
K Dębicki, Z Michna, T Rolski
Probability and Mathematical Statistics 18, 1998
531998
A note on transient Gaussian fluid models
K Dębicki, T Rolski
Queueing Systems 41, 321-342, 2002
502002
Extremes of multidimensional Gaussian processes
K Dębicki, KM Kosiński, M Mandjes, T Rolski
Stochastic Processes and their Applications 120 (12), 2289-2301, 2010
472010
Simulation of the asymptotic constant in some fluid models
K De¸ bicki, Z Michna, T Rolski
Taylor & Francis Group 19 (3), 407-423, 2003
452003
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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