Assistant Professor
The Division of Insurance and Capital Markets
Room: 156
Phone: (+48) 42 631-36-16
e-mail: marcin.rudz@p.lodz.pl
Treść (rozbudowana)
Scientific publications
- Lesław Gajek, Marcin Rudź, General methods for bounding multidimensional ruin probabilities in regime-switching models, Stochastics-An International Journal of Probability and Stochastic Processes (70 pkt.), 93 (5) (2021), 764-779
- Lesław Gajek, Marcin Rudź, Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model, Methodology and Computing in Applied Probability (70 pkt.), 22 (2020), 1507–1528
- Lesław Gajek, Marcin Rudź, Finite-Horizon Ruin Probabilities in a Risk-Switching Sparre Andersen Model, Methodology and Computing in Applied Probability (70 pkt.), 22 (2020), 1493–1506
- Lesław Gajek, Marcin Rudź, Banach Contraction Principle and ruin probabilities in regime-switching models, Insurance: Mathematics & Economics (30 pkt.), 80 (2018), 45-53, JCR
- Lesław Gajek, Marcin Rudź, Deficit distributions at ruin in a regime-switching Sparre Andersen model, Journal of Applied Analysis (9 pkt.), 24 (1) (2018), 99-107
- Lesław Gajek, Marcin Rudź, Risk-switching insolvency models, Roczniki Kolegium Analiz Ekonomicznych (9 pkt.), 51 (2018), 129-146
- Lesław Gajek, Marcin Rudź, A generalization of Gerber's inequality for ruin probabilities in risk-switching models, Statistics & Probability Letters (20 pkt.), 129 (2017), 236-240, JCR
- Marcin Rudź, Precise estimates of ruin probabilities, Metody ilościowe w badaniach ekonomicznych, Quantitative methods in economics (9 pkt.), 16(2) (2015), 80-88
- Marcin Rudź, A method of calculating exact ruin probabilities in discrete time models, Roczniki Kolegium Analiz Ekonomicznych (9 pkt.), 37 (2015), 307-322
- Lesław Gajek, Marcin Rudź, Sharp approximations of ruin probabilities in the discrete time models, Scandinavian Actuarial Journal (20 pkt.), 2013 (5) (2013), 352-382, JCR
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