- Resetting: Lévy processes, random walks, branching random walks and their functionals,
National Science Centre
2023/51/B/ST1/01270, 2024-2028
- Markovian evolutions: probability distribution and its applications,
National Science Centre 2023/49/B/ST1/00678, with T. Grzywny (PI), K. Szczypkowski, B. Trojan, 2024-2027
- Optimal decisions for allocating resources, reducing financial risks and maximising profits under environment uncertainty,
National Science Centre
2021/41/B/HS4/00599, 2022-2026
- Exit times: omega clock, Markov additive processes, branching mechanism and quasi-stationary measures,
National Science Centre
2018/29/B/ST1/00756, 2019-2022
- Optimization methods in actuarial science and finance,
National Science Centre 2016/23/B/HS4/00566, 2017-2020
- Exit problems and extremes of stochastic processes in view towards stochastic modelling,
National Science Centre 2015/17/B/ST1/01102, with K. Debicki and T. Rolski, 2016-2019
- Optimal investments and dividend policies,
National Science Centre 2013/09/B/HS4/01496, 2014-2016
- Extremes and risk theory for gaussian and Levy processes,
National Science Centre DEC-2013/09/B/ST1/01778, with K. Debicki and T. Rolski, 2013-2016
- RARE - Risk Analysis, Ruin and Extremes,
Marie Curie Actions - IRSES, 2012-2016
- Functionals of reflected Gaussian and Markov
processes: asymptotic properties,
National Science Centre 2011/01/B/ST1/01521, with K. Debicki and T. Rolski, 2012-2013
- Mathematical modeling of risk measures and choice of optimal strategy,
National Science Centre DEC-2011/01/B/HS4/00982, with I. Czarna and P. Klusik, 2012-2013
- Dividend and ruin problems for one-dimensional and multivariate Levy processes,
Ministry of Science and Higher Education N N201 525638, with I. Czarna (supervisor's research grant), 2010-2011
- Analysis of stationary distributions and passage times of stochastic networks,
Ministry of Science and Higher Education N N201 394137, with K. Debicki, R. Szekli and T. Rolski, 2009-2011
- Analysis of exit time in stochastic modeling,
Ministry of Science and Higher Education N N201 4079 33, with K. Debicki, R. Szekli and T. Rolski, 2007-2009
-
Asymptotic
behavior of random walks and Levy processes and its applications
to queueing and risk models,
Polish-Russian
joint research project, 2005-2007
- Asymptotic performance and control of
multi-dimensional stochastic models in
risk theory and queueing,
POLONIUM, with
F. Avram, 2005-2006
- Distributions of stochastic
characteristics in extreme value
theory,
KBN 1P03A03128, with K. Debicki, 2005-2007
- Analysis of stochastic characteristics in extreme
value theory,
KBN 5P03A02120, with K. Debicki, 2001-2003
- Bounds for steady-state buffer content in the fluid
models,
KBN 2 P03A02414, 1998-2000
- Fluid models,
University of Wroclaw, 1997