Zbigniew Michna

496 total citations
30 papers, 252 citations indexed

About

Zbigniew Michna is a scholar working on Finance, Management Science and Operations Research and Mathematical Physics. According to data from OpenAlex, Zbigniew Michna has authored 30 papers receiving a total of 252 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 14 papers in Management Science and Operations Research and 12 papers in Mathematical Physics. Recurrent topics in Zbigniew Michna's work include Stochastic processes and financial applications (15 papers), Probability and Risk Models (13 papers) and Financial Risk and Volatility Modeling (12 papers). Zbigniew Michna is often cited by papers focused on Stochastic processes and financial applications (15 papers), Probability and Risk Models (13 papers) and Financial Risk and Volatility Modeling (12 papers). Zbigniew Michna collaborates with scholars based in Poland, Denmark and Switzerland. Zbigniew Michna's co-authors include Peter Nielsen, Krzysztof Dȩbicki, Tomasz Rolski, Aleksander Weron, Stephen Michael Disney, Hansjörg Furrer, Igor Rychlik, Izabela Nielsen, Enkelejd Hashorva and Aleksander Janicki and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Omega and Journal of Applied Probability.

In The Last Decade

Zbigniew Michna

25 papers receiving 222 citations

Peers

Zbigniew Michna

MSOR

FINAN

MIS

DEMOG

Masahiko Egami Japan

Budhi Surya New Zealand

Shlomo Levental United States

S⊘ren Asmussen Denmark

Xuewei Yang China

Hansjörg Furrer Switzerland

Peter Lakner United States

Wulin Suo Canada

R. H. Liu United States

Andrew Cheuk-Yin Ng Hong Kong

Masahiko Egami Japan

Zbigniew Michna

187 ×1.4

MSOR

237 ×1.7

FINAN

47 ×0.6

MIS

23 ×0.4

124 ×3.1

DEMOG

Citations per year, relative to Zbigniew Michna Zbigniew Michna (= 1×) peers Masahiko Egami

Countries citing papers authored by Zbigniew Michna

Since Specialization

Citations

This map shows the geographic impact of Zbigniew Michna's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Zbigniew Michna with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Zbigniew Michna more than expected).

Fields of papers citing papers by Zbigniew Michna

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Zbigniew Michna. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Zbigniew Michna. The network helps show where Zbigniew Michna may publish in the future.

Co-authorship network of co-authors of Zbigniew Michna

This figure shows the co-authorship network connecting the top 25 collaborators of Zbigniew Michna. A scholar is included among the top collaborators of Zbigniew Michna based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Zbigniew Michna. Zbigniew Michna is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Dȩbicki, Krzysztof, Enkelejd Hashorva, & Zbigniew Michna. (2024). On Berman Functions. Methodology And Computing In Applied Probability. 26(1). 2–2. 1 indexed citations

Dȩbicki, Krzysztof, Enkelejd Hashorva, & Zbigniew Michna. (2020). Simultaneous ruin probability for two-dimensional brownian risk model. Journal of Applied Probability. 57(2). 597–612. 12 indexed citations

Nielsen, Peter, Zbigniew Michna, & Subrata Saha. (2020). A note on the stochastic nature of lead times in multi-echelon supply chains. International Journal of Logistics Systems and Management. 36(3). 399–399.

Dȩbicki, Krzysztof, Peng Liu, & Zbigniew Michna. (2019). Sojourn Times of Gaussian Processes with Trend. Journal of Theoretical Probability. 33(4). 2119–2166. 8 indexed citations

Michna, Zbigniew, Peter Nielsen, & Izabela Nielsen. (2018). The impact of stochastic lead times on the bullwhip effect – a theoretical insight. Production & Manufacturing Research. 6(1). 190–200. 10 indexed citations

Dȩbicki, Krzysztof, et al.. (2018). Approximation of Sojourn Times of Gaussian Processes. Methodology And Computing In Applied Probability. 21(4). 1183–1213. 9 indexed citations

Nielsen, Peter & Zbigniew Michna. (2018). Management and Production Engineering Review. Management and Production Engineering Review. 3 indexed citations

Nielsen, Peter, et al.. (2017). Lead Times – Their Behavior and the Impact on Planning and Control in Supply Chains. Management and Production Engineering Review. 8(2). 30–40. 7 indexed citations

Michna, Zbigniew, Zbigniew Palmowski, & Martijn Pistorius. (2015). The distribution of the supremum for spectrally asymmetric Lévy processes. Electronic Communications in Probability. 20(none). 4 indexed citations

10.

Michna, Zbigniew, Izabela Nielsen, & Peter Nielsen. (2013). The bullwhip effect in supply chains with stochastic lead times. 6 indexed citations

11.

Michna, Zbigniew. (2013). Explicit formula for the supremum distribution of a spectrally negative stable process. Electronic Communications in Probability. 18(none). 4 indexed citations

12.

Michna, Zbigniew. (2010). Formula for the supremum distribution of a spectrally positive -stable Lévy process. Statistics & Probability Letters. 81(2). 231–235. 5 indexed citations

13.

Michna, Zbigniew. (2008). Asymptotic Behavior of Anomalous Diffusions Driven by alpha -Stable Noise. AcPPB. 39(8). 1825. 1 indexed citations

14.

Michna, Zbigniew & Aleksander Weron. (2007). ASYMPTOTIC BEHAVIOR OF THE FINITE TIME RUIN PROBABILITY OF A GAMMA LÉVY PROCESS. RePEc: Research Papers in Economics. 1 indexed citations

15.

Michna, Zbigniew. (2007). Asymptotic behavior of the supremum tail probability for anomalous diffusions. Physica A Statistical Mechanics and its Applications. 387(2-3). 413–417. 1 indexed citations

16.

Michna, Zbigniew, et al.. (2003). Simulation of the Asymptotic Constant in Some Fluid Models. Stochastic Models. 19(3). 407–423. 25 indexed citations

17.

Michna, Zbigniew. (1999). On tail probabilities and first passage times for fractional Brownian motion. Mathematical Methods of Operations Research. 49(2). 335–354. 26 indexed citations

18.

Michna, Zbigniew. (1998). Self‐similar processes in collective risk theory. International Journal of Stochastic Analysis. 11(4). 429–448. 23 indexed citations

19.

Janicki, Aleksander, Zbigniew Michna, & Aleksander Weron. (1996). Approximation of stochastic differential equations driven by alpha-stable Levy motion. RePEc: Research Papers in Economics.

20.

Michna, Zbigniew & Igor Rychlik. (1995). The expected number of level crossings for certain symmetric α-stable processes. Communications in Statistics Stochastic Models. 11(1). 1–19. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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