K. Kępczyński, Asymptotics of functionals of Gaussian and Lévy processes with a view towards risk and queueing models, doctoral dissertation (2025).
K. Kępczyński, Running supremum of Brownian motion in dimension 2: exact and asymptotic results, Stochastic Models (2021).
K. Kępczyński, Proportional reinsurance for fractional Brownian risk model, Silesian Statistical Review 24(18) (2020), 149-162.