2 citations · 7 across the 9 of their papers we have counts for
10 papers
Development and similarity of insurance markets of European Union countries after the enlargement in 2004
Anna Denkowska, Stanisław Wanat
The enlargement of the European Union to new countries in 2004 launched mechanisms supporting the development of various social and economic areas, as well as levelling the differe…
A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector
Anna Denkowska, Stanisław Wanat
In the present work we analyse the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis we assume that the stock quo…
On renormalized solutions to elliptic inclusions with nonstandard growth
Anna Denkowska, Piotr Gwiazda, Piotr Kalita
We study the elliptic inclusion given in the following divergence form \begin{align*} & -\mathrm{div}\, A(x,\nabla u) \ni f\quad \mathrm{in}\quad Ω, & u=0\quad \mathrm{on}\quad \pa…
A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector
Anna Denkowska, Stanisław Wanat
This work is an answer to the EIOPA 2017 report. It follows from the latter that in order to assess the potential systemic risk we should take into account the build-up of risk and…
Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees
Anna Denkowska, Stanisław Wanat
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results…
Dependencies and systemic risk in the European insurance sector: Some new evidence based on copula-DCC-GARCH model and selected clustering methods
Anna Denkowska, Stanisław Wanat
The subject of the present article is the study of correlations between large insurance companies and their contribution to systemic risk in the insurance sector. Our main goal is…
UPC condition with parameter for subanalytic sets
Anna Denkowska, Maciej P. Denkowski
In 1986 Pawłucki and Pleśniak introduced the notion of {\sl uniformly polynomially cuspidal} (UPC) sets and proved that every relatively compact and fat subanalytic subset of ${\Rz…
Linear programming on non-compact polytopes and the Kuratowski convergence with application in economics
Anna Denkowska, Maciej Denkowski, Marta Kornafel
The aims of this article are two-fold. First, we give a geometric characterization of the optimal basic solutions of the general linear programming problem (no compactness assumpti…
The Bernstein-Walsh-Siciak Theorem for analytic hypersurfaces
Anna Denkowska, Maciej P. Denkowski
As a first step towards a general set-theoretic counterpart of the remarkable Bernstein-Walsh-Siciak Theorem concerning the rapidity of polynomial approximation of a holomorphic fu…
The Kuratowski convergence of medial axes and conflict sets
Adam Białożyt, Anna Denkowska, Maciej P. Denkowski
This paper consists of two parts. In the first one we study the behaviour of medial axes (skeletons) of closed sets in a connected complete Riemannian manifold under…