Jacek Wszoła

collaborators

3 papers

math.SP2026

Generalised eigenvector expansion of infinite Toeplitz matrices with absolutely/completely monotone entries

Mateusz Kwaśnicki, Jacek Wszoła

We study the spectral theory of infinite Toeplitz matrices $T = (a_{k - l})$ under the assumption that $(a_{k})$ and $(a_{- k})$ are completely monotone sequences. We derive expressio…

q-fin.PR2025

Design and valuation of multi-region CoCoCat bonds

Jacek Wszoła, Krzysztof Burnecki, Marek Teuerle +1

This paper introduces a novel multidimensional insurance-linked instrument: a contingent convertible bond (CoCoCat bond) whose conversion trigger is activated by predefined natural…

math.PR2025

First passage locations for two-dimensional lattice random walks and the bell-shape

Jacek Wszoła

Let $(X_{n}, Y_{n})$ be a two-dimensional diagonal random walk on the lattice $Z^{2}$ , with transition probabilities depending only on the position of $Y_{n}$ . In this paper, we s…