List of international seminars on stability problems for
stochastic models ............................................... 9
XXVIII International Seminar on Stability Problems for
Stochastic Models .............................................. 10
List of participants ........................................ 11-12
K. Binkowski and A. Kozek
Models for option pricing based on empirical charac
teristic function of returns ............................. 13-26
R.A. Korolev and V.E. Bening
On the power of an asymptotically optimal test for
the case of Laplace distribution ......................... 27-38
T.J. Kozubowski
Geometric infinite divisibility, stability, and self-
similarity: an overview .................................. 39-65
R.M. Łochowski
Truncated variation, upward truncated variation and
downward truncated variation of Brownian motion with
drift-their mean value and their applications ............ 67-78
G. Mazurkiewicz
On the infinite divisibility of scale mixtures of
symmetric a-stable distributions, α  E (0,1] ............ 79-82
J.P. Nolan
Metrics for multivariate stable distributions ........... 83-102
J. Olejnik
On Paszkiewicz-type criterion for a.e. continuity of
processes in Lp-spaces ................................. 103-110
E. Omey and J. Segers
Generalised regular variation of arbitrary order ....... 111-137
A. Paszkiewicz and J. Olejnik
Reinsurance-a new approach ............................. 139-151
J. Rosiński and J.L. Sinclair
Generalized tempered stable processes .................. 153-170
M. Seweryn
Almost sure limit theorems for dependent random
variables .............................................. 171-178
K. Szajowski
Optimal stopping of a 2-vector risk process ............ 179-191
W. Szatzschneider and T. Kwiatkowska
Principal-Agent approach to environ mental
improvements policies .................................. 193-201
D. Szynal
Goodness-of-fit tests derived from characterizations
of continuous distributions ............................ 203-223
S. Takenaka
Stable random fields and geometry ...................... 225 241
Z. Volkovich, D. Toledano-Kitai and R. Avros
On analytical properties of generalized convolutions ... 243-274
O. Yanushkevichiene
Asymptotic rate of convergence in the degenerate
U-statistics of second order ........................... 275-284
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