Steve Drekic

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Person:168996

Available identifiers

zbMath Open drekic.steveMaRDI QIDQ168996

List of research outcomes

PublicationDate of PublicationType
A relative-rank measure for the rank transformation2023-12-14Paper
Time-Dependent Analysis of Some Infinite Server Queues with Bulk Poisson Arrivals2023-05-09Paper
“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model,” David Landriault and Gordon Willmot, Volume 13, No. 2, 20092022-02-11Paper
The unobserved waiting customer approximation2022-01-24Paper
Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model2022-01-19Paper
“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 20052021-12-22Paper
On the number of trials needed to obtain \(k\) consecutive successes2021-11-12Paper
A 2-class maintenance model with dynamic server behavior2020-03-27Paper
On a 2-class polling model with reneging and \(k_i\)-limited service2019-03-06Paper
A threshold-based risk process with a waiting period to pay dividends2019-02-05Paper
Waiting time distributions in the preemptive accumulating priority queue2017-03-30Paper
Controlling the workload of M/G/1 queues via the \(q\)-policy2016-10-06Paper
On a general mixed priority queue with server discretion2016-08-25Paper
A model for deceased-donor transplant queue waiting times2015-03-18Paper
Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model2012-06-20Paper
Symbolic Computation of Moments in Priority Queues2012-05-30Paper
Reducing Delay in Preemptive Repeat Priority Queues2009-07-03Paper
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches2009-06-25Paper
Analysis of a threshold dividend strategy for a MAP risk model2009-02-28Paper
On the analysis of a multi-threshold Markovian risk model2009-02-28Paper
Algorithmic Analysis of the Sparre Andersen Model in Discrete Time2009-01-28Paper
Multiple eigenvalues in spectral analysis for solving QBD processes2008-08-20Paper
https://portal.mardi4nfdi.de/entity/Q54393012008-02-08Paper
Equilibrium compound distributions and stop-loss moments2007-12-16Paper
The surplus prior to ruin and the deficit at ruin for a correlated risk process2007-12-16Paper
On the Distribution of the Deficit at Ruin when Claims are Phase-type2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q53085822007-09-28Paper
The deficit at ruin in the stationary renewal risk model2006-05-24Paper
On the Moments of the Time of Ruin with Applications to Phase-Type Claims2006-01-06Paper
A preemptive priority queue with balking2005-09-02Paper
On the Density and Moments of the Time of Ruin with Exponential Claims2005-03-30Paper
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.2004-05-27Paper
Symbolic calculation of the moments of the time of ruin.2004-05-27Paper
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.2004-02-14Paper
Hypothesis testing for the generalized multivariate modified Bessel model2003-09-01Paper
An eigenvalue approach to analyzing a finite source priority queueing model2003-05-04Paper
On the transient analysis of the \(M^X/M/\infty\) queue2002-09-03Paper
Interdeparture time distributions in \(\Sigma_{i}\text{M}_i\)/G\(_{i}\)/1 priority queues2001-04-03Paper
An analytical solution for a tandem queue with blocking2001-04-03Paper
Threshold-based interventions to optimize performance in preemptive priority queues2000-11-22Paper
https://portal.mardi4nfdi.de/entity/Q43797571998-03-04Paper

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