| Publication | Date of Publication | Type |
|---|
Reliability analysis of a \(K\)-out-of-\(N\) system with random rate of repair
Probability in the Engineering and Informational Sciences | 2026-02-26 | Paper |
Options pricing with Markov regime switching Heston volatility Hull-White interest rates and stochastic intensity
Probability in the Engineering and Informational Sciences | 2026-02-26 | Paper |
Convergences for a virus-like evolving population driven by mutually-exciting Hawkes processes
Journal of Mathematical Analysis and Applications | 2026-01-15 | Paper |
Asymptotic analysis of discrete-time Hawkes process
Journal of Mathematical Analysis and Applications | 2025-12-29 | Paper |
Numerical optimisation of loss system with retrial phenomenon in cellular networks
International Journal of Operational Research | 2025-12-16 | Paper |
On the time-dependent solution of fluid models driven by an \(M/M/1\) queue using a probabilistic approach
International Journal of Operational Research | 2025-12-16 | Paper |
Reliability analysis of anti-UAV systems: an analytical approach
Opsearch | 2025-12-03 | Paper |
Vulnerable power exchange options with liquidity risk
Physica A | 2025-08-19 | Paper |
Study of discrete-time Hawkes process and its compensator
Statistics & Probability Letters | 2024-09-16 | Paper |
Transient analysis of a modified differentiated vacation queueing system for energy-saving in WiMAX
Methodology and Computing in Applied Probability | 2024-08-19 | Paper |
Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
Hedging and utility valuation of a defaultable claim driven by Hawkes processes
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Optimal investment-disinvestment choices in health-dependent variable annuity
Insurance Mathematics & Economics | 2024-07-17 | Paper |
Performability analysis of a MMAP [2/ PH [2]/ S model with PH retrial times]
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics
International Transactions in Operational Research | 2023-11-17 | Paper |
Energy efficiency in a base station of 5G cellular networks using \(M/G/1\) queue with multiple sleeps and \(N\)-policy
Methodology and Computing in Applied Probability | 2023-07-13 | Paper |
Limit theorems for an extended inverse Hawkes process with general exciting functions
Statistics & Probability Letters | 2023-07-04 | Paper |
Estimation of mortality rate of COVID-19 in India using SEIRD model
Opsearch | 2023-06-26 | Paper |
Analysis of a model of batch arrival single server queue with random vacation policy
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
| Cost analysis of a MAP/PH/S performability model with PH retrial times using simulated annealing method | 2021-05-28 | Paper |
| Numerical optimization of loss system with retrial phenomenon in cellular networks | 2021-05-27 | Paper |
Markov chain model with catastrophe to determine mean time to default of credit risky assets
Journal of Statistical Physics | 2018-02-15 | Paper |
On the study of simultaneous service by random number of servers with retrial and preemptive priority
International Journal of Operational Research | 2017-05-31 | Paper |
Performance analysis of voice over internet protocol via non Markovian loss system with preemptive priority and server break down
Opsearch | 2016-05-30 | Paper |
A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
Journal of Statistical Physics | 2015-11-19 | Paper |
Stochastic modeling for delay analysis of a VoIP network
Annals of Operations Research | 2015-11-09 | Paper |
| Introduction to probability and stochastic processes with applications. | 2012-06-06 | Paper |
A fluid queue modulated by two independent birth-death processes
Computers & Mathematics with Applications | 2011-02-13 | Paper |
Transient solution of a two-processor heterogeneous system
Mathematical and Computer Modelling | 2001-03-25 | Paper |
