Soohan Ahn

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion	2024-11-26	Paper
Markov-modulated fluid flow model with server maintenance period	2022-04-27	Paper
Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution	2020-07-03	Paper
Exact time-dependent solutions for the $M / D / 1$ queue	2019-01-11	Paper
A workload factorization for BMAP/G/1 vacation queues under variable service speed	2018-08-27	Paper
An IBNR-RBNS insurance risk model with marked Poisson arrivals	2018-04-12	Paper
Parameter estimation of the Pareto distribution using a pivotal quantity	2017-08-16	Paper
A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion	2017-04-13	Paper
Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps	2017-02-09	Paper
Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: formulas driven by the minimal solution matrix of a Riccati equation	2016-08-08	Paper
Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation	2015-08-07	Paper
Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs	2014-08-11	Paper
A transient analysis of Markov fluid models with jumps	2014-08-04	Paper
A new class of models for heavy tailed distributions in finance and insurance risk	2014-04-10	Paper
Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies	2013-07-29	Paper
A MAP-modulated fluid flow model with multiple vacations	2013-04-08	Paper
A Markov-modulated fluid flow queueing model under $D$-policy	2012-12-19	Paper
Duality results for Markov-modulated fluid flow models	2011-10-25	Paper
Taboo probability on a simple fluid flow model	2009-10-30	Paper
A factorization property for $BMAP/G/1$ vacation queues under variable service speed	2008-06-11	Paper
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals	2007-09-21	Paper
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier	2007-06-14	Paper
Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments	2007-06-04	Paper
Steady state analysis of finite fluid flow models using finite QBDs	2005-11-07	Paper
Efficient algorithms for transient analysis of stochastic fluid flow models	2005-10-18	Paper
Bilateral Phase Type Distributions	2005-07-27	Paper
Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue	2004-02-26	Paper
Fluid Flow Models and Queues—A Connection by Stochastic Coupling	2003-07-24	Paper
Analysis of the $M/D/1$-type queue based on an integer-valued first-order autoregressive process	2002-09-08	Paper
Analysis of G/D/1 queueing systems with inputs satisfying large deviation principle under weak* topology	2002-05-28	Paper

Research outcomes over time

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