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