| Publication | Date of Publication | Type |
|---|
A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
A semi-explicit density function for Kulkarni's bivariate phase-type distribution
Stochastic Models | 2016-08-25 | Paper |
The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates
Journal of Applied Probability | 2013-06-26 | Paper |
Threshold dividend strategies for a Markov-additive risk model
European Actuarial Journal | 2013-02-06 | Paper |
Exit problems for reflected Markov-modulated Brownian motion
Journal of Applied Probability | 2012-10-29 | Paper |
Occupation times for Markov-modulated Brownian motion
Journal of Applied Probability | 2012-07-08 | Paper |
A quintuple law for Markov additive processes with phase-type jumps
Journal of Applied Probability | 2010-07-20 | Paper |
Perturbed Risk Processes Analyzed as Fluid Flows
Stochastic Models | 2009-09-18 | Paper |
First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
Journal of Applied Probability | 2008-11-13 | Paper |
The use of vector-valued martingales in risk theory
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2008-10-21 | Paper |
Continuity of the \(M/G/c\) queue
Queueing Systems | 2008-09-12 | Paper |
The surplus prior to ruin and the deficit at ruin for a correlated risk process
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Applying Foster's criteria to a \(GI/PH/1\) queueing system
Cybernetics and Systems Analysis | 2007-07-05 | Paper |
Threshold policies for controlled retrial queues with heterogeneous servers
Annals of Operations Research | 2006-10-11 | Paper |
Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
ASTIN Bulletin | 2006-10-04 | Paper |
Risk processes analyzed as fluid queues
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
| An Introduction to Queueing Theory and Matrix-Analytic Methods | 2006-03-24 | Paper |
An EM algorithm for platoon arrival processes in discrete time
Operations Research Letters | 2005-08-25 | Paper |
Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution
Queueing Systems | 2003-10-27 | Paper |
| scientific article; zbMATH DE number 1995695 (Why is no real title available?) | 2003-10-22 | Paper |
ON THE MAP/G/1 QUEUE WITH LEBESGUE-DOMINATED SERVICE TIME DISTRIBUTION AND LCFS PREEMPTIVE REPEAT SERVICE DISCIPLINE
Stochastic Models | 2003-06-18 | Paper |
An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure
Annals of Operations Research | 2003-05-04 | Paper |
| scientific article; zbMATH DE number 1904082 (Why is no real title available?) | 2003-05-04 | Paper |
A retrial BMAP/PH/N system
Queueing Systems | 2002-05-28 | Paper |
On Markov-additive jump processes
Queueing Systems | 2002-04-23 | Paper |
The periodic BMAP/PH/c queue
Queueing Systems | 2001-07-19 | Paper |
