| Publication | Date of Publication | Type |
|---|
A decomposition property for an \(M^X / G / 1\) queue with vacations
Indagationes Mathematicae. New Series | 2023-08-28 | Paper |
Busy periods for queues alternating between two modes
Methodology and Computing in Applied Probability | 2023-07-25 | Paper |
Optimal strategies in a production inventory control model
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
A dual risk model with additive and proportional gains: ruin probability and dividends
Advances in Applied Probability | 2023-05-05 | Paper |
| scientific article; zbMATH DE number 7640330 (Why is no real title available?) | 2023-01-10 | Paper |
Life insurance mathematics with random life tables
North American Actuarial Journal | 2022-02-11 | Paper |
Pricing a heterogeneous portfolio based on a demand function
North American Actuarial Journal | 2022-01-19 | Paper |
The Omega-model with two bankruptcy rates
Stochastic Models | 2021-10-13 | Paper |
Parisian ruin with Erlang delay and a lower bankruptcy barrier
Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
Ruin probability in the dual risk model with two revenue streams
Operations Research Letters | 2019-06-11 | Paper |
The dual risk model with dividends taken at arrival
Insurance Mathematics & Economics | 2018-11-19 | Paper |
A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function
Journal of Applied Probability | 2018-09-26 | Paper |
Parisian ruin in the dual model with applications to the \(G/M/1\) queue
Queueing Systems | 2018-02-15 | Paper |
General Marshall-Olkin models, dependence orders, and comparisons of environmental processes
Springer Proceedings in Mathematics & Statistics | 2017-07-05 | Paper |
A state dependent reinsurance model
Insurance Mathematics & Economics | 2017-05-24 | Paper |
| Shifts in interest rate and common shock model for coupled lives | 2017-02-27 | Paper |
Four proofs of Gittins' multiarmed bandit theorem
Annals of Operations Research | 2016-11-09 | Paper |
Optimal allocation of machines to distinguishable repairmen in order to maximize some reward functions
Probability in the Engineering and Informational Sciences | 2016-05-23 | Paper |
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
Journal of Applied Probability | 2015-10-30 | Paper |
The time to ruin and the number of claims until ruin for phase-type claims
Insurance Mathematics & Economics | 2014-04-10 | Paper |
A Markov additive risk process with a dividend barrier
Advances in Applied Probability | 2013-07-11 | Paper |
Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors
Journal of Applied Probability | 2013-06-26 | Paper |
Asymptotic analysis of a risk process with high dividend barrier
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
ASTIN Bulletin | 2009-09-13 | Paper |
Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
ASTIN Bulletin | 2009-06-15 | Paper |
Dependence in failure times due to environmental factors
Statistics & Probability Letters | 2009-03-02 | Paper |
Availability of inspected systems subject to shocks - A matrix algorithmic approach
European Journal of Operational Research | 2009-01-22 | Paper |
On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps
Stochastic Models | 2008-07-21 | Paper |
Preventive maintenance for inspected systems with additive subexponential shock magnitudes
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS
Probability in the Engineering and Informational Sciences | 2008-03-13 | Paper |
Association and heterogeneity of insured lifetimes in the Lee–Carter framework
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Supermodular comparison of time-to-ruin random vectors
Methodology and Computing in Applied Probability | 2007-08-17 | Paper |
Heterogeneity and the need for capital in the individual model
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Insurance contracts portfolios with heterogenous parametric life distributions
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
Insurance Mathematics & Economics | 2007-05-23 | Paper |
A Note on Stochastic Scheduling on a Single Machine Subject to Breakdown–The Preemptive Repeat Model
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Monotonicity results for portfolios with heterogeneous claims arrival processes
Insurance Mathematics & Economics | 2006-08-14 | Paper |
Generalized Life Insurance: Ruin Probabilities
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
On risk dependence and mrl ordering
Statistics & Probability Letters | 2006-04-28 | Paper |
On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
Journal of Applied Probability | 2006-01-26 | Paper |
The expected time to ruin in a risk process with constant barrier via martingales
Insurance Mathematics & Economics | 2006-01-10 | Paper |
Comparison Between Future Lifetime Distribution and Its Approximations
North American Actuarial Journal | 2006-01-05 | Paper |
Analysis of R out of N systems with several repairmen, exponential life times and phase type repair times: an algorithmic approach
European Journal of Operational Research | 2005-10-17 | Paper |
Insurance contracts portfolios with heterogeneous insured ages
Insurance Mathematics & Economics | 2004-11-29 | Paper |
Upper bounds on the expected time to ruin and on the expected recovery time
Advances in Applied Probability | 2004-09-24 | Paper |
Analysis of <i>R</i>-out-of-<i>N</i> repairable systems: the case of phase-type distributions
Advances in Applied Probability | 2004-05-27 | Paper |
Life Insurance Policies with Statistical Heterogeneous Population
Scandinavian Actuarial Journal | 2004-03-16 | Paper |
Comparison of maintenance policies with monotone failure rate distributions
Applied Stochastic Models in Business and Industry | 2004-03-16 | Paper |
Analysis of heterogeneous endowment policies portfolios under fractional approximations.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
A comparison between homogeneous and heterogeneous portfolios.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Ordering ruin probabilities for dependent claim streams.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Properties of the power family of fractional age approximations.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the availability ofR out ofN repairable systems
Naval Research Logistics | 2003-04-02 | Paper |
Jointly optimal allocation of a repairman and optimal control of service rate for machine repairman problem
European Journal of Operational Research | 2002-08-18 | Paper |
Optimal Routing of Customers to Two Parallel Heterogeneous Servers: The Case of IHR Service Times
Operations Research | 2002-08-15 | Paper |
The deferral option in long-term-care insurance
Probability in the Engineering and Informational Sciences | 2002-04-17 | Paper |
An algorithm evaluating generalized life insurance programs
Methodology and Computing in Applied Probability | 2002-04-11 | Paper |
OPTIMAL REPAIR OF A SERIES SYSTEM WITH FIXED REPAIR TIMES
Probability in the Engineering and Informational Sciences | 1999-01-01 | Paper |
Stochastic comparisons for fork-join queues with exponential processing times
Journal of Applied Probability | 1998-09-20 | Paper |
Optimal policies for machine repairmen problems
Journal of Applied Probability | 1995-05-01 | Paper |
On the optimal assignment of servers in a two stations tandem queue with no intermediate waiting room
Operations Research Letters | 1993-08-16 | Paper |
On the optimality of static policy in stochastic open shop
Operations Research Letters | 1992-06-28 | Paper |
| Scheduling on a single machine with a single breakdown to minimize stochastically the number of tardy jobs | 1991-01-01 | Paper |
Single machine flow-time scheduling with a single breakdown
Acta Informatica | 1989-01-01 | Paper |
A Stochastic Scheduling Problem with Intree Precedence Constraints
Operations Research | 1988-01-01 | Paper |
Exponentially distributed jobshop scheduling problems.
Communications in Statistics. Stochastic Models | 1988-01-01 | Paper |
Stochastic flowshop no-wait scheduling
Journal of Applied Probability | 1985-01-01 | Paper |
Three-machine flowshop stochastic scheduling to minimize distribution of schedule length
Naval Research Logistics Quarterly | 1985-01-01 | Paper |
A stochastic permutation-flowshop scheduling problem minimizing in distribution the schedule length
Operations Research Letters | 1984-01-01 | Paper |
