| Publication | Date of Publication | Type |
|---|
| A decomposition property for an \(M^X / G / 1\) queue with vacations | 2023-08-28 | Paper |
| Busy periods for queues alternating between two modes | 2023-07-25 | Paper |
| Optimal strategies in a production inventory control model | 2023-07-04 | Paper |
| A dual risk model with additive and proportional gains: ruin probability and dividends | 2023-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5060544 | 2023-01-10 | Paper |
| Life Insurance Mathematics with Random Life Tables | 2022-02-11 | Paper |
| Pricing a Heterogeneous Portfolio Based on a Demand Function | 2022-01-19 | Paper |
| The Omega-model with two bankruptcy rates | 2021-10-13 | Paper |
| Parisian ruin with Erlang delay and a lower bankruptcy barrier | 2020-05-04 | Paper |
| Ruin probability in the dual risk model with two revenue streams | 2019-06-11 | Paper |
| The dual risk model with dividends taken at arrival | 2018-11-19 | Paper |
| A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function | 2018-09-26 | Paper |
| Parisian ruin in the dual model with applications to the \(G/M/1\) queue | 2018-02-15 | Paper |
| General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes | 2017-07-05 | Paper |
| A state dependent reinsurance model | 2017-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965071 | 2017-02-27 | Paper |
| Four proofs of Gittins' multiarmed bandit theorem | 2016-11-09 | Paper |
| Optimal Allocation of Machines to Distinguishable Repairmen in Order to Maximize Some Reward Functions | 2016-05-23 | Paper |
| The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process | 2015-10-30 | Paper |
| The time to ruin and the number of claims until ruin for phase-type claims | 2014-04-10 | Paper |
| A Markov Additive Risk Process with a Dividend Barrier | 2013-07-11 | Paper |
| Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors | 2013-06-26 | Paper |
| Asymptotic analysis of a risk process with high dividend barrier | 2012-02-10 | Paper |
| Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios | 2011-02-22 | Paper |
| On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach | 2009-09-13 | Paper |
| Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level | 2009-06-15 | Paper |
| Dependence in failure times due to environmental factors | 2009-03-02 | Paper |
| Availability of inspected systems subject to shocks - A matrix algorithmic approach | 2009-01-22 | Paper |
| On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps | 2008-07-21 | Paper |
| Preventive maintenance for inspected systems with additive subexponential shock magnitudes | 2008-06-18 | Paper |
| COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS | 2008-03-13 | Paper |
| Association and heterogeneity of insured lifetimes in the Lee–Carter framework | 2007-12-16 | Paper |
| Supermodular comparison of time-to-ruin random vectors | 2007-08-17 | Paper |
| Heterogeneity and the need for capital in the individual model | 2007-05-29 | Paper |
| Insurance contracts portfolios with heterogenous parametric life distributions | 2007-05-29 | Paper |
| Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure | 2007-05-23 | Paper |
| A Note on Stochastic Scheduling on a Single Machine Subject to Breakdown–The Preemptive Repeat Model | 2007-01-19 | Paper |
| Monotonicity results for portfolios with heterogeneous claims arrival processes | 2006-08-14 | Paper |
| Generalized Life Insurance: Ruin Probabilities | 2006-05-24 | Paper |
| On risk dependence and mrl ordering | 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 | 2006-01-26 | Paper |
| The expected time to ruin in a risk process with constant barrier via martingales | 2006-01-10 | Paper |
| Comparison Between Future Lifetime Distribution and Its Approximations | 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 | 2005-10-17 | Paper |
| Insurance contracts portfolios with heterogeneous insured ages | 2004-11-29 | Paper |
| Upper bounds on the expected time to ruin and on the expected recovery time | 2004-09-24 | Paper |
| Analysis of R-out-of-N repairable systems: the case of phase-type distributions | 2004-05-27 | Paper |
| Comparison of maintenance policies with monotone failure rate distributions | 2004-03-16 | Paper |
| Life Insurance Policies with Statistical Heterogeneous Population | 2004-03-16 | Paper |
| Analysis of heterogeneous endowment policies portfolios under fractional approximations. | 2004-02-14 | Paper |
| A comparison between homogeneous and heterogeneous portfolios. | 2003-11-16 | Paper |
| Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. | 2003-11-16 | Paper |
| Properties of the power family of fractional age approximations. | 2003-11-16 | Paper |
| Ordering ruin probabilities for dependent claim streams. | 2003-11-16 | Paper |
| On the availability ofR out ofN repairable systems | 2003-04-02 | Paper |
| Jointly optimal allocation of a repairman and optimal control of service rate for machine repairman problem | 2002-08-18 | Paper |
| Optimal Routing of Customers to Two Parallel Heterogeneous Servers: The Case of IHR Service Times | 2002-08-15 | Paper |
| THE DEFERRAL OPTION IN LONG-TERM-CARE INSURANCE | 2002-04-17 | Paper |
| An algorithm evaluating generalized life insurance programs | 2002-04-11 | Paper |
| OPTIMAL REPAIR OF A SERIES SYSTEM WITH FIXED REPAIR TIMES | 1999-01-01 | Paper |
| Stochastic comparisons for fork-join queues with exponential processing times | 1998-09-20 | Paper |
| Optimal policies for machine repairmen problems | 1995-05-01 | Paper |
| On the optimal assignment of servers in a two stations tandem queue with no intermediate waiting room | 1993-08-16 | Paper |
| On the optimality of static policy in stochastic open shop | 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 | 1989-01-01 | Paper |
| Exponentially distributed jobshop scheduling problems. | 1988-01-01 | Paper |
| A Stochastic Scheduling Problem with Intree Precedence Constraints | 1988-01-01 | Paper |
| Stochastic flowshop no-wait scheduling | 1985-01-01 | Paper |
| Three-machine flowshop stochastic scheduling to minimize distribution of schedule length | 1985-01-01 | Paper |
| A stochastic permutation-flowshop scheduling problem minimizing in distribution the schedule length | 1984-01-01 | Paper |
