scientific article; zbMATH DE number 3301915

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(82)

Risk models in insurance and epidemics: a bridge through randomized polynomials
A generalized ratio identity
The perturbed dual risk model with constant interest and a threshold dividend strategy
Ruin probabilities for risk models with ordered claim arrivals
A direct approach to sojourn times in a busy period of an \(M/M/1\) queue
Path properties of processes with independent and interchangeable increments
Some martingales related to cumulative sum tests and single-server queues
On the maximal content of a dam and logarithmic concave renewal functions
Moment inequalities for a class of stochastic systems
Ballot theorems revisited
Busy period analysis of queue: lattice path approach
Transient behavior of the M/M/1 queue: Starting at the origin
Deep factorisation of the stable process. II: Potentials and applications
Lattice path approach for busy period density of \(GIa/Gb/1\) queues using \(C_{2}\) Coxian distributions
Parisian ruin for the dual risk process in discrete-time
Analytically closed-form solutions for the distribution of a number of customers served during a busy period for special cases of the \(GEO/G/1\) queue
Combinatorial approach to Markovian queueing models
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Non-coincidence probabilities and the time-dependent behavior of tandem queues with deterministic input.
On finite-time ruin probabilities in a generalized dual risk model with dependence
Occupation densities in solving exit problems for Markov additive processes and their reflections
Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload
Obituary: Lajos Takács (1924--2015)
A base-stock inventory model with service differentiation and response time guarantees
Combinatorial approach to the description of random fields
Optimal dividends in the dual model
Duality in ruin problems for ordered risk models
The busy periods of some queueing systems
Applications of the continuous-time ballot theorem to Brownian motion and related processes.
A renewal integral equation related to a multiple cold standby system.
Reliability analysis of a renewable multiple cold standby system.
On the dual risk model with tax payments
On a dual model with a dividend threshold
The minimum of an additive process with applications to signal estimation and storage theory
Lattice path combinatorics and linear probing
Some comparison results for finite-time ruin probabilities in the classical risk model
Analysis of a stochastic multiplexer with generalized periodic sources
Transition densities of spectrally positive Lévy processes
On the one-commodity pickup-and-delivery traveling salesman problem with stochastic demands
Stable Lévy motion approximation in collective risk theory
Lattice path approach for busy period density of \(M/G/1\) queues using \(C_{3}\) Coxian distribution
Simple reaction time with Markovian evolution of Gaussian discriminal processes
Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
The expected wet period of finite dam with exponential inputs.
Calculation of the probability of eventual ruin by Beekman's convolution series
Point availability of a robot-safety device
Dividend problems in the dual risk model
The cycle lemma and some applications
Adaptive control strategies and dependence of finite time ruin on the premium loading
On some joint distributions in fluctuation theory
Risk theory insight into a zone-adaptive control strategy
Invariance principle for fragmentation processes derived from conditioned stable Galton-Watson trees
On Kolmogorov-Smirnov-type tests for symmetry
Analytical best upper bounds on stop-loss premiums
Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
A new look at the homogeneous risk model
Some hypothesis tests based on random projection
A new approach to the Lindley recursion
Potential method in the limit problems for the processes with independent increments
Some advances on the Erlang(\(n\)) dual risk model
Log-concavity of compound distributions with applications in stochastic optimization
Short proofs in extrema of spectrally one sided Lévy processes
On the safety stock problem for random delivery processes
Lattice path approach to transient solution of \(M/M/1\) with (\(0,k\)) control policy
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Hitting straight lines by compound Poisson process paths
Equitable solvent controls in a multi-period game model of risk
Continuous branching processes and spectral positivity
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
On a generalization of polynomials in the ballot problem
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion
Inversed martingales in risk theory
Inequality extensions of Prabhu's formula in ruin theory
On the Hungarian inventory control model
Estimates for the probability of ruin starting with a large initial reserve
On the tail behaviour of quantile processes
On the dual risk model with Parisian implementation delays in dividend payments
Gould series distributions with applications to fluctuations of sums of random variables
Random trees in queueing systems with deadlines
Ruin probability by operational calculus

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