The following pages link to Steve Drekic (Q168996):
Displaying 41 items.
- Controlling the workload of M/G/1 queues via the \(q\)-policy (Q319160) (← links)
- Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (Q429984) (← links)
- Waiting time distributions in the preemptive accumulating priority queue (Q518869) (← links)
- Multiple eigenvalues in spectral analysis for solving QBD processes (Q937161) (← links)
- Hypothesis testing for the generalized multivariate modified Bessel model (Q1403423) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- Threshold-based interventions to optimize performance in preemptive priority queues (Q1587114) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- On a 2-class polling model with reneging and \(k_i\)-limited service (Q1730715) (← links)
- An eigenvalue approach to analyzing a finite source priority queueing model (Q1872049) (← links)
- The unobserved waiting customer approximation (Q2070681) (← links)
- On the number of trials needed to obtain \(k\) consecutive successes (Q2244468) (← links)
- A model for deceased-donor transplant queue waiting times (Q2263381) (← links)
- A 2-class maintenance model with dynamic server behavior (Q2307321) (← links)
- A preemptive priority queue with balking (Q2387224) (← links)
- On a general mixed priority queue with server discretion (Q2816628) (← links)
- Symbolic Computation of Moments in Priority Queues (Q2884536) (← links)
- Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
- On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches (Q3634585) (← links)
- Reducing Delay in Preemptive Repeat Priority Queues (Q3634988) (← links)
- (Q4379757) (← links)
- On the Density and Moments of the Time of Ruin with Exponential Claims (Q4661670) (← links)
- “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 (Q5018711) (← links)
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model,” David Landriault and Gordon Willmot, Volume 13, No. 2, 2009 (Q5029079) (← links)
- (Q5308582) (← links)
- Equilibrium compound distributions and stop-loss moments (Q5430549) (← links)
- The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559) (← links)
- On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572) (← links)
- (Q5439301) (← links)
- The deficit at ruin in the stationary renewal risk model (Q5467660) (← links)
- Algorithmic Analysis of the Sparre Andersen Model in Discrete Time (Q5505901) (← links)
- On the Moments of the Time of Ruin with Applications to Phase-Type Claims (Q5716023) (← links)
- Interdeparture time distributions in \(\Sigma_{i}\text{M}_i\)/G\(_{i}\)/1 priority queues (Q5928744) (← links)
- An analytical solution for a tandem queue with blocking (Q5928754) (← links)
- On the transient analysis of the \(M^X/M/\infty\) queue (Q5939603) (← links)
- A relative-rank measure for the rank transformation (Q6067024) (← links)
- Time-Dependent Analysis of Some Infinite Server Queues with Bulk Poisson Arrivals (Q6160221) (← links)
