The following pages link to Esther Frostig (Q333079):
Displaying 50 items.
- (Q238942) (redirect page) (← links)
- Four proofs of Gittins' multiarmed bandit theorem (Q333080) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- A stochastic permutation-flowshop scheduling problem minimizing in distribution the schedule length (Q796444) (← links)
- Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470) (← links)
- Dependence in failure times due to environmental factors (Q1004264) (← links)
- Single machine flow-time scheduling with a single breakdown (Q1111018) (← links)
- On the optimality of static policy in stochastic open shop (Q1186946) (← links)
- A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
- Properties of the power family of fractional age approximations. (Q1413345) (← links)
- Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
- Analysis of heterogeneous endowment policies portfolios under fractional approximations. (Q1423341) (← links)
- Jointly optimal allocation of a repairman and optimal control of service rate for machine repairman problem (Q1610152) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Insurance contracts portfolios with heterogeneous insured ages (Q1888900) (← links)
- Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
- On the optimal assignment of servers in a two stations tandem queue with no intermediate waiting room (Q2367034) (← links)
- A state dependent reinsurance model (Q2397864) (← links)
- Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
- The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
- On risk dependence and mrl ordering (Q2489796) (← links)
- Monotonicity results for portfolios with heterogeneous claims arrival processes (Q2499828) (← links)
- Availability of inspected systems subject to shocks - A matrix algorithmic approach (Q2519089) (← links)
- Analysis of \(R\) out of \(N\) systems with several repairmen, exponential life times and phase type repair times: an algorithmic approach (Q2569110) (← links)
- The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
- Supermodular comparison of time-to-ruin random vectors (Q2642480) (← links)
- THE DEFERRAL OPTION IN LONG-TERM-CARE INSURANCE (Q2784125) (← links)
- Optimal Allocation of Machines to Distinguishable Repairmen in Order to Maximize Some Reward Functions (Q2808297) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- (Q2965071) (← links)
- Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743) (← links)
- Scheduling on a single machine with a single breakdown to minimize stochastically the number of tardy jobs (Q3354454) (← links)
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734) (← links)
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
- A Note on Stochastic Scheduling on a Single Machine Subject to Breakdown–The Preemptive Repeat Model (Q3416018) (← links)
- Heterogeneity and the need for capital in the individual model (Q3440845) (← links)
- Insurance contracts portfolios with heterogenous parametric life distributions (Q3440869) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- Preventive maintenance for inspected systems with additive subexponential shock magnitudes (Q3505199) (← links)
- On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
- Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level (Q3632866) (← links)
- Stochastic flowshop no-wait scheduling (Q3685557) (← links)
- Three-machine flowshop stochastic scheduling to minimize distribution of schedule length (Q3712110) (← links)
- Exponentially distributed jobshop scheduling problems. (Q3802871) (← links)
- Optimal policies for machine repairmen problems (Q4274460) (← links)
- Stochastic comparisons for fork-join queues with exponential processing times (Q4358597) (← links)
- Comparison of maintenance policies with monotone failure rate distributions (Q4455502) (← links)
- Life Insurance Policies with Statistical Heterogeneous Population (Q4455896) (← links)
