| Publication | Date of Publication | Type |
|---|
A relative-rank measure for the rank transformation
Statistics & Probability Letters | 2023-12-14 | Paper |
Time-Dependent Analysis of Some Infinite Server Queues with Bulk Poisson Arrivals
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
“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
North American Actuarial Journal | 2022-02-11 | Paper |
The unobserved waiting customer approximation
Queueing Systems | 2022-01-24 | Paper |
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
North American Actuarial Journal | 2022-01-19 | Paper |
“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
North American Actuarial Journal | 2021-12-22 | Paper |
On the number of trials needed to obtain \(k\) consecutive successes
Statistics & Probability Letters | 2021-11-12 | Paper |
A 2-class maintenance model with dynamic server behavior
Top | 2020-03-27 | Paper |
On a 2-class polling model with reneging and \(k_i\)-limited service
Annals of Operations Research | 2019-03-06 | Paper |
A threshold-based risk process with a waiting period to pay dividends
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Waiting time distributions in the preemptive accumulating priority queue
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
Controlling the workload of M/G/1 queues via the \(q\)-policy
European Journal of Operational Research | 2016-10-06 | Paper |
On a general mixed priority queue with server discretion
Stochastic Models | 2016-08-25 | Paper |
A model for deceased-donor transplant queue waiting times
Queueing Systems | 2015-03-18 | Paper |
Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model
Methodology and Computing in Applied Probability | 2012-06-20 | Paper |
Symbolic computation of moments in priority queues
INFORMS Journal on Computing | 2012-05-30 | Paper |
Reducing Delay in Preemptive Repeat Priority Queues
Operations Research | 2009-07-03 | Paper |
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
ASTIN Bulletin | 2009-06-25 | Paper |
Analysis of a threshold dividend strategy for a MAP risk model
Scandinavian Actuarial Journal | 2009-02-28 | Paper |
On the analysis of a multi-threshold Markovian risk model
Scandinavian Actuarial Journal | 2009-02-28 | Paper |
Algorithmic Analysis of the Sparre Andersen Model in Discrete Time
ASTIN Bulletin | 2009-01-28 | Paper |
Multiple eigenvalues in spectral analysis for solving QBD processes
Methodology and Computing in Applied Probability | 2008-08-20 | Paper |
| A note on the generalized gamma Bessel distribution | 2008-02-08 | Paper |
On the Distribution of the Deficit at Ruin when Claims are Phase-type
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
The surplus prior to ruin and the deficit at ruin for a correlated risk process
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Equilibrium compound distributions and stop-loss moments
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
| scientific article; zbMATH DE number 5196618 (Why is no real title available?) | 2007-09-28 | Paper |
The deficit at ruin in the stationary renewal risk model
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
On the Moments of the Time of Ruin with Applications to Phase-Type Claims
North American Actuarial Journal | 2006-01-06 | Paper |
A preemptive priority queue with balking
European Journal of Operational Research | 2005-09-02 | Paper |
On the Density and Moments of the Time of Ruin with Exponential Claims
ASTIN Bulletin | 2005-03-30 | Paper |
Symbolic calculation of the moments of the time of ruin.
Insurance Mathematics & Economics | 2004-05-27 | Paper |
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
Insurance Mathematics & Economics | 2004-05-27 | Paper |
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
Hypothesis testing for the generalized multivariate modified Bessel model
Journal of Multivariate Analysis | 2003-09-01 | Paper |
An eigenvalue approach to analyzing a finite source priority queueing model
Annals of Operations Research | 2003-05-04 | Paper |
On the transient analysis of the \(M^X/M/\infty\) queue
Operations Research Letters | 2002-09-03 | Paper |
An analytical solution for a tandem queue with blocking
Queueing Systems | 2001-04-03 | Paper |
Interdeparture time distributions in \(\Sigma_{i}\text{M}_i\)/G\(_{i}\)/1 priority queues
Queueing Systems | 2001-04-03 | Paper |
Threshold-based interventions to optimize performance in preemptive priority queues
Queueing Systems | 2000-11-22 | Paper |
| scientific article; zbMATH DE number 1123798 (Why is no real title available?) | 1998-03-04 | Paper |
