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Queues and Risk Processes with Dependencies
16 references·2 citing·32 second hop
Queues and Risk Processes with Dependencies (2014)Queues and Risk Processes with Dependenci…Ruin Probabilities (2010)Ruin ProbabilitiesOn a risk model with dependence between interclaim arrivals and claim sizes (2006)On a risk model with dependen…Exponential Behavior in the Presence of Dependence in Risk Theory (2006)Exponential Behavior in the P…On the discounted penalty function in a Markov-dependent risk model (2005)On the discounted penalty fun…Single-Server Queue with Markov-Dependent Inter-Arrival and Service Times (2003)Single-Server Queue with Mark…Applied Probability and Queues (2003)Applied Probability and QueuesA ruin model with dependence between claim sizes and claim intervals (2003)A ruin model with dependence …A queueing model with dependence between service and interarrival times (2001)A queueing model with depende…New results on the single server queue with a batch markovian arrival process (1991)New results on the single ser…Aspects of Risk Theory (1991)Aspects of Risk TheoryComparison Methods for Queues and Other Stochastic Models. (1986)Comparison Methods for Queues…Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues…The Single Server Queue (1983)The Single Server QueueQueues and Point Processes (1983)Queues and Point ProcessesStochastic Storage Processes (1980)Stochastic Storage ProcessesOn Regenerative Processes in Queueing Theory (1976)On Regenerative Processes in …On Queues with Working Vacation and Interdependence in Arrival and Service Processes (2023)On Queues with Working Vacati…On a class of reflected AR(1) processes (2016)On a class of reflected AR(1)…On the Time Value of Ruin (1998)Stochastic Processes for Insurance & Finance (1999)On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula (2008)Extremes on the discounted aggregate claims in a time dependent risk model (2009)Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (2010)The Queueing Network Analyzer (1983)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)A single-server queue with server vacations and a class of non-renewal arrival processes (1990)The Markov-modulated Poisson process (MMPP) cookbook (1993)Modeling IP traffic using the batch Markovian arrival process (2003)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)An Introduction to Copulas (1999)Stochastic Processes for Insurance and Finance (2001)Controlled diffusion models for optimal dividend pay-out (1997)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (1995)Manufacturing flow line systems: a review of models and analytical results (1992)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)Processor-sharing queues: Some progress in analysis (1987)Analysis, Design, and Control of Queueing Systems (2002)Perpetual American Options Under Lévy Processes (2002)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Marked point processes as limits of Markovian arrival streams (1993)Asymptotic Behavior of an Allocation Policy for Revenue Management (2002)OR FORUM—Little's Law as Viewed on Its 50th Anniversary (2011)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)
this work references cited by second hop

References

  • 2003Applied Probability and Queues1,453 cited
  • 1991New results on the single server queue with a batch markovian arrival process1,085 cited
  • 1986Comparison Methods for Queues and Other Stochastic Models.938 cited
  • 1991Aspects of Risk Theory902 cited
  • 1983The Single Server Queue844 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 1983Queues and Point Processes258 cited
  • 1980Stochastic Storage Processes198 cited
  • 2006On a risk model with dependence between interclaim arrivals and claim sizes188 cited
  • 2006Exponential Behavior in the Presence of Dependence in Risk Theory173 cited
  • 1976On Regenerative Processes in Queueing Theory169 cited
  • 2003A ruin model with dependence between claim sizes and claim intervals156 cited
  • 2005On the discounted penalty function in a Markov-dependent risk model107 cited
  • 2003Single-Server Queue with Markov-Dependent Inter-Arrival and Service Times82 cited
  • 2010Ruin Probabilities73 cited
  • 2001A queueing model with dependence between service and interarrival times

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29 cited

Cited by

  • 2016On a class of reflected AR(1) processes14 cited
  • 2023On Queues with Working Vacation and Interdependence in Arrival and Service Processes13 cited