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A Lévy input model with additional state-dependent services
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A Lévy input model with additional state-dependent services (2011)A Lévy input model with additional state-…Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (2011)Old and New Examples of Scale…Special, conjugate and complete scale functions for spectrally negative Lévy processes (2008)Special, conjugate and comple…Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes (2004)Ruin Probabilities and Oversh…Ruin probabilities and overshoots for general Lévy insurance risk processes (2004)Ruin probabilities and oversh…A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes (2004)A Martingale Review of some F…A STOCHASTIC CLEARING MODEL WITH A BROWNIAN AND A COMPOUND POISSON COMPONENT (2003)A STOCHASTIC CLEARING MODEL W…Clearing Models for M/G/1 Queues (2001)Clearing Models for M/G/1 Que…Queueing systems with state dependent parameters (1998)Queueing systems with state d…Frontiers in Queueing: Models and Applications in Science and Engineering (1998)Frontiers in Queueing: Models…Some asymptotic results for transient random walks (1996)Some asymptotic results for t…Cramér's estimate for Lévy processes (1994)Cramér's estimate for Lévy pr…Work-modulated queues with applications to storage processes (1992)Work-modulated queues with ap…Queues with Server Vacations and Levy Processes with Secondary Jump Input (1991)Queues with Server Vacations …Applied Probability and Queues (1987)Applied Probability and QueuesConvolution tails, product tails and domains of attraction (1986)Convolution tails, product ta…Subexponentiality and infinite divisibility (1979)Subexponentiality and infinit…Financial Modelling with Jump Processes (2003)Lévy processes in finance pricing financial derivatives (2003)Lévy Processes in Finance (2003)Refracted Lévy processes (2010)A Wiener–Hopf Monte Carlo simulation technique for Lévy processes (2011)Occupation times of spectrally negative Lévy processes with applications (2011)Extreme Values in the GI/G/1 Queue (1972)Fluctuation theory in continuous time (1975)Fluctuation theory in continuous time (1975)On The Expected Discounted Penalty function for Lévy Risk Processes (2006)Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (2008)Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (2011)Aspects of Risk Theory (1991)Modelling Extremal Events (1997)Ruin Probabilities (2000)Subexponential Distributions (2004)Exit problems for jump processes with applications to dividend problems (2012)Optimal dividend problem with a terminal value for spectrally positive Lévy processes (2013)The Class of Subexponential Distributions (1975)On closure and factorization properties of subexponential and related distributions (1980)Convolutions of Distributions With Exponential and Subexponential Tails (1987)Subexponential distributions and characterizations of related classes (1989)Convolution equivalence and infinite divisibility (2004)On the tails of waiting-time distributions (1975)Large deviations of heavy-tailed random sums with applications in insurance and finance (1997)Stochastic Processes in Queueing Theory (1976)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)On distribution tail of the maximum of a random walk (1997)Large deviations of sojourn times in processor sharing queues (2006)Tail Asymptotics of the Supremum of a Regenerative Process (2007)Modelling of extremal events in insurance and finance (1994)A two phase batch arrival queueing system with a vacation time under Bernoulli schedule (2003)Performance analysis of a finite-buffer discrete-time queue with bulk arrival, bulk service and vacations (2004)Factorization and Stochastic Decomposition Properties in Bulk Queues with Generalized Vacations (2005)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)Processor sharing: A survey of the mathematical theory (2007)A survey of retrial queueing systems (2015)Load effect on service times (2018)
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References

  • 1987Applied Probability and Queues2,704 cited
  • 1979Subexponentiality and infinite divisibility307 cited
  • 1998Frontiers in Queueing: Models and Applications in Science and Engineering214 cited
  • 1986Convolution tails, product tails and domains of attraction195 cited
  • 2004Ruin probabilities and overshoots for general Lévy insurance risk processes151 cited
  • 2004Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes146 cited
  • 2011Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes124 cited
  • 1996Some asymptotic results for transient random walks100 cited
  • 1994Cramér's estimate for Lévy processes91 cited
  • 1998Queueing systems with state dependent parameters78 cited
  • 2008Special, conjugate and complete scale functions for spectrally negative Lévy processes70 cited
  • 1991Queues with Server Vacations and Levy Processes with Secondary Jump Input59 cited
  • 2004A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes58 cited
  • 2001Clearing Models for M/G/1 Queues45 cited
  • 1992Work-modulated queues with applications to storage processes39 cited

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  • 2003A STOCHASTIC CLEARING MODEL WITH A BROWNIAN AND A COMPOUND POISSON COMPONENT39 cited
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