28 results
Analyzing the multi-state system under a run shock model
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- Probability in the Engineering and Informational Sciences , First View
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- 16 February 2024, pp. 1-13
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A Markov jump process associated with the matrix-exponential distribution
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 20 September 2022, pp. 1-13
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- March 2023
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Bounds on the mean and squared coefficient of variation of phase-type distributions
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 880-889
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- December 2021
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Concentrated matrix exponential distributions with real eigenvalues
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 4 / October 2022
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- 26 August 2021, pp. 1171-1187
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Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
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- Advances in Applied Probability / Volume 51 / Issue 1 / March 2019
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- 22 July 2019, pp. 168-183
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- March 2019
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Reliability assessment of system under a generalized run shock model
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1249-1260
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- December 2018
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A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies
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- Advances in Applied Probability / Volume 50 / Issue 4 / December 2018
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- 29 November 2018, pp. 1246-1274
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- December 2018
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SIR epidemics with stages of infection
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- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
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- 19 September 2016, pp. 768-791
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- September 2016
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SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL
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- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 1 / January 2015
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- 27 August 2014, pp. 127-150
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- January 2015
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A Markov Additive Risk Process with a Dividend Barrier
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 451-489
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- June 2013
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A Recurrent Solution of PH/M/c/N-Like and PH/M/c-Like Queues
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 84-99
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- March 2012
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Fisher information and statistical inference for phase-type distributions
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 277-293
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- August 2011
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The Algebraic Degree of Phase-Type Distributions
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- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
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- 14 July 2016, pp. 611-629
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- September 2010
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On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 281-306
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- May 2010
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The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 695-712
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- September 2007
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On matrix exponential distributions
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- Advances in Applied Probability / Volume 39 / Issue 1 / March 2007
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- 01 July 2016, pp. 271-292
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- March 2007
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A matrix-analytic approach to the N-player ruin problem
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 755-766
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- September 2006
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On Maxima and Ladder Processes for a Dense Class of Lévy Process
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- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
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- 14 July 2016, pp. 208-220
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- March 2006
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On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 595-607
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- September 2005
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Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 131-144
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- May 2005
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