Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Erik Winands"'
Autor:
Marko Boon, Erik Winands
Publikováno v:
EAI Endorsed Transactions on Collaborative Computing, Vol 2, Iss 10, Pp 1-8 (2016)
We consider a two-queue polling model with switch-over times and k-limited service (serve at most ki customers during one visit period to queue i) in each queue. The major benefit of the k-limited service discipline is that it - besides bounding the
Externí odkaz:
https://doaj.org/article/d4f210cd409d4dd48bb542d7761524cb
Publikováno v:
Methodology and Computing in Applied Probability, 22, 927-948
Methodology and Computing in Applied Probability, 22, 3, pp. 927-948
Methodology and Computing in Applied Probability, 22(3), 927-948. Springer Netherlands
Methodology and Computing in Applied Probability, 22, 3, pp. 927-948
Methodology and Computing in Applied Probability, 22(3), 927-948. Springer Netherlands
This paper develops asymptotics and approximations for ruin probabilities in a multivariate risk setting. We consider a model in which the individual reserve processes are driven by a common Markovian environmental process. We subsequently consider a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f4c2b7fc58639f2beaf5df0a0e6726a
https://doi.org/10.1007/s11009-019-09742-4
https://doi.org/10.1007/s11009-019-09742-4
Publikováno v:
Finance and Stochastics, 24, 309-333
Finance and Stochastics, 24(2), 309-333. Springer Verlag
Finance and Stochastics, 24, 2, pp. 309-333
Finance and Stochastics, 24(2), 309-333. Springer Verlag
Finance and Stochastics, 24, 2, pp. 309-333
We introduce the notion of a regime switching affine process. Informally this is a Markov process that behaves conditionally on each regime as an affine process with specific parameters. To facilitate our analysis, specific restrictions are imposed o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9fa2578a0f3b6a7080aae595d6e0988f
https://doi.org/10.1007/s00780-020-00419-2
https://doi.org/10.1007/s00780-020-00419-2
Publikováno v:
Insurance: Mathematics and Economics, 84, 87-97. Elsevier
Insurance: Mathematics and Economics, 84, 87-97
Insurance: Mathematics and Economics, 84, 87-97
Firms should keep capital to offer sufficient protection against the risks they are facing. In the insurance context methods have been developed to determine the minimum capital level required, but less so in the context of firms with multiple busine
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dc5ef2843ef1f205b860d35b928d9b95
https://dare.uva.nl/personal/pure/en/publications/an-optimization-approach-to-adaptive-multidimensional-capital-management(5677c210-5848-4282-9ce1-30e06c3f2465).html
https://dare.uva.nl/personal/pure/en/publications/an-optimization-approach-to-adaptive-multidimensional-capital-management(5677c210-5848-4282-9ce1-30e06c3f2465).html
Publikováno v:
Queueing Systems. Springer Netherlands
Queueing Systems, 2, 145-172
Bekker, R, Vis, P, Dorsman, J L, van der Mei, R D & Winands, E M M 2015, ' The Impact of Scheduling Policies on the Waiting-time Distributions in Polling Systems ', Queueing Systems . https://doi.org/10.1007/s11134-014-9416-8
Queueing Systems: Theory and Applications, 79(2), 145-172. Springer
Queueing Systems, 79(2), 145-172. Springer Netherlands
Queueing Systems, 2, 145-172
Bekker, R, Vis, P, Dorsman, J L, van der Mei, R D & Winands, E M M 2015, ' The Impact of Scheduling Policies on the Waiting-time Distributions in Polling Systems ', Queueing Systems . https://doi.org/10.1007/s11134-014-9416-8
Queueing Systems: Theory and Applications, 79(2), 145-172. Springer
Queueing Systems, 79(2), 145-172. Springer Netherlands
We consider polling models consisting of a single server that visits the queues in a cyclic order. In the vast majority of papers that have appeared on polling models, it is assumed that at each of the individual queues, the customers are served on a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a57d41718c1ddc02f5d9c90b225c440
https://doi.org/10.1007/s11134-014-9416-8
https://doi.org/10.1007/s11134-014-9416-8
Publikováno v:
Adv. in Appl. Probab. 46, no. 3 (2014), 812-831
Advances in Applied Probability, 46(3), 812-831. University of Sheffield
Advances in Applied Probability, 46(3), 812-831. University of Sheffield
We focus on a particular connection between queueing and risk models in a multidimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case that the s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10b47dc93ecfa767d0b07257f52bb96e
https://doi.org/10.1239/aap/1409319561
https://doi.org/10.1239/aap/1409319561
Publikováno v:
Probability in the Engineering and Informational Sciences, 26(3), 337-373. Cambridge University Press
In this paper, we study a traffic intersection with vehicle-actuated traffic signal control. Traffic lights stay green until all lanes within a group are emptied. Assuming general renewal arrival processes, we derive exact limiting distributions of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::647c3026eab39a3a6e44e531ddf4177b
https://dare.uva.nl/personal/pure/en/publications/delays-at-signalized-intersections-with-exhaustive-traffic-control(cdb1b8af-29bf-45f2-8a86-987aa34c6863).html
https://dare.uva.nl/personal/pure/en/publications/delays-at-signalized-intersections-with-exhaustive-traffic-control(cdb1b8af-29bf-45f2-8a86-987aa34c6863).html
Publikováno v:
Queueing Systems
Queueing Systems, Springer Verlag, 2011, 68 (3-4), pp.365-374. ⟨10.1007/s11134-011-9247-9⟩
Queueing Systems: Theory and Applications, 68(3-4), 365-374. Springer
Queueing Systems, Springer Verlag, 2011, 68 (3-4), pp.365-374. ⟨10.1007/s11134-011-9247-9⟩
Queueing Systems: Theory and Applications, 68(3-4), 365-374. Springer
International audience; In the present paper we address two open problems concerning polling systems, viz., queueing systems consisting of multiple queues attended by a single server that visits the queues one at a time. The first open problem deals
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10f4ab3b2985147af87326a3be3ca27a
https://doi.org/10.1007/s11134-011-9247-9
https://doi.org/10.1007/s11134-011-9247-9
Publikováno v:
van Leeuwaarden, J S H, Squillante, M S & Winands, E M M 2009, ' Quasi-birth-and-death processes, lattice path counting, and hypergeometric functions ', Journal of Applied Probability, vol. 46, no. 2, pp. 507-520 . https://doi.org/10.1239/jap/1245676103
Journal of Applied Probability, 46(2), 507-520. University of Sheffield
Journal of Applied Probability, 46(2), 507-520. University of Sheffield
In this paper we consider a class of quasi-birth-and-death processes for which explicit solutions can be obtained for the rate matrix R and the associated matrix G . The probabilistic interpretations of these matrices allow us to describe their eleme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79c95b318ff893e288e2e0aecb2da55c
https://doi.org/10.1239/jap/1245676103
https://doi.org/10.1239/jap/1245676103
Publikováno v:
Probability in the Engineering and Informational Sciences, 23(2), 385-408. Cambridge University Press
Probability in the Engineering and Informational Sciences, 23(02), 385-408. Cambridge University Press
Winands, E M M, Adan, I J B F, van Houtum, G J & Down, D G 2009, ' A state-dependent polling model with k-limited service ', Probability in the Engineering and Informational Sciences, vol. 23, no. 02, pp. 385-408 . https://doi.org/10.1017/S0269964809000217
Probability in the Engineering and Informational Sciences, 23(02), 385-408. Cambridge University Press
Winands, E M M, Adan, I J B F, van Houtum, G J & Down, D G 2009, ' A state-dependent polling model with k-limited service ', Probability in the Engineering and Informational Sciences, vol. 23, no. 02, pp. 385-408 . https://doi.org/10.1017/S0269964809000217
We consider a two-queue model with state-dependent setups, in which a single server alternately serves the two queues. The high-priority queue is served exhaustively, whereas the low-priority queue is served according to the k-limited strategy. A set
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::20e3795b1670903516eb79a3f413db73
https://research.tue.nl/en/publications/53318ae7-caa6-4cd2-8c8f-a1a03e0404b0
https://research.tue.nl/en/publications/53318ae7-caa6-4cd2-8c8f-a1a03e0404b0