Gao, Dechen; Sendova, Kristina P. Applications of the classical compound Poisson model with claim sizes following a compound distribution. (English) Zbl 1518.91220 Probab. Eng. Inf. Sci. 37, No. 2, 357-386 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{D. Gao} and \textit{K. P. Sendova}, Probab. Eng. Inf. Sci. 37, No. 2, 357--386 (2023; Zbl 1518.91220) Full Text: DOI
Ye, Wuyi; Wu, Bin; Chen, Pengzhan Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure. (English) Zbl 1518.91289 Probab. Eng. Inf. Sci. 37, No. 1, 245-274 (2023). MSC: 91G20 60G55 60J74 PDFBibTeX XMLCite \textit{W. Ye} et al., Probab. Eng. Inf. Sci. 37, No. 1, 245--274 (2023; Zbl 1518.91289) Full Text: DOI
Jang, Jiwook; Qu, Yan; Zhao, Hongbiao; Dassios, Angelos A Cox model for gradually disappearing events. (English) Zbl 1518.91042 Probab. Eng. Inf. Sci. 37, No. 1, 214-231 (2023). MSC: 91B05 60G55 91G05 PDFBibTeX XMLCite \textit{J. Jang} et al., Probab. Eng. Inf. Sci. 37, No. 1, 214--231 (2023; Zbl 1518.91042) Full Text: DOI
Fu, Ke-Ang; Liu, Yang Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims. (English) Zbl 1505.91328 Probab. Eng. Inf. Sci. 36, No. 3, 799-811 (2022). MSC: 91G05 60G55 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{Y. Liu}, Probab. Eng. Inf. Sci. 36, No. 3, 799--811 (2022; Zbl 1505.91328) Full Text: DOI
Da Costa Bueno, Vanderlei; Balakrishnan, Narayanaswamy A cumulative residual inaccuracy measure for coherent systems at component level and under nonhomogeneous Poisson processes. (English) Zbl 1524.62018 Probab. Eng. Inf. Sci. 36, No. 2, 294-319 (2022). MSC: 62B10 94A17 PDFBibTeX XMLCite \textit{V. Da Costa Bueno} and \textit{N. Balakrishnan}, Probab. Eng. Inf. Sci. 36, No. 2, 294--319 (2022; Zbl 1524.62018) Full Text: DOI
Xia, Wanwan; Mao, Tiantian; Hu, Taizhong Preservation of log-concavity and log-convexity under operators. (English) Zbl 1498.60083 Probab. Eng. Inf. Sci. 35, No. 3, 451-464 (2021). MSC: 60E15 26A51 PDFBibTeX XMLCite \textit{W. Xia} et al., Probab. Eng. Inf. Sci. 35, No. 3, 451--464 (2021; Zbl 1498.60083) Full Text: DOI
Huang, Jia-Ping; Sumita, Ushio Dynamic analysis of a multivariate reward process defined on the UMCP with application to optimal preventive maintenance policy problems in manufacturing. (English) Zbl 1276.60099 Probab. Eng. Inf. Sci. 27, No. 2, 187-208 (2013). MSC: 60K15 60G55 90B25 PDFBibTeX XMLCite \textit{J.-P. Huang} and \textit{U. Sumita}, Probab. Eng. Inf. Sci. 27, No. 2, 187--208 (2013; Zbl 1276.60099) Full Text: DOI
Brown, Mark A balance scale problem. (English) Zbl 1281.60034 Probab. Eng. Inf. Sci. 27, No. 2, 141-146 (2013). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60F99 60C99 PDFBibTeX XMLCite \textit{M. Brown}, Probab. Eng. Inf. Sci. 27, No. 2, 141--146 (2013; Zbl 1281.60034) Full Text: DOI
Gerardi, Anna; Tardelli, Paola Risk-neutral measures and pricing for a pure jump price process. (English) Zbl 1186.91239 Probab. Eng. Inf. Sci. 24, No. 1, 47-76 (2010). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91G80 91B25 60G55 60G48 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Probab. Eng. Inf. Sci. 24, No. 1, 47--76 (2010; Zbl 1186.91239) Full Text: DOI
Yamazaki, Genji; Sogo, Tamotsu Insensitivity of a front-end web system. (English) Zbl 1152.90521 Probab. Eng. Inf. Sci. 22, No. 2, 273-286 (2008). MSC: 90B99 PDFBibTeX XMLCite \textit{G. Yamazaki} and \textit{T. Sogo}, Probab. Eng. Inf. Sci. 22, No. 2, 273--286 (2008; Zbl 1152.90521) Full Text: DOI
Stirzaker, David Processes with random regulation. (English) Zbl 1117.60074 Probab. Eng. Inf. Sci. 21, No. 1, 1-17 (2007). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J27 60J25 PDFBibTeX XMLCite \textit{D. Stirzaker}, Probab. Eng. Inf. Sci. 21, No. 1, 1--17 (2007; Zbl 1117.60074) Full Text: DOI
Ross, Sheldon M. Making simulations more efficient when analyzing Poisson arrival systems and means of monotone functions. (English) Zbl 1113.65012 Probab. Eng. Inf. Sci. 20, No. 2, 251-256 (2006). MSC: 65C50 60G25 PDFBibTeX XMLCite \textit{S. M. Ross}, Probab. Eng. Inf. Sci. 20, No. 2, 251--256 (2006; Zbl 1113.65012) Full Text: DOI
Eliazar, Iddo Extremes: A continuous-time perspective. (English) Zbl 1079.60051 Probab. Eng. Inf. Sci. 19, No. 3, 289-308 (2005). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 60G55 PDFBibTeX XMLCite \textit{I. Eliazar}, Probab. Eng. Inf. Sci. 19, No. 3, 289--308 (2005; Zbl 1079.60051) Full Text: DOI
Stadje, W.; Zacks, S. Upper first-exit times of compound Poisson processes revisited. (English) Zbl 1053.60049 Probab. Eng. Inf. Sci. 17, No. 4, 459-465 (2003). Reviewer: Viktor Oganyan (Erevan) MSC: 60G55 60G50 PDFBibTeX XMLCite \textit{W. Stadje} and \textit{S. Zacks}, Probab. Eng. Inf. Sci. 17, No. 4, 459--465 (2003; Zbl 1053.60049) Full Text: DOI
Chiera, B. A.; Taylor, P. G. What is a unit of capacity worth? (English) Zbl 1038.90017 Probab. Eng. Inf. Sci. 16, No. 4, 513-522 (2002). MSC: 90B18 PDFBibTeX XMLCite \textit{B. A. Chiera} and \textit{P. G. Taylor}, Probab. Eng. Inf. Sci. 16, No. 4, 513--522 (2002; Zbl 1038.90017) Full Text: DOI
Belzunce, Félix; Lillo, Rosa E.; Ruiz, José-Maria; Shaked, Moshe Stochastic comparisons of nonhomogeneous processes. (English) Zbl 0983.60046 Probab. Eng. Inf. Sci. 15, No. 2, 199-224 (2001). Reviewer: A.J.Stam (Winsum) MSC: 60G55 PDFBibTeX XMLCite \textit{F. Belzunce} et al., Probab. Eng. Inf. Sci. 15, No. 2, 199--224 (2001; Zbl 0983.60046) Full Text: DOI
Pellerey, Franco; Shaked, Moshe; Zinn, Joel Nonhomogeneous Poisson processes and logconcavity. (English) Zbl 1013.60008 Probab. Eng. Inf. Sci. 14, No. 3, 353-373 (2000). Reviewer: Hans Daduna (Hamburg) MSC: 60E99 60G55 62N05 PDFBibTeX XMLCite \textit{F. Pellerey} et al., Probab. Eng. Inf. Sci. 14, No. 3, 353--373 (2000; Zbl 1013.60008) Full Text: DOI
Lindvall, Torgny On simulation of stochastically ordered life-length variables. (English) Zbl 0958.65013 Probab. Eng. Inf. Sci. 14, No. 1, 1-7 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 65C50 60J70 PDFBibTeX XMLCite \textit{T. Lindvall}, Probab. Eng. Inf. Sci. 14, No. 1, 1--7 (2000; Zbl 0958.65013) Full Text: DOI
Levikson, Benny; Rolski, Tomasz; Weiss, Gideon On a Poisson hyperbolic staircase. (English) Zbl 0965.60103 Probab. Eng. Inf. Sci. 13, No. 1, 11-31 (1999). MSC: 60K99 PDFBibTeX XMLCite \textit{B. Levikson} et al., Probab. Eng. Inf. Sci. 13, No. 1, 11--31 (1999; Zbl 0965.60103) Full Text: DOI
Shanthikumar, J. George; Zazanis, Michael A. Inequalities between event and time averages. (English) Zbl 0969.60054 Probab. Eng. Inf. Sci. 13, No. 3, 293-308 (1999). Reviewer: V.Schmidt (Ulm) MSC: 60G55 60K10 60K25 PDFBibTeX XMLCite \textit{J. G. Shanthikumar} and \textit{M. A. Zazanis}, Probab. Eng. Inf. Sci. 13, No. 3, 293--308 (1999; Zbl 0969.60054) Full Text: DOI
Brown, Mark; Shanthikumar, J. George Comparing the variablility of random variables and point processes. (English) Zbl 0964.60014 Probab. Eng. Inf. Sci. 12, No. 4, 425-444 (1998). Reviewer: B.Grigelionis (Vilnius) MSC: 60E15 60G55 PDFBibTeX XMLCite \textit{M. Brown} and \textit{J. G. Shanthikumar}, Probab. Eng. Inf. Sci. 12, No. 4, 425--444 (1998; Zbl 0964.60014) Full Text: DOI
Koole, Ger; Liu, Zhen Stochastic bounds for queueing systems with multiple on-off sources. (English) Zbl 0965.60092 Probab. Eng. Inf. Sci. 12, No. 1, 25-48 (1998). Reviewer: Moshe Shaked (Tucson) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{G. Koole} and \textit{Z. Liu}, Probab. Eng. Inf. Sci. 12, No. 1, 25--48 (1998; Zbl 0965.60092) Full Text: DOI