## Frostig, Esther

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 Author ID: frostig.esther Published as: Frostig, Esther; Frostig, E.
 Documents Indexed: 66 Publications since 1984 Co-Authors: 23 Co-Authors with 42 Joint Publications 583 Co-Co-Authors
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### Co-Authors

 24 single-authored 12 Levikson, Benny 9 Denuit, Michel M. 6 Adiri, Igal 4 Dahan, Merav 4 Langberg, Naftali A. 3 Boxma, Onno Johan 3 Keren-Pinhasik, Adva 3 Zaks, Yaniv 2 Barron, Yonit 2 Kenzin, Moshe 2 Pellerey, Franco 2 Perry, David 2 Rinnooy Kan, Alexander Hendrik George 1 Bruno, John L. 1 Bshouty, Daoud H. 1 Di Crescenzo, Antonio 1 Haberman, Steven 1 Kliger, Doron 1 Lehtonen, Tapani 1 Pitts, Susan M. 1 Politis, Konstadinos 1 Weiss, Gideon 1 Yosef, Rami
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### Serials

 13 Insurance Mathematics & Economics 7 Journal of Applied Probability 6 Scandinavian Actuarial Journal 5 Probability in the Engineering and Informational Sciences 4 Operations Research Letters 3 Advances in Applied Probability 3 European Journal of Operational Research 3 Methodology and Computing in Applied Probability 3 North American Actuarial Journal 2 Naval Research Logistics 2 Operations Research 2 Statistics & Probability Letters 2 Applied Stochastic Models in Business and Industry 2 Stochastic Models 2 ASTIN Bulletin 1 Acta Informatica 1 Communications in Statistics. Stochastic Models 1 Queueing Systems 1 Annals of Operations Research 1 Naval Research Logistics Quarterly 1 Belgian Actuarial Bulletin
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### Fields

 38 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Probability theory and stochastic processes (60-XX) 25 Operations research, mathematical programming (90-XX) 15 Statistics (62-XX) 2 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX)

### Citations contained in zbMATH Open

50 Publications have been cited 389 times in 293 Documents Cited by Year
Single machine flow-time scheduling with a single breakdown. Zbl 0657.68033
Adiri, Igal; Bruno, John; Frostig, Esther; Rinnooy Kan, A. H. G.
1989
A comparison between homogeneous and heterogeneous portfolios. Zbl 1072.91026
Frostig, Esther
2001
Heterogeneity and the need for capital in the individual model. Zbl 1142.91039
Denuit, Michel; Frostig, Esther
2006
The expected time to ruin in a risk process with constant barrier via martingales. Zbl 1117.91381
Frostig, Esther
2005
Availability of inspected systems subject to shocks - A matrix algorithmic approach. Zbl 1152.90401
Frostig, Esther; Kenzin, Moshe
2009
Optimal pricing of a heterogeneous portfolio for a given risk level. Zbl 1162.91390
Zaks, Yaniv; Frostig, Esther; Levikson, Benny
2006
The time to ruin and the number of claims until ruin for phase-type claims. Zbl 1284.91232
Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos
2012
A note on stochastic scheduling on a single machine subject to breakdown – the preemptive repeat model. Zbl 1134.90405
Frostig, Esther
1991
Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. Zbl 1074.91551
Frostig, Esther
2001
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure. Zbl 1183.91164
Frostig, Esther; Zaks, Yaniv; Levikson, Benny
2007
Upper bounds on the expected time to ruin and on the expected recovery time. Zbl 1123.91335
Frostig, Esther
2004
Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487
Denuit, Michel; Frostig, Esther
2008
Ordering ruin probabilities for dependent claim streams. Zbl 1065.91034
Frostig, Esther
2003
Scheduling on a single machine with a single breakdown to minimize stochastically the number of tardy jobs. Zbl 0729.90050
Adiri, I.; Frostig, E.; Rinnooy Kan, A. H. G.
1991
On the availability of $$R$$ out of $$N$$ repairable systems. Zbl 1013.90052
Frostig, Esther; Levikson, Benny
2002
Jointly optimal allocation of a repairman and optimal control of service rate for machine repairman problem. Zbl 1009.90029
Frostig, Esther
1999
On risk dependence and mrl ordering. Zbl 1086.62118
Frostig, Esther
2006
Properties of the power family of fractional age approximations. Zbl 1043.62088
Frostig, Esther
2003
Optimal policies for machine repairmen problems. Zbl 0811.90037
Frostig, Esther
1993
Analysis of $$R$$ out of $$N$$ systems with several repairmen, exponential life times and phase type repair times: an algorithmic approach. Zbl 1101.90020
Barron, Yonit; Frostig, Esther; Levikson, Benny
2006
Comparison between future lifetime distribution and its approximations. Zbl 1084.62528
Frostig, Esther
2002
Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057
Denuit, Michel; Frostig, Esther; Levikson, Benny
2006
Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025
Denuit, Michel; Frostig, Esther
2007
Monotonicity results for portfolios with heterogeneous claims arrival processes. Zbl 1168.91412
Frostig, Esther; Denuit, Michel
2006
Analysis of heterogeneous endowment policies portfolios under fractional approximations. Zbl 1103.91360
Dahan, Merav; Frostig, Esther; Langberg, Naftali A.
2003
Life insurance policies with statistical heterogeneous population. Zbl 1039.91037
Dahan, M.; Frostig, E.; Langberg, N. A.
2002
On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier. Zbl 1116.91054
Frostig, Esther
2005
Parisian ruin with Erlang delay and a lower bankruptcy barrier. Zbl 1437.91133
2020
Preventive maintenance for inspected systems with additive subexponential shock magnitudes. Zbl 1150.90362
Frostig, Esther; Kenzin, Moshe
2007
Four proofs of Gittins’ multiarmed bandit theorem. Zbl 1348.60065
Frostig, Esther; Weiss, Gideon
2016
Analysis of $$R$$-out-of-$$N$$ repairable systems: the case of phase-type distributions. Zbl 1049.90018
Barron, Yonit; Frostig, Esther; Levikson, Benny
2004
On risk model with dividends payments perturbed by a Brownian motion – an algorithmic approach. Zbl 1169.91389
Frostig, Esther
2008
On ruin probability for a risk process perturbed by a Lévy process with no negative jumps. Zbl 1151.91567
Frostig, E.
2008
Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111
Denuit, Michel; Frostig, Esther; Levikson, Benny
2007
Insurance contracts portfolios with heterogeneous parametric life distributions. Zbl 1144.91024
Dahan, Merav; Frostig, Esther; Langberg, Naftali A.
2004
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios. Zbl 1224.91059
Frostig, Esther; Denuit, Michel
2009
Optimal allocation of machines to distinguishable repairmen in order to maximize some reward functions. Zbl 1336.90029
Frostig, Esther
1995
Insurance contracts portfolios with heterogeneous insured ages. Zbl 1075.62094
Dahan, Merav; Frostig, Esther; Langberg, Naftali A.
2004
Dependence in failure times due to environmental factors. Zbl 1155.62076
Frostig, Esther; Denuit, Michel
2009
On the optimality of static policy in stochastic open shop. Zbl 0744.90043
Frostig, Esther
1991
On the optimal assignment of servers in a two stations tandem queue with no intermediate waiting room. Zbl 0771.60076
Frostig, Esther
1993
A stochastic scheduling problem with intree precedence constraints. Zbl 0679.90022
Frostig, Esther
1988
Three-machine flowshop stochastic scheduling to minimize distribution of schedule length. Zbl 0585.90044
1985
Generalized life insurance: ruin probability. Zbl 1092.91041
Frostig, E.; Haberman, S.; Levikson, B.
2003
Parisian ruin in the dual model with applications to the $$G/M/1$$ queue. Zbl 1395.60107
2017
The dual risk model with dividends taken at arrival. Zbl 1417.91263
Boxma, Onno; Frostig, Esther
2018
An algorithm evaluating generalized life insurance programs. Zbl 0999.91049
Levikson, B.; Frostig, E.; Bshouty, D.
2001
A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function. Zbl 1401.60083
Boxma, Onno J.; Frostig, Esther; Perry, David
2017
Asymptotic analysis of a risk process with high dividend barrier. Zbl 1231.91184
Frostig, Esther
2010
Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors. Zbl 1274.60051
Di Crescenzo, Antonio; Frostig, Esther; Pellerey, Franco
2013
Parisian ruin with Erlang delay and a lower bankruptcy barrier. Zbl 1437.91133
2020
The dual risk model with dividends taken at arrival. Zbl 1417.91263
Boxma, Onno; Frostig, Esther
2018
Parisian ruin in the dual model with applications to the $$G/M/1$$ queue. Zbl 1395.60107
2017
A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function. Zbl 1401.60083
Boxma, Onno J.; Frostig, Esther; Perry, David
2017
Four proofs of Gittins’ multiarmed bandit theorem. Zbl 1348.60065
Frostig, Esther; Weiss, Gideon
2016
Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors. Zbl 1274.60051
Di Crescenzo, Antonio; Frostig, Esther; Pellerey, Franco
2013
The time to ruin and the number of claims until ruin for phase-type claims. Zbl 1284.91232
Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos
2012
Asymptotic analysis of a risk process with high dividend barrier. Zbl 1231.91184
Frostig, Esther
2010
Availability of inspected systems subject to shocks - A matrix algorithmic approach. Zbl 1152.90401
Frostig, Esther; Kenzin, Moshe
2009
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios. Zbl 1224.91059
Frostig, Esther; Denuit, Michel
2009
Dependence in failure times due to environmental factors. Zbl 1155.62076
Frostig, Esther; Denuit, Michel
2009
Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487
Denuit, Michel; Frostig, Esther
2008
On risk model with dividends payments perturbed by a Brownian motion – an algorithmic approach. Zbl 1169.91389
Frostig, Esther
2008
On ruin probability for a risk process perturbed by a Lévy process with no negative jumps. Zbl 1151.91567
Frostig, E.
2008
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure. Zbl 1183.91164
Frostig, Esther; Zaks, Yaniv; Levikson, Benny
2007
Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025
Denuit, Michel; Frostig, Esther
2007
Preventive maintenance for inspected systems with additive subexponential shock magnitudes. Zbl 1150.90362
Frostig, Esther; Kenzin, Moshe
2007
Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111
Denuit, Michel; Frostig, Esther; Levikson, Benny
2007
Heterogeneity and the need for capital in the individual model. Zbl 1142.91039
Denuit, Michel; Frostig, Esther
2006
Optimal pricing of a heterogeneous portfolio for a given risk level. Zbl 1162.91390
Zaks, Yaniv; Frostig, Esther; Levikson, Benny
2006
On risk dependence and mrl ordering. Zbl 1086.62118
Frostig, Esther
2006
Analysis of $$R$$ out of $$N$$ systems with several repairmen, exponential life times and phase type repair times: an algorithmic approach. Zbl 1101.90020
Barron, Yonit; Frostig, Esther; Levikson, Benny
2006
Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057
Denuit, Michel; Frostig, Esther; Levikson, Benny
2006
Monotonicity results for portfolios with heterogeneous claims arrival processes. Zbl 1168.91412
Frostig, Esther; Denuit, Michel
2006
The expected time to ruin in a risk process with constant barrier via martingales. Zbl 1117.91381
Frostig, Esther
2005
On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier. Zbl 1116.91054
Frostig, Esther
2005
Upper bounds on the expected time to ruin and on the expected recovery time. Zbl 1123.91335
Frostig, Esther
2004
Analysis of $$R$$-out-of-$$N$$ repairable systems: the case of phase-type distributions. Zbl 1049.90018
Barron, Yonit; Frostig, Esther; Levikson, Benny
2004
Insurance contracts portfolios with heterogeneous parametric life distributions. Zbl 1144.91024
Dahan, Merav; Frostig, Esther; Langberg, Naftali A.
2004
Insurance contracts portfolios with heterogeneous insured ages. Zbl 1075.62094
Dahan, Merav; Frostig, Esther; Langberg, Naftali A.
2004
Ordering ruin probabilities for dependent claim streams. Zbl 1065.91034
Frostig, Esther
2003
Properties of the power family of fractional age approximations. Zbl 1043.62088
Frostig, Esther
2003
Analysis of heterogeneous endowment policies portfolios under fractional approximations. Zbl 1103.91360
Dahan, Merav; Frostig, Esther; Langberg, Naftali A.
2003
Generalized life insurance: ruin probability. Zbl 1092.91041
Frostig, E.; Haberman, S.; Levikson, B.
2003
On the availability of $$R$$ out of $$N$$ repairable systems. Zbl 1013.90052
Frostig, Esther; Levikson, Benny
2002
Comparison between future lifetime distribution and its approximations. Zbl 1084.62528
Frostig, Esther
2002
Life insurance policies with statistical heterogeneous population. Zbl 1039.91037
Dahan, M.; Frostig, E.; Langberg, N. A.
2002
A comparison between homogeneous and heterogeneous portfolios. Zbl 1072.91026
Frostig, Esther
2001
Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. Zbl 1074.91551
Frostig, Esther
2001
An algorithm evaluating generalized life insurance programs. Zbl 0999.91049
Levikson, B.; Frostig, E.; Bshouty, D.
2001
Jointly optimal allocation of a repairman and optimal control of service rate for machine repairman problem. Zbl 1009.90029
Frostig, Esther
1999
Optimal allocation of machines to distinguishable repairmen in order to maximize some reward functions. Zbl 1336.90029
Frostig, Esther
1995
Optimal policies for machine repairmen problems. Zbl 0811.90037
Frostig, Esther
1993
On the optimal assignment of servers in a two stations tandem queue with no intermediate waiting room. Zbl 0771.60076
Frostig, Esther
1993
A note on stochastic scheduling on a single machine subject to breakdown – the preemptive repeat model. Zbl 1134.90405
Frostig, Esther
1991
Scheduling on a single machine with a single breakdown to minimize stochastically the number of tardy jobs. Zbl 0729.90050
Adiri, I.; Frostig, E.; Rinnooy Kan, A. H. G.
1991
On the optimality of static policy in stochastic open shop. Zbl 0744.90043
Frostig, Esther
1991
Single machine flow-time scheduling with a single breakdown. Zbl 0657.68033
Adiri, Igal; Bruno, John; Frostig, Esther; Rinnooy Kan, A. H. G.
1989
A stochastic scheduling problem with intree precedence constraints. Zbl 0679.90022
Frostig, Esther
1988
Three-machine flowshop stochastic scheduling to minimize distribution of schedule length. Zbl 0585.90044
1985
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### Cited by 446 Authors

 28 Frostig, Esther 10 Denuit, Michel M. 10 Lee, Chung-Yee 9 Cha, Ji Hwan 8 Zhang, Yiying 7 Finkelstein, Maxim 7 Montoro-Cazorla, Delia 7 Pérez-Ocón, Rafael 6 Balakrishnan, Narayanaswamy 6 Barmalzan, Ghobad 6 Kacem, Imed 6 Zhao, Peng 5 Cheung, Ka Chun 5 Chu, Chengbin 5 Hu, Taizhong 5 Kellerer, Johann 5 Levikson, Benny 5 Li, Xiaohu 5 Lu, Xiwen 5 Payandeh Najafabadi, Amir T. 4 Akturk, M. Selim 4 Barron, Yonit 4 Chen, Yong 4 Landriault, David 4 Lefèvre, Claude 4 Sadfi, Cherif 4 Strusevich, Vitaly A. 4 Tan, Zhiyi 4 Zaks, Yaniv 4 Zhang, An 3 Cai, Xiaoqiang 3 Cheng, Tai-Chiu Edwin 3 Dahan, Merav 3 Dhaene, Jan 3 Huo, Yumei 3 Katehakis, Michael N. 3 Ke, Jauchuan 3 Keren-Pinhasik, Adva 3 Langberg, Naftali A. 3 Loisel, Stéphane 3 Politis, Konstadinos 3 Righter, Rhonda 3 Yin, Yunqiang 3 You, Yinping 3 Yu, Gang 3 Yuan, Jinjiang 3 Zhao, Hairong 3 Zhou, Xian 2 Aghezzaf, El-Houssaine 2 Badescu, Andrei L. 2 Boxma, Onno Johan 2 Breuer, Lothar 2 Cai, Jun 2 Cheung, Eric C. K. 2 Detti, Paolo 2 Dolati, Ali 2 Drekic, Steve 2 Drisya, Mottammal 2 Fan, Jing 2 Fu, Bin 2 Ghosh, Jay B. 2 Gobbi, Fabio 2 Gu, Jinwei 2 Gu, Manzhan 2 Guo, Junyi 2 Hazra, Nil Kamal 2 Herroelen, Willy S. 2 Ji, Lanpeng 2 Jose, Joby K. 2 Kella, Offer 2 Khaledi, Baha-Eldin 2 Kolev, Nikolai 2 Lee, Hyunju 2 Leus, Roel 2 Levitin, Gregory 2 Li, Wei Wayne 2 Li, Yanhong 2 Mahdy, Mervat Mahdy Ramadan 2 Mellouli, Racem 2 Mulinacci, Sabrina 2 Müller, Alfred 2 Nadeb, Hossein 2 Ortega, Eva-María 2 Palmowski, Zbigniew 2 Pantelous, Athanasios A. 2 Pellerey, Franco 2 Perry, David 2 Pitts, Susan M. 2 Ruan, Lingyan 2 Smit, Laurens C. 2 Torabi, Hamzeh 2 Trufin, Julien 2 Wang, Dujuan 2 Winands, Erik M. M. 2 Wu, Xianyi 2 Xu, Maochao 2 Yang, Hailiang 2 Yu, Kaiqi 2 Yuen, Kam Chuen 2 Zeng, Xudong ...and 346 more Authors
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### Cited in 72 Serials

 49 Insurance Mathematics & Economics 33 European Journal of Operational Research 19 Scandinavian Actuarial Journal 10 Computers & Operations Research 8 Communications in Statistics. Theory and Methods 8 Probability in the Engineering and Informational Sciences 7 Journal of Multivariate Analysis 7 Statistics & Probability Letters 7 Annals of Operations Research 7 Journal of Scheduling 7 Methodology and Computing in Applied Probability 6 Applied Mathematics and Computation 6 Journal of Applied Probability 6 Operations Research Letters 5 Journal of Computational and Applied Mathematics 5 Applied Mathematical Modelling 5 North American Actuarial Journal 4 Advances in Applied Probability 4 International Journal of Production Research 4 Asia-Pacific Journal of Operational Research 4 Queueing Systems 4 Journal of Combinatorial Optimization 4 Stochastic Models 4 ASTIN Bulletin 3 Computers & Mathematics with Applications 3 Information Sciences 3 Journal of Statistical Planning and Inference 3 Theoretical Computer Science 2 Acta Informatica 2 Communications in Statistics. Simulation and Computation 2 International Journal of Computer Mathematics 2 Top 2 Mathematical Problems in Engineering 2 Applied Stochastic Models in Business and Industry 2 Optimization Letters 2 European Actuarial Journal 2 Arabian Journal for Science and Engineering 2 Journal of the Operations Research Society of China 1 Discrete Applied Mathematics 1 Mathematical Biosciences 1 Periodica Mathematica Hungarica 1 Theory of Probability and its Applications 1 Metron 1 Naval Research Logistics 1 Opsearch 1 Probability and Mathematical Statistics 1 Revista Colombiana de Estadística 1 Bulletin of the Iranian Mathematical Society 1 Algorithmica 1 Mathematical and Computer Modelling 1 The Annals of Applied Probability 1 Journal of Global Optimization 1 Computational Statistics 1 Economic Quality Control 1 Applied Mathematics. Series B (English Edition) 1 Lifetime Data Analysis 1 Electronic Journal of Probability 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Mathematical Inequalities & Applications 1 Discrete Dynamics in Nature and Society 1 Extremes 1 Acta Mathematica Sinica. English Series 1 Optimization and Engineering 1 Journal of Applied Mathematics 1 OR Spectrum 1 4OR 1 International Journal of Flexible Manufacturing Systems 1 Journal of Industrial and Management Optimization 1 Journal of Probability and Statistics 1 Mathematica Applicanda 1 Cogent Mathematics
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### Cited in 15 Fields

 139 Operations research, mathematical programming (90-XX) 122 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 115 Probability theory and stochastic processes (60-XX) 65 Statistics (62-XX) 26 Computer science (68-XX) 7 Numerical analysis (65-XX) 7 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Field theory and polynomials (12-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX)