EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"AVRAM, F."
Narrow search

Narrow search

Year of publication
Subject
All
De Vylder’s approximation 1 Incomplete information 1 Matrix exponential distributions 1 Okubo hypergeometric system 1 Padé approximation 1 Perturbed Cramér–Lundberg process 1 Pollaczek–Khinchine formula 1 Retrial queue 1 minimal solution 1 stationary probabilities 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 6
Language
All
Undetermined 6
Author
All
Avram, F. 5 Gomez-Corral, A. 2 AVRAM, F. 1 Asmussen, S. 1 MATEI, D. 1 Pistorius, M. 1 Usabel, M. 1 Usábel, M. 1 ZHAO, Y. Q. 1
more ... less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association 2 Annals of operations research 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Insurance: Mathematics and Economics 1 Operations research letters 1
Source
All
OLC EcoSci 4 RePEc 2
Showing 1 - 6 of 6
Cover Image
ON MULTISERVER RETRIAL QUEUES: HISTORY, OKUBO-TYPE HYPERGEOMETRIC SYSTEMS AND MATRIX CONTINUED-FRACTIONS
AVRAM, F.; MATEI, D.; ZHAO, Y. Q. - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 02, pp. 1440001-1
In this paper, we study two families of QBD processes with linear rates: (a) the multiserver retrial queue and its easier relative; and (b) the multiserver M/M/∞ Markov modulated queue. The linear rates imply that the stationary probabilities satisfy a recurrence with linear coefficients; as...
Persistent link: https://www.econbiz.de/10011010801
Saved in:
Cover Image
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes
Avram, F.; Pistorius, M. - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 57-64
Padé rational approximations are a very convenient approximation tool, due to the easiness of obtaining them, as solutions of linear systems. Not surprisingly, many matrix exponential approximations used in applied probability are particular cases of the first and second order “admissible...
Persistent link: https://www.econbiz.de/10011116646
Saved in:
Cover Image
On the optimal control of a two-queue polling model
Avram, F.; Gomez-Corral, A. - In: Operations research letters 34 (2006) 3, pp. 339-348
Persistent link: https://www.econbiz.de/10006808881
Saved in:
Cover Image
On bulk-service MAP-PHL,N-1-N G-Queues with repeated attempts
Avram, F.; Gomez-Corral, A. - 2006
Persistent link: https://www.econbiz.de/10008222837
Saved in:
Cover Image
Ruin Probabillities and Deficit for the Renewal Risk Model with Phase-Type Interarrival Times
Usábel, M.; Avram, F. - In: Astin bulletin : the journal of the International … 34 (2004) 2, pp. 315-332
Persistent link: https://www.econbiz.de/10008223176
Saved in:
Cover Image
Erlangian Approximations for Finite-Horizon Ruin Probabilities
Asmussen, S.; Avram, F.; Usabel, M. - In: Astin bulletin : the journal of the International … 32 (2002) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10008215893
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...