The present article deals with intra-horizon risk in models with jumps. Our general understanding of intra-horizon risk is along the lines of the approach taken in [BRSW04], [Ro08], [BMK09], [BP10], and [LV19]. In particular, we believe that quantifying market risk by strictly relying on...

This paper studies the operating characteristics of an MX/Hk/1 queueing system under multiple vacation policy. It is assumed that the server goes for vacation as soon as the system becomes empty. When he returns from a vacation and there is one or more customers waiting in the queue, he serves...

This paper studies the operating characteristics of an MX/Hk/1 queueing system under multiple vacation policy. It is assumed that the server goes for vacation as soon as the system becomes empty. When he returns from a vacation and there is one or more customers waiting in the queue, he serves...