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Symbolic calculation of the moments of the time of ruin
Drekic, Steve; Stafford, James E.; Willmot, Gordon E. - In: Insurance / Mathematics & economics 34 (2004) 1, pp. 109-120
Persistent link: https://www.econbiz.de/10006883779
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The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
Dickson, David C.M.; Drekic, Steve - In: Insurance / Mathematics & economics 34 (2004) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10006883780
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The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
Sheldon Lin, X.; Willmot, Gordon E.; Drekic, Steve - In: Insurance / Mathematics & economics 33 (2003) 3, pp. 551-566
Persistent link: https://www.econbiz.de/10006885235
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A preemptive priority queue with balking
Drekic, Steve; Woolford, Douglas G. - In: European journal of operational research : EJOR 164 (2005) 2, pp. 387-401
Persistent link: https://www.econbiz.de/10006641917
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On the transient analysis of the MX-M-(infinity) queue
Willmot, Gordon E.; Drekic, Steve - In: Operations research letters 28 (2001) 3, pp. 137-142
Persistent link: https://www.econbiz.de/10006832730
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ARTICLES - Reducing Delay in Preemptive Repeat Priority Queues
Drekic, Steve; Stanford, David A. - In: Operations research : the journal of the Operations … 49 (2001) 1, pp. 145-156
Persistent link: https://www.econbiz.de/10006418960
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Equilibrium compound distributions and stop-loss moments
Willmot, Gordon; Drekic, Steve; Cai, Jun - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 1, pp. 6-24
Persistent link: https://www.econbiz.de/10005923310
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The Deficit at Ruin in the Stationary Renewal Risk Model
Willmot, Gordon; Dickson, David; Drekic, Steve; … - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 4, pp. 241-255
Persistent link: https://www.econbiz.de/10005926450
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On the Distribution of the Deficit at Ruin when Claims are Phase-type
Drekic, Steve; Dickson, David C.M.; Stanford, David A.; … - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 105-120
Persistent link: https://www.econbiz.de/10005926458
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The Deficit at Ruin in the Stationary Renewal Risk Model
Willmot, Gordon; Dickson, David; Drekic, Steve; … - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 4, pp. 241-255
Persistent link: https://www.econbiz.de/10005926802