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Importance sampling of buffer overflows in batch-arrival queues
Mandjes, Michel - 1995
Persistent link: https://www.econbiz.de/10000905139
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Overflow asymptotics for large communication systems with general Markov fluid sources
Mandjes, Michel - 1996
Persistent link: https://www.econbiz.de/10000930033
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Fast simulation of Markov modulated fluid models
Ridder, Ad - 1995
Persistent link: https://www.econbiz.de/10000905138
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Finding the conjugate of Markov fluid processes
Mandjes, Michel - 1995
Persistent link: https://www.econbiz.de/10000905140
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Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources
Boots, Nam Kyoo; Mandjes, Michel - 2001
Persistent link: https://www.econbiz.de/10001585023
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The shape of the loss curve and the impact of long-range dependence on network performance
Mandjes, Michel; Boots, Nam Kyoo - 2001
Persistent link: https://www.econbiz.de/10001585028
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Bandwith-sharing networks under a diffusion scaling
Ayesta, Urtzi; Mandjes, Michel - 2009
Persistent link: https://www.econbiz.de/10003865982
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An optimization approach to adaptive multi-dimensional capital management
Delsing, G. A.; Mandjes, Michel; Spreij, P. J. C.; … - In: Insurance / Mathematics & economics 84 (2019), pp. 87-97
Persistent link: https://www.econbiz.de/10011990447
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Explicit computations for some Markov modulated counting processes
Mandjes, Michel; Spreij, Peter - In: Advanced modelling in mathematical finance : in honour …, (pp. 63-89). 2016
Persistent link: https://www.econbiz.de/10011800337
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First passage of time-reversible spectrally negative Markov additive processes
Ivanovs, Jevgenijs; Mandjes, Michel - In: Operations research letters 38 (2010) 2, pp. 77-81
Persistent link: https://www.econbiz.de/10003961601