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Exact tail asymptotics for the M/M/m retrial queue with nonpersistent customers
Kim, Bara; Kim, Jeongsim - In: Operations research letters 40 (2012) 6, pp. 537-540
Persistent link: https://www.econbiz.de/10009717287
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Optimal admission control for two station tandem queues with loss
Kim, Bara; Kim, Jeongsim - In: Operations research letters 42 (2014) 4, pp. 257-262
Persistent link: https://www.econbiz.de/10010396176
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A batch arrival Mx/M/c queue with impatient customers
Kim, Bara; Kim, Jeongsim - In: Operations research letters 42 (2014) 2, pp. 180-185
Persistent link: https://www.econbiz.de/10010364561
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A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
Kim, Bara; Kim, Jeongsim - In: European journal of operational research : EJOR 220 (2012) 1, pp. 132-134
Persistent link: https://www.econbiz.de/10009531561
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Higher moments of the waiting time distribution in M/G/1 retrial queues
Kim, Bara; Kim, Jeongsim - In: Operations research letters 39 (2011) 3, pp. 224-228
Persistent link: https://www.econbiz.de/10009160230
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Tail asymptotic behaviour of resequencing buffer content for selective repeat ARQ
Bae, Yun Han; Kim, Bara; Choi, Bong Dae; Kim, Jeongsim - In: Operations research letters 39 (2011) 4, pp. 272-277
Persistent link: https://www.econbiz.de/10009295642
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Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung; Kim, Bara; Kim, Jerim - In: Economic modelling 41 (2014), pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
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Tail asymptotics for the queue size distribution in a discrete-time Geo/G/1 retrial queue
Kim, Bara; Kim, Jeongsim - In: Queueing systems : theory and applications ; affiliated … 61 (2009) 2/3, pp. 243-254
Persistent link: https://www.econbiz.de/10003837739
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Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift
Kim, Bara; Kim, Jeongsim; Lee, Jisu - In: Operations research letters 36 (2008) 1, pp. 127-132
Persistent link: https://www.econbiz.de/10003768591
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Moments of claims in a Markovian environment
Kim, Bara; Kim, Hwa-Sung - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 485-497
Persistent link: https://www.econbiz.de/10003755780