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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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Symbolic Computation of Moments in Priority Queues
Drekic, Steve; Stafford, James E. - In: INFORMS journal on computing : JOC 14 (2002) 3, pp. 261-277
Persistent link: https://www.econbiz.de/10007108523
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Time-dependent analysis of some infinite server queues with bulk poisson arrivals
Willmot, Gordon E.; Drekic, Steve - In: INFOR : information systems and operational research 47 (2009) 4, pp. 297-303
Persistent link: https://www.econbiz.de/10008736320
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The deficit at ruin in the stationary renewal risk model
Willmot, Gordon E.; Dickson, David C. M.; Drekic, Steve; … - 2002
Persistent link: https://www.econbiz.de/10001696633
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On the density and moments ot the time of ruin with exponential claims
Drekic, Steve; Willmot, Gordon E. - International Actuarial Association / Actuarial Studies … - 2003
The probability density function of the time of ruin in the classical model with exponential claim sizes is obtained directly by inversion of the associated Laplace transform.
Persistent link: https://www.econbiz.de/10005847032
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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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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 … 108 (2004) 2, pp. 105-120
Persistent link: https://www.econbiz.de/10005928716
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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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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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Gruppeneinfluß und Produktwahl
Stafford, James E. - In: Marketing-Soziologie : soziale Interaktionen als …, (pp. 95-110). 1976
Persistent link: https://www.econbiz.de/10003684639