This paper investigates the compound Poisson risk model with debit interest. The model assumes that the company is allowed to borrow at some debit interest rate when the surplus turns negative. We obtain the Laplace-Stieltjes transform (LST) of the hitting time of the risk process with constant...

We consider scheduling for heterogeneous server systems, where tasks arrive according to a Poisson process, with their processing requirements following a discrete distribution with finite support. For a system with a dispatcher and several heterogeneous servers, we propose an optimized...