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Results: 346
Number of items: 346
  • Open Access
    Heemskerk, J. M. A. (2020). Overdispersion in service systems. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    van Beek, M. (2020). Multidisciplinary essays on finance. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    de Kemp, M. A. (2020). Performance bounds in stochastic scheduling problems. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Saxena, M., Boxma, O. J., & Mandjes, M. (2020). An Infinite-Server System with Lévy Shot-Noise Modulation: Moments and Asymptotics. Markov Processes and Related Fields, 26(4), 757-778. http://math-mprf.org/journal/articles/id1595/
  • Open Access
    Storm, P. J., Bhulai, S., Kager, W., & Mandjes, M. (2020). Roundabout model with on-ramp queues: Exact results and scaling approximations. Physical Review E, 101(1), Article 012311. https://doi.org/10.1103/PhysRevE.101.012311
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2
  • Open Access
    Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4
  • Abhishek, A., Boon, M. A. A., Mandjes, M., & Núñez-Queija, R. (2019). Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning. European Journal of Operational Research, 273(3), 1026-1035. https://doi.org/10.1016/j.ejor.2018.09.049
  • Malsagov, A., & Mandjes, M. (2019). Approximations for reflected fractional Brownian motion. Physical Review E, 100(3), Article 032120. https://doi.org/10.1103/PhysRevE.100.032120
  • Heemskerk, M., & Mandjes, M. (2019). Exact asymptotics in an infinite-server system with overdispersed input. Operations Research Letters, 47(6), 513-520. https://doi.org/10.1016/j.orl.2019.09.003
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