Soohan Ahn

发表

A New Class of Models for Heavy Tailed Distributions in Finance and Insurance Risk

V. Ramaswami, Soohan Ahn, Joseph H. T. Kim, 2012 .

Bilateral Phase Type Distributions

V. Ramaswami, Soohan Ahn, 2005 .

MINING AN ANOMALY: ON THE SMALL TIME SCALE BEHAVIOR OF THE TRAFFIC ANOMALY

Soohan Ahn, Y. Won, Junghyun Kim, 2006 .

Efficient algorithms for transient analysis of stochastic fluid flow models

V. Ramaswami, Soohan Ahn, V. Ramaswami, 2005, Journal of Applied Probability.

Duality results for Markov-modulated fluid flow models

V. Ramaswami, Soohan Ahn, 2011, Journal of Applied Probability.

A transient analysis of Markov fluid models with jumps

Soohan Ahn, 2009 .

Continuous-type (s, Q)-inventory model with an attached M/M/1 queue and lost sales

Yun Han Bae, Ho Woo Lee, Jung Woo Baek, 2018, Perform. Evaluation.

Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation

Soohan Ahn, 2016 .

Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation

Soohan Ahn, 2015 .

Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps

Soohan Ahn, 2017 .

Moments of the ruin time and the total amount of claims until ruin in a diffusion risk process

Soohan Ahn, Jihoon Kim, 2016 .

Session-based classification of internet applications in 3G wireless networks

Youjip Won, Seongjin Lee, Soohan Ahn, 2011, Comput. Networks.

Analysis of G/D/1 Queueing Systems with Inputs Satisfying Large Deviation Principle under Weak* Topology

Soohan Ahn, Jongwoo Jeon, Soohan Ahn, 2002, Queueing Syst. Theory Appl..

Ensuring Access to Emergency Services in the Presence of Long Internet Dial-Up Calls

Alan Kaplan, Simon D. Byers, Vaidyanathan Ramaswami, 2005, Interfaces.

Deal price model in Deal-or-No-Deal game

Soohan Ahn, Se-Ra Song, 2014 .

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Vaidyanathan Ramaswami, Soohan Ahn, Andrei L. Badescu, 2007, Queueing Syst. Theory Appl..

Taboo probability on a simple fluid flow model

Soohan Ahn, 2008 .

Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

Vaidyanathan Ramaswami, Soohan Ahn, V. Ramaswami, 2006 .

NEW FRONTIERS IN APPLIED PROBABILITY A Festschrift for SØREN ASMUSSEN Edited by P. GLYNN, T. MIKOSCH and T. ROLSKI Part 7. Queueing theory and Markov processes DUALITY RESULTS FOR MARKOV-MODULATED FLUID FLOW MODELS

Soohan Ahn, 2011 .

Steady State Analysis of Finite Fluid Flow Models Using Finite QBDs

Vaidyanathan Ramaswami, Soohan Ahn, Jongwoo Jeon, 2005, Queueing Syst. Theory Appl..

Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue

Vaidyanathan Ramaswami, Soohan Ahn, V. Ramaswami, 2004 .

Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs

Jung Woo Baek, Soohan Ahn, 2014 .

Limited Chain Relay - A Novel Multimedia Distribution Algorithm and Its Analysis

Rittwik Jana, Vaidyanathan Ramaswami, Soohan Ahn, 2009, 2009 IEEE International Conference on Communications.

On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals

Soohan Ahn, Andrei L. Badescu, Soohan Ahn, 2007 .

Matrix-geometric algorithms for stochastic fluid flows

Vaidyanathan Ramaswami, Soohan Ahn, V. Ramaswami, 2006, SMCtools '06.

GOP ARIMA: Modeling the nonstationarity of VBR processes

Youjip Won, Soohan Ahn, Soohan Ahn, 2005, Multimedia Systems.

Performance analysis of non-stationary model for empirical VBR process

Youjip Won, Soohan Ahn, Jongwoo Jeon, 2001, GLOBECOM'01. IEEE Global Telecommunications Conference (Cat. No.01CH37270).

An IBNR–RBNS insurance risk model with marked Poisson arrivals

Eric C. K. Cheung, Soohan Ahn, A. Badescu, 2018 .