Steve Drekic

发表

“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model,” David Landriault and Gordon Willmot, Volume 13, No. 2, 2009

Steve Drekic, 2009 .

On the analysis of a multi-threshold Markovian risk model

Steve Drekic, David Landriault, Andrei L. Badescu, 2007 .

Analysis of a threshold dividend strategy for a MAP risk model

Steve Drekic, David Landriault, Andrei L. Badescu, 2007 .

“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005

G. Willmot, D. Dickson, D. Stanford, 2006 .

Analysis of a Dividend Barrier Strategy for a Class of Markovian Risk Models

D. Landriault, A. Badescu, Steve Drekic, 2006 .

On the Moments of the Time of Ruin with Applications to Phase-Type Claims

Gordon E. Willmot, Steve Drekic, G. Willmot, 2005 .

The surplus prior to ruin and the deficit at ruin for a correlated risk process

Guy Latouche, David A. Stanford, Lothar Breuer, 2005 .

The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models

Steve Drekic, David C. M. Dickson, D. Dickson, 2004 .

On the Distribution of the Deficit at Ruin when Claims are Phase-type

Steve Drekic, Steve Drekic, David C. M. Dickson *, 2004 .

On the Density and Moments of the Time of Ruin with Exponential Claims

Gordon E. Willmot, Steve Drekic, G. Willmot, 2003, ASTIN Bulletin.

Discrimination Between Two Generalized Multivariate Modifled Bessel Populations

L. Thabane, Steve Drekic, 2004 .

Multiple Eigenvalues in Spectral Analysis for Solving QBD Processes

W. Grassmann, Steve Drekic, 2008 .

On a general mixed priority queue with server discretion

V. Fajardo, Steve Drekic, 2016 .

Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model

Eric C. K. Cheung, D. Dickson, Steve Drekic, 2008 .

Interdeparture time distributions in ΣiMi/Gi/1 priority queues

David A. Stanford, Steve Drekic, D. Stanford, 2000, Queueing Syst. Theory Appl..

An Eigenvalue Approach to Analyzing a Finite Source Priority Queueing Model

Winfried K. Grassmann, Steve Drekic, W. Grassmann, 2002, Ann. Oper. Res..

Controlling the workload of M/G/1 queues via the q-policy

Steve Drekic, Val Andrei Fajardo, V. Fajardo, 2015, Eur. J. Oper. Res..

A model for deceased-donor transplant queue waiting times

Douglas G. Woolford, David A. Stanford, Steve Drekic, 2015, Queueing Syst. Theory Appl..

Threshold-based interventions to optimize performance in preemptive priority queues

David A. Stanford, Steve Drekic, D. Stanford, 2000, Queueing Syst. Theory Appl..

Reducing Delay in Preemptive Repeat Priority Queues

David A. Stanford, Steve Drekic, D. Stanford, 2001, Oper. Res..

A preemptive resume queue with an expiry time for retained service

Steve Drekic, Steve Drekic, 2003, Perform. Evaluation.

Ruin Analysis of a Discrete-Time Dependent Sparre Andersen Model with External Financial Activities and Randomized Dividends

S. Kim, Steve Drekic, 2016 .

Ruin Analysis of a Threshold Strategy in a Discrete-Time Sparre Andersen Model

Steve Drekic, Ana Mera, 2011 .

Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches

Steve Drekic, Eric C. K. Cheung, Eric C.K. Cheung, 2008 .

Optimal Dividends Under a Ruin Probability Constraint

D. Dickson, Steve Drekic, 2006, Annals of Actuarial Science.

A threshold-based risk process with a waiting period to pay dividends

J. Woo, Ran Xu, Steve Drekic, 2017 .

Dividend Moments in the Dual Model : Exact and Approximate Approaches

Eric C. K. Cheung, Steve Drekic, 2008 .

The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function

Gordon E. Willmot, Steve Drekic, X. Sheldon Lin, 2003 .

Algorithmic Analysis of the Sparre Andersen Model in Discrete Time

Attahiru Sule Alfa, Steve Drekic, A. Alfa, 2007, ASTIN Bulletin.

An analytical solution for a tandem queue with blocking

Winfried K. Grassmann, Steve Drekic, W. Grassmann, 2000, Queueing Syst. Theory Appl..

The unobserved waiting customer approximation

Kevin Granville, Steve Drekic, Steve Drekic, 2021, Queueing Systems.

A 2-class maintenance model with dynamic server behavior

Kevin Granville, Steve Drekic, Steve Drekic, 2020, TOP.

A 2-class maintenance model with dynamic server behavior

Steve Drekic, Kevin Granville, 2019, TOP.

On a 2-class polling model with reneging and ki\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k_i$$\end{document}-lim

Kevin Granville, Steve Drekic, Steve Drekic, 2018, Annals of Operations Research.

Phase‐Type Distribution

Steve Drekic, Steve Drekic, 2010 .

Phase‐Type Distributions

Steve Drekic, Steve Drekic, 2006 .

A Bayesian approach to 2D triple junction modeling

Steve Drekic, Steve Drekic, Basil Singer, 2013 .

Time-Dependent Analysis of Some Infinite Server Queues with Bulk Poisson Arrivals

Gordon E. Willmot, Steve Drekic, G. Willmot, 2009, INFOR Inf. Syst. Oper. Res..