Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDFBibTeX XMLCite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv
Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. A ruin model with a resampled environment. (English) Zbl 1447.91131 Scand. Actuar. J. 2020, No. 4, 323-341 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2020, No. 4, 323--341 (2020; Zbl 1447.91131) Full Text: DOI arXiv
Heemskerk, Mariska; Mandjes, Michel Exact asymptotics for a multitimescale model with applications in modeling overdispersed customer streams. (English) Zbl 1446.60026 Stoch. Syst. 9, No. 3, 208-230 (2019). MSC: 60F10 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{M. Heemskerk} and \textit{M. Mandjes}, Stoch. Syst. 9, No. 3, 208--230 (2019; Zbl 1446.60026) Full Text: DOI arXiv
Heemskerk, Mariska; Mandjes, Michel Exact asymptotics in an infinite-server system with overdispersed input. (English) Zbl 1476.90085 Oper. Res. Lett. 47, No. 6, 513-520 (2019). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{M. Heemskerk} and \textit{M. Mandjes}, Oper. Res. Lett. 47, No. 6, 513--520 (2019; Zbl 1476.90085) Full Text: DOI arXiv
Dębicki, Krzysztof; Liu, Peng; Mandjes, Michel; Sierpińska-Tułacz, Iwona Lévy-driven GPS queues with heavy-tailed input. (English) Zbl 1370.60163 Queueing Syst. 85, No. 3-4, 249-267 (2017). MSC: 60K25 60G51 90B22 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Queueing Syst. 85, No. 3--4, 249--267 (2017; Zbl 1370.60163) Full Text: DOI arXiv
Asghari, N. M.; Dȩbicki, K.; Mandjes, M. Exact tail asymptotics of the supremum attained by a Lévy process. (English) Zbl 1319.60097 Stat. Probab. Lett. 96, 180-184 (2015). MSC: 60G51 60G70 62D05 PDFBibTeX XMLCite \textit{N. M. Asghari} et al., Stat. Probab. Lett. 96, 180--184 (2015; Zbl 1319.60097) Full Text: DOI
Arendarczyk, Marek; Dȩbicki, Krzysztof; Mandjes, Michel On the tail asymptotics of the area swept under the Brownian storage graph. (English) Zbl 1314.60148 Bernoulli 20, No. 2, 395-415 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., Bernoulli 20, No. 2, 395--415 (2014; Zbl 1314.60148) Full Text: DOI arXiv Euclid
Es-Saghouani, A.; Mandjes, M. Exact multivariate workload asymptotics. (English) Zbl 1318.90022 Math. Methods Oper. Res. 78, No. 3, 405-415 (2013). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{A. Es-Saghouani} and \textit{M. Mandjes}, Math. Methods Oper. Res. 78, No. 3, 405--415 (2013; Zbl 1318.90022) Full Text: DOI
Juneja, S.; Mandjes, M. Overlap problems on the circle. (English) Zbl 1279.60020 Adv. Appl. Probab. 45, No. 3, 773-790 (2013). MSC: 60C05 60F05 60F10 65C05 PDFBibTeX XMLCite \textit{S. Juneja} and \textit{M. Mandjes}, Adv. Appl. Probab. 45, No. 3, 773--790 (2013; Zbl 1279.60020) Full Text: DOI Euclid
Mandjes, M.; Żuraniewski, P. Tail asymptotics of the \(\mathrm{M}/\mathrm{G}/\infty\) model. (English) Zbl 1311.60106 Stoch. Models 27, No. 1, 77-93 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60F10 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{P. Żuraniewski}, Stoch. Models 27, No. 1, 77--93 (2011; Zbl 1311.60106) Full Text: DOI
Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. Extremes of multidimensional Gaussian processes. (English) Zbl 1214.60010 Stochastic Processes Appl. 120, No. 12, 2289-2301 (2010). Reviewer: Michael Falk (Würzburg) MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 120, No. 12, 2289--2301 (2010; Zbl 1214.60010) Full Text: DOI arXiv Link
Bekker, R.; Mandjes, M. A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. (English) Zbl 1190.93103 Math. Methods Oper. Res. 70, No. 2, 357-384 (2009). MSC: 93E20 60K25 90B22 PDFBibTeX XMLCite \textit{R. Bekker} and \textit{M. Mandjes}, Math. Methods Oper. Res. 70, No. 2, 357--384 (2009; Zbl 1190.93103) Full Text: DOI
Lieshout, P.; Mandjes, M. A note on the delay distribution in GPS. (English) Zbl 1138.90355 Oper. Res. Lett. 36, No. 1, 117-122 (2008). MSC: 90B18 PDFBibTeX XMLCite \textit{P. Lieshout} and \textit{M. Mandjes}, Oper. Res. Lett. 36, No. 1, 117--122 (2008; Zbl 1138.90355) Full Text: DOI Link
Egorova, Regina; Mandjes, Michel; Zwart, Bert Sojourn time asymptotics in processor sharing queues with varying service rate. (English) Zbl 1125.60097 Queueing Syst. 56, No. 3-4, 169-181 (2007). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{R. Egorova} et al., Queueing Syst. 56, No. 3--4, 169--181 (2007; Zbl 1125.60097) Full Text: DOI
Mandjes, Michel A note on the benefits of buffering. (English) Zbl 1041.60071 Stoch. Models 20, No. 1, 43-53 (2004). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60K25 PDFBibTeX XMLCite \textit{M. Mandjes}, Stoch. Models 20, No. 1, 43--53 (2004; Zbl 1041.60071) Full Text: DOI
Borst, Sem; Mandjes, Michel; van Uitert, Miranda Generalized processor sharing queues with heterogeneous traffic classes. (English) Zbl 1064.60183 Adv. Appl. Probab. 35, No. 3, 806-845 (2003). Reviewer: Pablo A. Ferrari (São Paulo) MSC: 60K25 68M20 90B18 90B22 PDFBibTeX XMLCite \textit{S. Borst} et al., Adv. Appl. Probab. 35, No. 3, 806--845 (2003; Zbl 1064.60183) Full Text: DOI
Dȩbicki, Krzysztof; Mandjes, Michel Exact overflow asymptotics for queues with many Gaussian inputs. (English) Zbl 1041.60036 J. Appl. Probab. 40, No. 3, 704-720 (2003). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{M. Mandjes}, J. Appl. Probab. 40, No. 3, 704--720 (2003; Zbl 1041.60036) Full Text: DOI Link
Mandjes, Michel; Ridder, Ad A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation. (English) Zbl 1390.90175 ACM Trans. Model. Comput. Simul. 12, No. 1, 1-26 (2002). MSC: 90B18 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{A. Ridder}, ACM Trans. Model. Comput. Simul. 12, No. 1, 1--26 (2002; Zbl 1390.90175) Full Text: DOI
Mandjes, Michel; Kim, Jeong Han Large deviations for Small buffers: An insensitivity result. (English) Zbl 1017.90023 Queueing Syst. 37, No. 4, 349-362 (2001). MSC: 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{J. H. Kim}, Queueing Syst. 37, No. 4, 349--362 (2001; Zbl 1017.90023) Full Text: DOI
Mandjes, Michel; Borst, Sem Overflow behavior in queues with many long-tailed inputs. (English) Zbl 0987.60094 Adv. Appl. Probab. 32, No. 4, 1150-1167 (2000). Reviewer: C.C.Heyde (Canberra) MSC: 60K25 68M20 90B18 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{S. Borst}, Adv. Appl. Probab. 32, No. 4, 1150--1167 (2000; Zbl 0987.60094) Full Text: DOI Link
Mandjes, Michel; Ridder, Ad Optimal trajectory to overflow in a queue fed by a large number of sources. (English) Zbl 0963.90018 Queueing Syst. 31, No. 1-2, 137-170 (1999). Reviewer: A.V.Balakrishnan (Los Angeles) MSC: 90B22 90C40 60K25 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{A. Ridder}, Queueing Syst. 31, No. 1--2, 137--170 (1999; Zbl 0963.90018) Full Text: DOI