×

zbMATH — the first resource for mathematics

Ahn, Soohan

Compute Distance To:
Author ID: ahn.soohan Recent zbMATH articles by "Ahn, Soohan"
Published as: Ahn, S.; Ahn, Soohan
External Links: MGP
Documents Indexed: 28 Publications since 2001

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 265 times in 140 Documents Cited by Year
Efficient algorithms for transient analysis of stochastic fluid flow models. Zbl 1085.60065
Ahn, Soohan; Ramaswami, V.
38
2005
Transient analysis of fluid flow models via stochastic coupling to a queue. Zbl 1038.60086
Ahn, Soohan; Ramaswami, V.
38
2004
Fluid flow models and queues – a connection by stochastic coupling. Zbl 1021.60073
Ahn, Soohan; Ramaswami, V.
34
2003
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Zbl 1124.60067
Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V.
32
2007
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103
Ahn, Soohan; Badescu, Andrei L.
23
2007
A new class of models for heavy tailed distributions in finance and insurance risk. Zbl 1284.60024
Ahn, Soohan; Kim, Joseph H. T.; Ramaswami, Vaidyanathan
17
2012
Transient analysis of fluid models via elementary level-crossing arguments. Zbl 1350.60095
Ahn, Soohan; Ramaswami, V.
16
2006
Steady state analysis of finite fluid flow models using finite QBDs. Zbl 1080.90023
Ahn, Soohan; Jeon, J.; Ramaswami, V.
12
2005
Bilateral phase type distributions. Zbl 1069.60011
Ahn, Soohan; Ramaswami, V.
7
2005
Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process. Zbl 0991.90036
Ahn, Soohan; Lee, Gyemin; Jeon, Jongwoo
6
2001
A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion. Zbl 1361.60070
Ahn, Soohan; Ramaswami, V.
5
2017
A MAP-modulated fluid flow model with multiple vacations. Zbl 1263.90021
Baek, Jung Woo; Lee, Ho Woo; Lee, Se Won; Ahn, Soohan
5
2013
A Markov-modulated fluid flow queueing model under \(D\)-policy. Zbl 1265.60149
Baek, J. W.; Lee, H. W.; Lee, S. W.; Ahn, S.
5
2011
Duality results for Markov-modulated fluid flow models. Zbl 1226.60124
Ahn, Soohan; Ramaswami, Vaidyanathan
5
2011
A factorization property for \(BMAP/G/1\) vacation queues under variable service speed. Zbl 1140.90020
Baek, Jung Woo; Lee, Ho Woo; Lee, Se Won; Ahn, Soohan
5
2008
A transient analysis of Markov fluid models with jumps. Zbl 1293.60089
Ahn, Soohan
4
2009
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. Zbl 1342.60055
Ahn, Soohan
3
2016
A workload factorization for BMAP/G/1 vacation queues under variable service speed. Zbl 1408.90058
Baek, Jung Woo; Lee, Ho Woo; Lee, Se Won; Ahn, Soohan
3
2014
Parameter estimation of the Pareto distribution using a pivotal quantity. Zbl 1368.62052
Kim, Joseph H. T.; Ahn, Sanghyun; Ahn, Soohan
2
2017
Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation. Zbl 1332.60119
Ahn, Soohan
2
2015
An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae
1
2018
Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps. Zbl 1357.60087
Ahn, Soohan
1
2017
Analysis of G/D/1 queueing systems with inputs satisfying large deviation principle under weak* topology. Zbl 1169.90331
Ahn, Soohan; Jeon, Jongwoo
1
2002
An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae
1
2018
A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion. Zbl 1361.60070
Ahn, Soohan; Ramaswami, V.
5
2017
Parameter estimation of the Pareto distribution using a pivotal quantity. Zbl 1368.62052
Kim, Joseph H. T.; Ahn, Sanghyun; Ahn, Soohan
2
2017
Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps. Zbl 1357.60087
Ahn, Soohan
1
2017
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. Zbl 1342.60055
Ahn, Soohan
3
2016
Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation. Zbl 1332.60119
Ahn, Soohan
2
2015
A workload factorization for BMAP/G/1 vacation queues under variable service speed. Zbl 1408.90058
Baek, Jung Woo; Lee, Ho Woo; Lee, Se Won; Ahn, Soohan
3
2014
A MAP-modulated fluid flow model with multiple vacations. Zbl 1263.90021
Baek, Jung Woo; Lee, Ho Woo; Lee, Se Won; Ahn, Soohan
5
2013
A new class of models for heavy tailed distributions in finance and insurance risk. Zbl 1284.60024
Ahn, Soohan; Kim, Joseph H. T.; Ramaswami, Vaidyanathan
17
2012
A Markov-modulated fluid flow queueing model under \(D\)-policy. Zbl 1265.60149
Baek, J. W.; Lee, H. W.; Lee, S. W.; Ahn, S.
5
2011
Duality results for Markov-modulated fluid flow models. Zbl 1226.60124
Ahn, Soohan; Ramaswami, Vaidyanathan
5
2011
A transient analysis of Markov fluid models with jumps. Zbl 1293.60089
Ahn, Soohan
4
2009
A factorization property for \(BMAP/G/1\) vacation queues under variable service speed. Zbl 1140.90020
Baek, Jung Woo; Lee, Ho Woo; Lee, Se Won; Ahn, Soohan
5
2008
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Zbl 1124.60067
Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V.
32
2007
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103
Ahn, Soohan; Badescu, Andrei L.
23
2007
Transient analysis of fluid models via elementary level-crossing arguments. Zbl 1350.60095
Ahn, Soohan; Ramaswami, V.
16
2006
Efficient algorithms for transient analysis of stochastic fluid flow models. Zbl 1085.60065
Ahn, Soohan; Ramaswami, V.
38
2005
Steady state analysis of finite fluid flow models using finite QBDs. Zbl 1080.90023
Ahn, Soohan; Jeon, J.; Ramaswami, V.
12
2005
Bilateral phase type distributions. Zbl 1069.60011
Ahn, Soohan; Ramaswami, V.
7
2005
Transient analysis of fluid flow models via stochastic coupling to a queue. Zbl 1038.60086
Ahn, Soohan; Ramaswami, V.
38
2004
Fluid flow models and queues – a connection by stochastic coupling. Zbl 1021.60073
Ahn, Soohan; Ramaswami, V.
34
2003
Analysis of G/D/1 queueing systems with inputs satisfying large deviation principle under weak* topology. Zbl 1169.90331
Ahn, Soohan; Jeon, Jongwoo
1
2002
Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process. Zbl 0991.90036
Ahn, Soohan; Lee, Gyemin; Jeon, Jongwoo
6
2001
all top 5

Cited by 189 Authors

21 Ahn, Soohan
12 Badescu, Andrei L.
12 O’Reilly, Małgorzata M.
11 Ramaswami, Vaidyanathan
10 Landriault, David
9 Bean, Nigel G.
9 Cheung, Eric C. K.
7 Barron, Yonit
6 Taylor, Peter Gerrard
5 Baek, Jung Woo
5 Latouche, Guy
5 Mandjes, Michel Robertus Hendrikus
4 Breuer, Lothar
4 Horváth, Gábor
4 Lee, Ho Woo
4 Lee, Se Won
3 Albrecher, Hansjörg
3 Ivanovs, Jevgeņijs
3 Kim, Joseph Hyun Tae
3 Monteiro, Magda
3 Pereira, Isabel M. S.
3 Scotto, Manuel González
3 Sericola, Bruno
3 Telek, Miklós
2 Adan, Ivo J. B. F.
2 Drekic, Steve
2 Frostig, Esther
2 Li, Rencang
2 Liu, Changli
2 Maruotti, Antonello
2 Nguyen, Giang Thu
2 Perry, David
2 Remiche, Marie-Ange
2 Samuelson, Aviva
2 Scheinhardt, Werner R. W.
2 Shi, Tianxiang
2 Stadje, Wolfgang
2 Vatamidou, Eleni
2 Vlasiou, Maria
2 Xue, Jungong
2 Yang, Hailiang
2 Zhang, Zhimin
2 Zwart, Bert P.
1 Akar, Nail
1 Ammar, Sherif Ibrahim
1 Andrade, Jose Ailton Alencar
1 Arunachalam, Viswanathan
1 Asgharzadeh, Akbar
1 Avram, Florin
1 Bagnato, Luca
1 Banik, Abhijit Datta
1 Basalamah, Doaa
1 Bernardi, Mauro
1 Bladt, Mogens
1 Boxma, Onno Johan
1 Brazauskas, Vytaras
1 Bruneel, Herwig
1 Cai, Jun
1 Chen, Cairong
1 Chen, Mi
1 Cheng, Jianhua
1 Chong, Edwin Kah Pin
1 Constantinescu, Corina D.
1 da Silva Soares, Ana
1 Dan, Wang
1 D’Auria, Bernardo
1 Dendievel, Sarah
1 Dharmaraja, selvamuthu
1 Dieker, A. B.
1 Drost, Feike C.
1 Dudin, Alexander N.
1 Es-Saghouani, Abdelghafour
1 Esparza, Luz Judith R.
1 Estep, Donald J.
1 Farias, Rafael Bráz Azevedo
1 Feng, Runhuan
1 Fiems, Dieter
1 Fransoo, Jan C.
1 Fung, Tsz Chai
1 Gamado, Kokouvi M.
1 Ge, Jiwen
1 Gebizlioglu, Omer L.
1 Gershwin, Stanley B.
1 Ghosh, Souvik
1 Govorun, Maria
1 Gribaudo, Marco
1 Guillemin, Fabrice M.
1 Gupta, Arjun Kumar
1 Gupta, Vandana
1 Haigh, Andrew
1 Hannig, Jan
1 Honhon, Dorothée
1 Hounnon, Hippolyte
1 Hu, Lanying
1 Jeon, Jongwoo
1 Jeon, Yongho
1 Jiang, Fen
1 Jin, Fang
1 Jose, Kanichukattu Korakutty
1 Karlis, Dimitris
...and 89 more Authors
all top 5

Cited in 41 Serials

19 Stochastic Models
14 Insurance Mathematics & Economics
11 Queueing Systems
11 Annals of Operations Research
8 Journal of Applied Probability
8 Methodology and Computing in Applied Probability
6 European Journal of Operational Research
6 Journal of the Korean Statistical Society
5 Scandinavian Actuarial Journal
4 Journal of Computational and Applied Mathematics
4 Communications in Statistics. Theory and Methods
3 Advances in Applied Probability
3 Mathematical Problems in Engineering
3 Journal of Statistical Theory and Practice
2 Applied Mathematics and Computation
2 Statistics & Probability Letters
2 Stochastic Processes and their Applications
2 Mathematical Methods of Operations Research
2 Probability in the Engineering and Informational Sciences
2 North American Actuarial Journal
2 Journal of Industrial and Management Optimization
1 Computers & Mathematics with Applications
1 Journal of Statistical Planning and Inference
1 Opsearch
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Journal of Scientific Computing
1 Automation and Remote Control
1 Linear Algebra and its Applications
1 Computational Statistics and Data Analysis
1 Statistical Papers
1 Numerical Linear Algebra with Applications
1 Top
1 Bernoulli
1 Abstract and Applied Analysis
1 RAIRO. Operations Research
1 ASTIN Bulletin
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Science China. Mathematics
1 Stochastic Systems
1 International Journal of Applied and Computational Mathematics

Citations by Year