Edit Profile (opens in new tab) Breuer, Lothar Compute Distance To: Compute Author ID: breuer.lothar Published as: Breuer, Lothar; Breuer, L. External Links: MGP Documents Indexed: 27 Publications since 2001, including 2 Books Co-Authors: 15 Co-Authors with 12 Joint Publications 270 Co-Co-Authors all top 5 Co-Authors 15 single-authored 5 Badescu, Andrei L. 4 Stanford, David A. 3 Latouche, Guy 2 Baum, Dieter 2 da Silva Soares, Ana 2 Dudin, Alexander N. 2 Klimenok, Valentina Ivanovna 1 Alfa, Attahiru Sule 1 Avram, Florin 1 Drekic, Steve 1 Frosinin, Dimitri 1 Kazimirsky, Arseniy V. 1 Remiche, Marie-Ange 1 Ren, Jiandong 1 Yu, Kaiqi all top 5 Serials 5 Journal of Applied Probability 5 Queueing Systems 3 Scandinavian Actuarial Journal 3 Stochastic Models 2 Annals of Operations Research 1 Operations Research Letters 1 Mathematical and Computer Modelling 1 Cybernetics and Systems Analysis 1 Theory of Stochastic Processes 1 ASTIN Bulletin 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 European Actuarial Journal all top 5 Fields 21 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 319 times in 254 Documents Cited by ▼ Year ▼ A retrial BMAP/PH/N system. Zbl 1169.90335Breuer, Lothar; Dudin, Alexander; Klimenok, Valentina 53 2002 Risk processes analyzed as fluid queues. Zbl 1092.91037Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouches, Guy; Remiche, Marie-Ange; Stanford, David 45 2005 First passage times for Markov additive processes with positive jumps of phase type. Zbl 1156.60059Breuer, Lothar 37 2008 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 24 2005 An introduction to queueing theory and matrix-analytic methods. Zbl 1089.60002Breuer, L.; Baum, Dieter 23 2005 A quintuple law for Markov additive processes with phase-type jumps. Zbl 1205.60095Breuer, Lothar 19 2010 An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure. Zbl 1088.62511Breuer, Lothar 17 2002 The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. 14 2005 A \(BMAP/PH/1\) queue with feedback operating in a random environment. Zbl 1129.90312Krieger, U.; Klimenok, V. I.; Kazimirsky, A. V.; Breuer, L.; Dudin, A. N. 13 2005 From Markov jump processes to spatial queues. Zbl 1033.60091Breuer, Lothar 12 2003 Occupation times for Markov-modulated Brownian motion. Zbl 1258.60046Breuer, Lothar 10 2012 Threshold policies for controlled retrial queues with heterogeneous servers. Zbl 1114.90020Frosinin, Dimitri; Breuer, Lothar 10 2006 Exit problems for reflected Markov-modulated Brownian motion. Zbl 1256.60027Breuer, Lothar 8 2012 The periodic BMAP/PH/c queue. Zbl 1017.90014Breuer, Lothar 8 2001 On Markov-additive jump processes. Zbl 0995.60079Breuer, Lothar 7 2002 The use of vector-valued martingales in risk theory. Zbl 1184.91107Badescu, Andrei; Breuer, Lothar 7 2008 A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103Breuer, Lothar; Badescu, Andrei L. 4 2014 Applying Foster’s criteria to a \(GI/PH/1\) queueing system. Zbl 1132.60064Baum, D.; Breuer, L. 2 2006 Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution. Zbl 1046.90017Breuer, Lothar 2 2003 Perturbed risk processes analyzed as fluid flows. Zbl 1187.91106Ren, Jiandong; Breuer, Lothar; Stanford, David A.; Yu, Kaiqi 2 2009 A semi-explicit density function for Kulkarni’s bivariate phase-type distribution. Zbl 1344.60022Breuer, Lothar 1 2016 The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. Zbl 1270.60078Breuer, Lothar 1 2013 A semi-explicit density function for Kulkarni’s bivariate phase-type distribution. Zbl 1344.60022Breuer, Lothar 1 2016 A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103Breuer, Lothar; Badescu, Andrei L. 4 2014 The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. Zbl 1270.60078Breuer, Lothar 1 2013 Occupation times for Markov-modulated Brownian motion. Zbl 1258.60046Breuer, Lothar 10 2012 Exit problems for reflected Markov-modulated Brownian motion. Zbl 1256.60027Breuer, Lothar 8 2012 A quintuple law for Markov additive processes with phase-type jumps. Zbl 1205.60095Breuer, Lothar 19 2010 Perturbed risk processes analyzed as fluid flows. Zbl 1187.91106Ren, Jiandong; Breuer, Lothar; Stanford, David A.; Yu, Kaiqi 2 2009 First passage times for Markov additive processes with positive jumps of phase type. Zbl 1156.60059Breuer, Lothar 37 2008 The use of vector-valued martingales in risk theory. Zbl 1184.91107Badescu, Andrei; Breuer, Lothar 7 2008 Threshold policies for controlled retrial queues with heterogeneous servers. Zbl 1114.90020Frosinin, Dimitri; Breuer, Lothar 10 2006 Applying Foster’s criteria to a \(GI/PH/1\) queueing system. Zbl 1132.60064Baum, D.; Breuer, L. 2 2006 Risk processes analyzed as fluid queues. Zbl 1092.91037Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouches, Guy; Remiche, Marie-Ange; Stanford, David 45 2005 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 24 2005 An introduction to queueing theory and matrix-analytic methods. Zbl 1089.60002Breuer, L.; Baum, Dieter 23 2005 The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. 14 2005 A \(BMAP/PH/1\) queue with feedback operating in a random environment. Zbl 1129.90312Krieger, U.; Klimenok, V. I.; Kazimirsky, A. V.; Breuer, L.; Dudin, A. N. 13 2005 From Markov jump processes to spatial queues. Zbl 1033.60091Breuer, Lothar 12 2003 Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution. Zbl 1046.90017Breuer, Lothar 2 2003 A retrial BMAP/PH/N system. Zbl 1169.90335Breuer, Lothar; Dudin, Alexander; Klimenok, Valentina 53 2002 An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure. Zbl 1088.62511Breuer, Lothar 17 2002 On Markov-additive jump processes. Zbl 0995.60079Breuer, Lothar 7 2002 The periodic BMAP/PH/c queue. Zbl 1017.90014Breuer, Lothar 8 2001 all cited Publications top 5 cited Publications all top 5 Cited by 319 Authors 23 Dudin, Alexander N. 17 Cheung, Eric C. K. 15 Breuer, Lothar 14 Klimenok, Valentina Ivanovna 13 Badescu, Andrei L. 12 Kim, Chesoong 12 Landriault, David 10 Latouche, Guy 9 Ivanovs, Jevgeņijs 8 Ahn, Soohan 7 Chakravarthy, Srinivas R. 7 Ren, Jiandong 7 Stanford, David A. 6 Zhang, Zhimin 5 Albrecher, Hansjörg 5 Krishnamoorthy, Achyutha 5 Margolius, Barbara H. 4 Artalejo, Jesus R. 4 Kim, Bara 4 Ledoux, James 4 Liu, Zaiming 4 Mandjes, Michel Robertus Hendrikus 4 Palmowski, Zbigniew 4 Wu, Jinbiao 3 Alfa, Attahiru Sule 3 Barron, Yonit 3 Baumann, Hendrik 3 Bean, Nigel G. 3 Bladt, Mogens 3 D’Auria, Bernardo 3 Dendievel, Sarah 3 Drekic, Steve 3 Dudin, Sergey A. 3 Frostig, Esther 3 Hou, Zhenting 3 Jacob, M. J. 3 Ke, Jauchuan 3 Kella, Offer 3 Kim, Jeongsim 3 Li, Quanlin 3 Li, Shu 3 Li, Shuanming 3 Mushko, Vilena V. 3 Naumov, Valeriĭ A. 3 O’Reilly, Małgorzata M. 3 Peng, Yi 3 Rabehasaina, Landy 3 Samouylov, Konstantin E. 3 Sandmann, Werner 3 Shi, Dinghua 3 Shin, Yang Woo 3 Yu, Kaiqi 3 Zhang, Hongbo 2 Aliyeva, Sevinc 2 Asmussen, Søren 2 Avram, Florin 2 Boxma, Onno Johan 2 Buchholz, Peter 2 Chaudhry, Mohan L. 2 Constantinescu, Corina D. 2 Dibu, A. S. 2 Dickson, David C. M. 2 Dudina, Olga S. 2 Feng, Runhuan 2 Guo, Xianping 2 He, Qi-Ming 2 Joshua, Varghese C. 2 Kasahara, Shoji 2 Kazimirsky, Arseniy V. 2 Kim, Jerim 2 Kriege, Jan 2 Kyprianou, Andreas E. 2 Li, Yingqiu 2 Lillo, Rosa Elvira 2 Lopez-Herrero, Maria Jesus 2 Masuyama, Hiroyuki 2 Melikov, Agassi Z. 2 Nazarathy, Yoni 2 Nguyen, Giang Thu 2 Nielsen, Bo Friis 2 Orlovsky, Dmitry S. 2 Pearn, Wen Lea 2 Phung-Duc, Tuan 2 Pitts, Susan M. 2 Politis, Konstadinos 2 Ramaswami, Vaidyanathan 2 Ramírez-Cobo, Pepa 2 Remiche, Marie-Ange 2 Simon, Matthieu 2 Takahashi, Yutaka 2 Telek, Miklós 2 Vishnevsky, Vladimir M. 2 Winkler, Anastasia 2 Woolford, Douglas G. 2 Wu, Chia-Huang 2 Yang, Gang 2 Yang, Hailiang 2 Ye, Liuer 2 Zhang, Lili 2 Zhao, Yiqiang Q. ...and 219 more Authors all top 5 Cited in 66 Serials 18 Journal of Applied Probability 18 Queueing Systems 18 Stochastic Models 16 Insurance Mathematics & Economics 16 Annals of Operations Research 15 Scandinavian Actuarial Journal 10 European Journal of Operational Research 8 Methodology and Computing in Applied Probability 7 Stochastic Processes and their Applications 6 Applied Mathematical Modelling 6 Journal of Industrial and Management Optimization 5 Advances in Applied Probability 5 Applied Mathematics and Computation 5 Statistics & Probability Letters 5 Computers & Operations Research 5 Journal of the Korean Statistical Society 4 Journal of Computational and Applied Mathematics 4 Acta Mathematicae Applicatae Sinica. English Series 3 Operations Research Letters 3 Stochastic Analysis and Applications 3 Asia-Pacific Journal of Operational Research 3 Mathematical and Computer Modelling 3 North American Actuarial Journal 2 Computers & Mathematics with Applications 2 International Journal of Systems Science 2 Journal of Theoretical Probability 2 Automation and Remote Control 2 Communications in Statistics. Theory and Methods 2 Computational Statistics and Data Analysis 2 Journal of Mathematical Sciences (New York) 2 Top 2 Probability in the Engineering and Informational Sciences 2 ASTIN Bulletin 2 Journal of Applied Mathematics and Computing 2 Advances in Operations Research 2 European Actuarial Journal 2 Journal of Applied Mathematics & Informatics 2 Stochastic Systems 1 Journal of Algebra 1 Journal of Statistical Planning and Inference 1 Acta Applicandae Mathematicae 1 Bulletin of the Iranian Mathematical Society 1 Optimization 1 Journal of Economic Dynamics & Control 1 SIAM Journal on Matrix Analysis and Applications 1 Science in China. Series A 1 Neural Computation 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 Linear Algebra and its Applications 1 SIAM Review 1 Cybernetics and Systems Analysis 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Mathematical Methods of Operations Research 1 International Journal of Applied Mathematics and Computer Science 1 Mathematics in Computer Science 1 Frontiers of Mathematics in China 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 International Journal of Stochastic Analysis 1 Journal of Computational and Graphical Statistics 1 Journal of the Operations Research Society of China 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 Journal of Applied Mathematics and Computational Mechanics all top 5 Cited in 15 Fields 212 Probability theory and stochastic processes (60-XX) 95 Operations research, mathematical programming (90-XX) 74 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Statistics (62-XX) 15 Computer science (68-XX) 9 Numerical analysis (65-XX) 6 Systems theory; control (93-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral equations (45-XX) 2 Biology and other natural sciences (92-XX) 1 Field theory and polynomials (12-XX) 1 Nonassociative rings and algebras (17-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) Citations by Year