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Author ID: breuer.lothar Recent zbMATH articles by "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

Publications by Year

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 1169.90335
Breuer, Lothar; Dudin, Alexander; Klimenok, Valentina
53
2002
Risk processes analyzed as fluid queues. Zbl 1092.91037
Badescu, 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 1156.60059
Breuer, Lothar
37
2008
Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078
Stanford, 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 1089.60002
Breuer, L.; Baum, Dieter
23
2005
A quintuple law for Markov additive processes with phase-type jumps. Zbl 1205.60095
Breuer, Lothar
19
2010
An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure. Zbl 1088.62511
Breuer, Lothar
17
2002
The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025
Badescu, 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 1129.90312
Krieger, U.; Klimenok, V. I.; Kazimirsky, A. V.; Breuer, L.; Dudin, A. N.
13
2005
From Markov jump processes to spatial queues. Zbl 1033.60091
Breuer, Lothar
12
2003
Occupation times for Markov-modulated Brownian motion. Zbl 1258.60046
Breuer, Lothar
10
2012
Threshold policies for controlled retrial queues with heterogeneous servers. Zbl 1114.90020
Frosinin, Dimitri; Breuer, Lothar
10
2006
Exit problems for reflected Markov-modulated Brownian motion. Zbl 1256.60027
Breuer, Lothar
8
2012
The periodic BMAP/PH/c queue. Zbl 1017.90014
Breuer, Lothar
8
2001
On Markov-additive jump processes. Zbl 0995.60079
Breuer, Lothar
7
2002
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
7
2008
A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103
Breuer, Lothar; Badescu, Andrei L.
4
2014
Applying Foster’s criteria to a \(GI/PH/1\) queueing system. Zbl 1132.60064
Baum, D.; Breuer, L.
2
2006
Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution. Zbl 1046.90017
Breuer, Lothar
2
2003
Perturbed risk processes analyzed as fluid flows. Zbl 1187.91106
Ren, Jiandong; Breuer, Lothar; Stanford, David A.; Yu, Kaiqi
2
2009
A semi-explicit density function for Kulkarni’s bivariate phase-type distribution. Zbl 1344.60022
Breuer, Lothar
1
2016
The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. Zbl 1270.60078
Breuer, Lothar
1
2013
A semi-explicit density function for Kulkarni’s bivariate phase-type distribution. Zbl 1344.60022
Breuer, Lothar
1
2016
A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103
Breuer, Lothar; Badescu, Andrei L.
4
2014
The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. Zbl 1270.60078
Breuer, Lothar
1
2013
Occupation times for Markov-modulated Brownian motion. Zbl 1258.60046
Breuer, Lothar
10
2012
Exit problems for reflected Markov-modulated Brownian motion. Zbl 1256.60027
Breuer, Lothar
8
2012
A quintuple law for Markov additive processes with phase-type jumps. Zbl 1205.60095
Breuer, Lothar
19
2010
Perturbed risk processes analyzed as fluid flows. Zbl 1187.91106
Ren, Jiandong; Breuer, Lothar; Stanford, David A.; Yu, Kaiqi
2
2009
First passage times for Markov additive processes with positive jumps of phase type. Zbl 1156.60059
Breuer, Lothar
37
2008
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
7
2008
Threshold policies for controlled retrial queues with heterogeneous servers. Zbl 1114.90020
Frosinin, Dimitri; Breuer, Lothar
10
2006
Applying Foster’s criteria to a \(GI/PH/1\) queueing system. Zbl 1132.60064
Baum, D.; Breuer, L.
2
2006
Risk processes analyzed as fluid queues. Zbl 1092.91037
Badescu, 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 1123.62078
Stanford, 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 1089.60002
Breuer, L.; Baum, Dieter
23
2005
The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025
Badescu, 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 1129.90312
Krieger, U.; Klimenok, V. I.; Kazimirsky, A. V.; Breuer, L.; Dudin, A. N.
13
2005
From Markov jump processes to spatial queues. Zbl 1033.60091
Breuer, Lothar
12
2003
Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution. Zbl 1046.90017
Breuer, Lothar
2
2003
A retrial BMAP/PH/N system. Zbl 1169.90335
Breuer, Lothar; Dudin, Alexander; Klimenok, Valentina
53
2002
An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure. Zbl 1088.62511
Breuer, Lothar
17
2002
On Markov-additive jump processes. Zbl 0995.60079
Breuer, Lothar
7
2002
The periodic BMAP/PH/c queue. Zbl 1017.90014
Breuer, Lothar
8
2001
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

Citations by Year