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Breuer, Lothar

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Author ID: breuer.lothar Recent zbMATH articles by "Breuer, Lothar"
Published as: Breuer, L.; Breuer, Lothar
External Links: MGP
Documents Indexed: 27 Publications since 2001, including 2 Books

Publications by Year

Citations contained in zbMATH

21 Publications have been cited 286 times in 221 Documents Cited by Year
A retrial BMAP/PH/N system. Zbl 1169.90335
Breuer, Lothar; Dudin, Alexander; Klimenok, Valentina
51
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
39
2005
First passage times for Markov additive processes with positive jumps of phase type. Zbl 1156.60059
Breuer, Lothar
36
2008
An introduction to queueing theory and matrix-analytic methods. Zbl 1089.60002
Breuer, L.; Baum, Dieter
23
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.
22
2005
A quintuple law for Markov additive processes with phase-type jumps. Zbl 1205.60095
Breuer, Lothar
17
2010
An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure. Zbl 1088.62511
Breuer, Lothar
14
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.
13
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.
10
2005
Occupation times for Markov-modulated Brownian motion. Zbl 1258.60046
Breuer, Lothar
9
2012
Threshold policies for controlled retrial queues with heterogeneous servers. Zbl 1114.90020
Frosinin, Dimitri; Breuer, Lothar
8
2006
From Markov jump processes to spatial queues. Zbl 1033.60091
Breuer, Lothar
8
2003
Exit problems for reflected Markov-modulated Brownian motion. Zbl 1256.60027
Breuer, Lothar
7
2012
On Markov-additive jump processes. Zbl 0995.60079
Breuer, Lothar
7
2002
The periodic BMAP/PH/c queue. Zbl 1017.90014
Breuer, Lothar
7
2001
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
6
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.
2
2014
Perturbed risk processes analyzed as fluid flows. Zbl 1187.91106
Ren, Jiandong; Breuer, Lothar; Stanford, David A.; Yu, Kaiqi
2
2009
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
The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. Zbl 1270.60078
Breuer, Lothar
1
2013
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.
2
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
9
2012
Exit problems for reflected Markov-modulated Brownian motion. Zbl 1256.60027
Breuer, Lothar
7
2012
A quintuple law for Markov additive processes with phase-type jumps. Zbl 1205.60095
Breuer, Lothar
17
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
36
2008
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
6
2008
Threshold policies for controlled retrial queues with heterogeneous servers. Zbl 1114.90020
Frosinin, Dimitri; Breuer, Lothar
8
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
39
2005
An introduction to queueing theory and matrix-analytic methods. Zbl 1089.60002
Breuer, L.; Baum, Dieter
23
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.
22
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.
13
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.
10
2005
From Markov jump processes to spatial queues. Zbl 1033.60091
Breuer, Lothar
8
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
51
2002
An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure. Zbl 1088.62511
Breuer, Lothar
14
2002
On Markov-additive jump processes. Zbl 0995.60079
Breuer, Lothar
7
2002
The periodic BMAP/PH/c queue. Zbl 1017.90014
Breuer, Lothar
7
2001
all top 5

Cited by 280 Authors

22 Dudin, Alexander N.
16 Cheung, Eric C. K.
15 Breuer, Lothar
14 Klimenok, Valentina Ivanovna
12 Badescu, Andrei L.
12 Kim, Chesoong
9 Landriault, David
9 Latouche, Guy
8 Ivanovs, Jevgeņijs
7 Ahn, Soohan
7 Ren, Jiandong
7 Stanford, David A.
6 Chakravarthy, Srinivas R.
6 Zhang, Zhimin
5 Albrecher, Hansjörg
4 Artalejo, Jesus R.
4 Dudin, Sergey A.
4 Kim, Bara
4 Krishnamoorthy, Achyutha
4 Ledoux, James
4 Liu, Zaiming
4 Mandjes, Michel Robertus Hendrikus
4 Margolius, Barbara H.
3 Alfa, Attahiru Sule
3 Baumann, Hendrik
3 Bean, Nigel G.
3 D’Auria, Bernardo
3 Drekic, Steve
3 Frostig, Esther
3 Hou, Zhenting
3 Ke, Jauchuan
3 Kella, Offer
3 Kim, Jeongsim
3 Li, Quanlin
3 Li, Shuanming
3 Mushko, Vilena V.
3 O’Reilly, Małgorzata M.
3 Palmowski, Zbigniew
3 Rabehasaina, Landy
3 Sandmann, Werner
3 Shi, Dinghua
3 Shin, Yang Woo
3 Wu, Jinbiao
3 Yu, Kaiqi
3 Zhang, Hongbo
2 Asmussen, Søren
2 Avram, Florin
2 Barron, Yonit
2 Bladt, Mogens
2 Boxma, Onno Johan
2 Chaudhry, Mohan L.
2 Constantinescu, Corina D.
2 Dendievel, Sarah
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 Lopez-Herrero, Maria Jesus
2 Masuyama, Hiroyuki
2 Naumov, Valeriĭ A.
2 Nazarathy, Yoni
2 Nguyen, Giang Thu
2 Nielsen, Bo Friis
2 Orlovsky, Dmitry S.
2 Pearn, Wen Lea
2 Peng, Yi
2 Phung-Duc, Tuan
2 Pitts, Susan M.
2 Politis, Konstadinos
2 Ramaswami, Vaidyanathan
2 Remiche, Marie-Ange
2 Samouylov, Konstantin E.
2 Simon, Matthieu
2 Takahashi, Yutaka
2 Telek, Miklós
2 Winkler, Anastasia
2 Woolford, Douglas G.
2 Wu, Chia-Huang
2 Yang, Gang
2 Yang, Hailiang
2 Ye, Liuer
2 Zhao, Yiqiang Q.
1 Abramov, Vyacheslav M.
1 Adamczyk, Blazej
1 Akar, Nail
1 Al-Begain, Khalid
1 Al-Obaidi, Ali H. M.
1 Anjuka, Atlimuthu
1 Balcıoğlu, Barış
1 Barahona, Mauricio
1 Bargès, Mathieu
1 Basharin, Gely Pavlovich
1 Bekker, René
1 Ben Salah, Zied
1 Berkelmans, Wouter
...and 180 more Authors
all top 5

Cited in 61 Serials

18 Journal of Applied Probability
18 Queueing Systems
17 Stochastic Models
16 Annals of Operations Research
15 Insurance Mathematics & Economics
15 Scandinavian Actuarial Journal
9 European Journal of Operational Research
7 Methodology and Computing in Applied Probability
6 Applied Mathematical Modelling
5 Computers & Operations Research
5 Journal of Industrial and Management Optimization
4 Advances in Applied Probability
4 Applied Mathematics and Computation
4 Acta Mathematicae Applicatae Sinica. English Series
4 Stochastic Processes and their Applications
4 Journal of the Korean Statistical Society
3 Computers & Mathematics with Applications
3 Journal of Computational and Applied Mathematics
3 Statistics & Probability Letters
3 Operations Research Letters
3 Stochastic Analysis and Applications
3 Asia-Pacific Journal of Operational Research
3 Mathematical and Computer Modelling
2 International Journal of Systems Science
2 Journal of Theoretical Probability
2 Automation and Remote Control
2 Computational Statistics and Data Analysis
2 Top
2 ASTIN Bulletin
2 Journal of Applied Mathematics and Computing
2 Advances in Operations Research
2 European Actuarial Journal
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 Science in China. Series A
1 Neural Computation
1 Communications in Statistics. Theory and Methods
1 International Journal of Computer Mathematics
1 Linear Algebra and its Applications
1 SIAM Review
1 Theory of Probability and Mathematical Statistics
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
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 Probability in the Engineering and Informational Sciences
1 North American Actuarial Journal
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 Applied Mathematics & Informatics
1 Journal of the Operations Research Society of China
1 Journal of Applied Mathematics and Computational Mechanics

Citations by Year