Edit Profile (opens in new tab) Drekic, Steve Compute Distance To: Compute Author ID: drekic.steve Published as: Drekic, Steve; Drekic, S.; Derkic, Steve Homepage: https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/steve-drek... External Links: Google Scholar Documents Indexed: 39 Publications since 1997 Co-Authors: 25 Co-Authors with 38 Joint Publications 395 Co-Co-Authors all top 5 Co-Authors 1 single-authored 10 Willmot, Gordon E. 8 Stanford, David A. 5 Dickson, David C. M. 3 Badescu, Andrei L. 3 Fajardo, Val Andrei 3 Granville, Kevin 3 Grassmann, Winfried K. 2 Cheung, Eric C. K. 2 Landriault, David 2 Stafford, James E. 2 Thabane, Lehana 2 Woolford, Douglas G. 1 Alfa, Attahiru Sule 1 Breuer, Lothar 1 Cai, Jun 1 Hlynka, Myron 1 Kibria, B. M. Golam 1 Latouche, Guy 1 Lin, X. Sheldon 1 McAlister, Vivian C. 1 McPhail, G. 1 Mera, Ana Maria 1 Spivey, Michael Z. 1 Woo, Jae-Kyung 1 Xu, Ran all top 5 Serials 6 Scandinavian Actuarial Journal 5 Queueing Systems 4 North American Actuarial Journal 3 Insurance Mathematics & Economics 3 Methodology and Computing in Applied Probability 3 ASTIN Bulletin 2 Annals of Operations Research 2 European Journal of Operational Research 1 Journal of Multivariate Analysis 1 Operations Research 1 Utilitas Mathematica 1 Statistics & Probability Letters 1 Operations Research Letters 1 Pakistan Journal of Statistics 1 Top 1 INFORMS Journal on Computing 1 Stochastic Models 1 Journal of Industrial and Management Optimization all top 5 Fields 25 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Operations research, mathematical programming (90-XX) 8 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Ordinary differential equations (34-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 376 times in 311 Documents Cited by ▼ Year ▼ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 113 2003 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 30 2004 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 26 2003 The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036Dickson, David C. M.; Drekic, Steve 21 2004 An analytical solution for a tandem queue with blocking. Zbl 0966.60090Grassmann, Winfried K.; Drekic, Steve 21 2000 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025Badescu, Andrei; Drekic, Steve; Landriault, Daviv 19 2007 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 16 2008 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024Badescu, Andrei; Drekic, Steve; Landriault, Daviv 16 2007 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 preemptive priority queue with balking. Zbl 1068.90030Drekic, Steve; Woolford, Douglas G. 11 2005 An eigenvalue approach to analyzing a finite source priority queueing model. Zbl 1013.90025Drekic, Steve; Grassmann, Winfried K. 11 2002 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 7 2004 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 Hypothesis testing for the generalized multivariate modified Bessel model. Zbl 1018.62045Thabane, Lehana; Drekic, Steve 7 2003 Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076Alfa, Attahiru Sule; Drekic, Steve 6 2007 Reducing delay in preemptive repeat priority queues. Zbl 1163.90419Drekic, Steve; Stanford, David A. 5 2001 Threshold-based interventions to optimize performance in preemptive priority queues. Zbl 0960.90022Drekic, Steve; Stanford, David A. 4 2000 A model for deceased-donor transplant queue waiting times. Zbl 1318.60090Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C. 4 2015 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 Symbolic computation of moments in priority queues. Zbl 1238.90039Derkic, Steve; Stafford, James E. 2 2002 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250Fajardo, Val Andrei; Drekic, Steve 2 2015 On a general mixed priority queue with server discretion. Zbl 1345.60105Fajardo, Val Andrei; Drekic, Steve 1 2016 Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. Zbl 1245.91043Drekic, Steve; Mera, Ana Maria 1 2011 Multiple eigenvalues in spectral analysis for solving QBD processes. Zbl 1145.60040Grassmann, Winfried K.; Drekic, Steve 1 2008 On a 2-class polling model with reneging and \(k_i\)-limited service. Zbl 1410.90069Granville, Kevin; Drekic, Steve 1 2019 A 2-class maintenance model with dynamic server behavior. Zbl 1434.90045Granville, Kevin; Drekic, Steve 1 2020 A 2-class maintenance model with dynamic server behavior. Zbl 1434.90045Granville, Kevin; Drekic, Steve 1 2020 On a 2-class polling model with reneging and \(k_i\)-limited service. Zbl 1410.90069Granville, Kevin; Drekic, Steve 1 2019 On a general mixed priority queue with server discretion. Zbl 1345.60105Fajardo, Val Andrei; Drekic, Steve 1 2016 A model for deceased-donor transplant queue waiting times. Zbl 1318.60090Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C. 4 2015 Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250Fajardo, Val Andrei; Drekic, Steve 2 2015 Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. Zbl 1245.91043Drekic, Steve; Mera, Ana Maria 1 2011 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 16 2008 Multiple eigenvalues in spectral analysis for solving QBD processes. Zbl 1145.60040Grassmann, Winfried K.; Drekic, Steve 1 2008 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025Badescu, Andrei; Drekic, Steve; Landriault, Daviv 19 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024Badescu, Andrei; Drekic, Steve; Landriault, Daviv 16 2007 Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076Alfa, Attahiru Sule; Drekic, Steve 6 2007 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 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 preemptive priority queue with balking. Zbl 1068.90030Drekic, Steve; Woolford, Douglas G. 11 2005 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 30 2004 The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036Dickson, David C. M.; Drekic, Steve 21 2004 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 7 2004 The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 113 2003 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 26 2003 Hypothesis testing for the generalized multivariate modified Bessel model. Zbl 1018.62045Thabane, Lehana; Drekic, Steve 7 2003 An eigenvalue approach to analyzing a finite source priority queueing model. Zbl 1013.90025Drekic, Steve; Grassmann, Winfried K. 11 2002 Symbolic computation of moments in priority queues. Zbl 1238.90039Derkic, Steve; Stafford, James E. 2 2002 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 Reducing delay in preemptive repeat priority queues. Zbl 1163.90419Drekic, Steve; Stanford, David A. 5 2001 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 An analytical solution for a tandem queue with blocking. Zbl 0966.60090Grassmann, Winfried K.; Drekic, Steve 21 2000 Threshold-based interventions to optimize performance in preemptive priority queues. Zbl 0960.90022Drekic, Steve; Stanford, David A. 4 2000 all cited Publications top 5 cited Publications all top 5 Cited by 349 Authors 20 Willmot, Gordon E. 19 Cheung, Eric C. K. 19 Landriault, David 16 Drekic, Steve 15 Li, Shuanming 15 Zhang, Zhimin 13 Badescu, Andrei L. 11 Dickson, David C. M. 8 Albrecher, Hansjörg 8 Sendova, Kristina P. 8 Stanford, David A. 8 Yang, Hailiang 7 Breuer, Lothar 7 Lu, Yi 7 Woo, Jae-Kyung 7 Yang, Hu 6 Frostig, Esther 6 Hu, Yijun 6 Liu, Zaiming 6 Ren, Jiandong 5 Ahn, Soohan 5 Gerber, Hans U. 5 Politis, Konstadinos 5 Yin, Chuancun 5 Yuen, Kam Chuen 4 Grassmann, Winfried K. 4 Palmowski, Zbigniew 4 Papaioannou, Apostolos D. 4 Shiu, Elias S. W. 4 Wu, Rong 4 Yechiali, Uri 3 Claramunt, M. Mercè 3 Egídio dos Reis, Alfredo D. 3 Feng, Runhuan 3 Guo, Junyi 3 Jiang, Wuyuan 3 Kim, Kilhwan 3 Kim, Soyeun 3 Latouche, Guy 3 Lee, Wing Yan 3 Li, Shu 3 Liu, Donghai 3 Pitts, Susan M. 3 Ramsden, Lewis 3 Wang, Wenyuan 3 Yang, Chen 3 Yu, Kaiqi 3 Yuan, Haili 3 Zhang, Chunsheng 3 Zhou, Ming 2 Akar, Nail 2 Arslan, Olcay 2 Avram, Florin 2 Baek, Jung Woo 2 Bao, Zhenhua 2 Borovkov, Aleksandr Alekseevich 2 Brill, Percy H. 2 Cai, Jun 2 Cardoso, Rui M. R. 2 Castañer, Anna 2 Chadjiconstantinidis, Stathis 2 Chen, Ping 2 Cossette, Hélène 2 da Silva Soares, Ana 2 de la Fuente, David 2 Dibu, A. S. 2 Dong, Yinghui 2 Elalouf, Amir 2 Fajardo, Val Andrei 2 Gao, Heli 2 Hartinger, Jürgen 2 Jacob, M. J. 2 Kim, Bara 2 Kim, Hea-Jung 2 Kim, Jeongsim 2 Kyprianou, Andreas E. 2 Lee, Ho Woo 2 Lee, Se Won 2 Lemieux, Christiane 2 Li, Bo 2 Lillo, Rosa Elvira 2 Lin, X. Sheldon 2 Mandjes, Michel Robertus Hendrikus 2 Marceau, Étienne 2 Mármol, Maite 2 Ng, Andrew Cheuk-Yin 2 Pardo, María José 2 Pavlova, Kristina P. 2 Peng, Dan 2 Perlman, Yael 2 Psarrakos, Georgios 2 Rabehasaina, Landy 2 Ragulina, Olena 2 Ramaswami, Vaidyanathan 2 Rodríguez-Martínez, Eugenio V. 2 Shi, Tianxiang 2 Thonhauser, Stefan 2 Tichy, Robert Franz 2 Tien Van Do 2 Tsai, Cary Chi-Liang ...and 249 more Authors all top 5 Cited in 60 Serials 66 Insurance Mathematics & Economics 26 Scandinavian Actuarial Journal 23 North American Actuarial Journal 14 Statistics & Probability Letters 13 Methodology and Computing in Applied Probability 12 European Journal of Operational Research 12 Stochastic Models 10 Queueing Systems 9 Journal of Computational and Applied Mathematics 8 Journal of Applied Probability 7 Applied Mathematics and Computation 7 Acta Mathematicae Applicatae Sinica. English Series 6 ASTIN Bulletin 6 Journal of Industrial and Management Optimization 5 Annals of Operations Research 5 Communications in Statistics. Theory and Methods 5 Applied Mathematics. Series B (English Edition) 4 Advances in Applied Probability 4 European Actuarial Journal 3 Lithuanian Mathematical Journal 3 Applied Mathematical Modelling 3 Linear Algebra and its Applications 3 Applied Stochastic Models in Business and Industry 3 Journal of Applied Mathematics and Computing 2 Computers & Mathematics with Applications 2 Siberian Mathematical Journal 2 Stochastic Analysis and Applications 2 The Annals of Applied Probability 2 Mathematical Problems in Engineering 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Probability in the Engineering and Informational Sciences 2 Journal of Applied Mathematics 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Modern Stochastics. Theory and Applications 1 Journal of Multivariate Analysis 1 Naval Research Logistics 1 Opsearch 1 Operations Research Letters 1 Applied Mathematics and Mechanics. (English Edition) 1 Bulletin of the Iranian Mathematical Society 1 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Expositiones Mathematicae 1 Applicationes Mathematicae 1 Statistical Papers 1 Numerical Linear Algebra with Applications 1 Top 1 Complexity 1 INFORMS Journal on Computing 1 Abstract and Applied Analysis 1 Australian & New Zealand Journal of Statistics 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Journal of Applied Statistics 1 Acta Mathematica Sinica. English Series 1 Lobachevskii Journal of Mathematics 1 Journal of Systems Science and Complexity 1 Advances in Difference Equations 1 Applications and Applied Mathematics 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) all top 5 Cited in 18 Fields 225 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 193 Probability theory and stochastic processes (60-XX) 82 Statistics (62-XX) 48 Operations research, mathematical programming (90-XX) 16 Integral equations (45-XX) 11 Computer science (68-XX) 9 Numerical analysis (65-XX) 6 Integral transforms, operational calculus (44-XX) 4 Partial differential equations (35-XX) 4 Systems theory; control (93-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Optics, electromagnetic theory (78-XX) 1 Biology and other natural sciences (92-XX) Citations by Year