Edit Profile Drekic, Steve Compute Distance To: Compute Author ID: drekic.steve Published as: Derkic, Steve; Drekic, S.; Drekic, Steve Documents Indexed: 34 Publications since 1997 all top 5 Co-Authors 0 single-authored 9 Willmot, Gordon E. 7 Stanford, David A. 3 Badescu, Andrei L. 3 Dickson, David C. M. 3 Fajardo, Val Andrei 3 Grassmann, Winfried K. 2 Granville, Kevin 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 Cheung, Eric C. K. 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 Woo, Jae-Kyung 1 Xu, Ran all top 5 Serials 6 Scandinavian Actuarial Journal 4 Queueing Systems 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 Operations Research Letters 1 Pakistan Journal of Statistics 1 Top 1 INFORMS Journal on Computing 1 Stochastic Models 1 North American Actuarial Journal 1 Journal of Industrial and Management Optimization all top 5 Fields 23 Probability theory and stochastic processes (60-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Operations research, mathematical programming (90-XX) 7 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 26 Publications have been cited 334 times in 278 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 104 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. 26 2004 An analytical solution for a tandem queue with blocking. Zbl 0966.60090Grassmann, Winfried K.; Drekic, Steve 23 2000 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 21 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 19 2004 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025Badescu, Andrei; Drekic, Steve; Landriault, Daviv 15 2007 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 14 2008 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. 13 2005 A preemptive priority queue with balking. Zbl 1068.90030Drekic, Steve; Woolford, Douglas G. 11 2005 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024Badescu, Andrei; Drekic, Steve; Landriault, Daviv 10 2007 An eigenvalue approach to analyzing a finite source priority queueing model. Zbl 1013.90025Drekic, Steve; Grassmann, Winfried K. 9 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 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 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 6 2004 Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076Alfa, Attahiru Sule; Drekic, Steve 4 2007 Reducing delay in preemptive repeat priority queues. Zbl 1163.90419Drekic, Steve; Stanford, David A. 4 2001 Threshold-based interventions to optimize performance in preemptive priority queues. Zbl 0960.90022Drekic, Steve; Stanford, David A. 4 2000 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250Fajardo, Val Andrei; Drekic, Steve 2 2015 A model for deceased-donor transplant queue waiting times. Zbl 1318.60090Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C. 2 2015 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 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 On a general mixed priority queue with server discretion. Zbl 1345.60105Fajardo, Val Andrei; Drekic, Steve 1 2016 Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250Fajardo, Val Andrei; Drekic, Steve 2 2015 A model for deceased-donor transplant queue waiting times. Zbl 1318.60090Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C. 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 14 2008 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025Badescu, Andrei; Drekic, Steve; Landriault, Daviv 15 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024Badescu, Andrei; Drekic, Steve; Landriault, Daviv 10 2007 Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076Alfa, Attahiru Sule; Drekic, Steve 4 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. 13 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. 26 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 19 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. 6 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 104 2003 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 21 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. 9 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. 4 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 23 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 325 Authors 18 Willmot, Gordon E. 16 Cheung, Eric C. K. 16 Zhang, Zhimin 15 Landriault, David 12 Badescu, Andrei L. 12 Drekic, Steve 12 Li, Shuanming 9 Dickson, David C. M. 7 Albrecher, Hansjörg 7 Breuer, Lothar 7 Sendova, Kristina P. 7 Stanford, David A. 7 Woo, Jae-Kyung 7 Yang, Hailiang 7 Yang, Hu 6 Frostig, Esther 6 Hu, Yijun 6 Liu, Zaiming 5 Ahn, Soohan 5 Lu, Yi 5 Politis, Konstadinos 5 Ren, Jiandong 5 Wu, Rong 5 Yin, Chuancun 5 Yuen, Kam Chuen 4 Gerber, Hans U. 4 Grassmann, Winfried K. 4 Palmowski, Zbigniew 4 Yechiali, Uri 3 Claramunt, M. Mercè 3 Egídio dos Reis, Alfredo D. 3 Feng, Runhuan 3 Guo, Junyi 3 Jiang, Wuyuan 3 Kim, Soyeun 3 Latouche, Guy 3 Lee, Wing Yan 3 Li, Bo 3 Lin, X. Sheldon 3 Liu, Donghai 3 Papaioannou, Apostolos D. 3 Pitts, Susan M. 3 Shiu, Elias S. W. 3 Yang, Chen 3 Yu, Kaiqi 3 Yuan, Haili 3 Zhang, Chunsheng 3 Zhou, Ming 2 Akar, Nail 2 Arslan, Olcay 2 Ausín, María Concepción 2 Avram, Florin 2 Baek, Jung Woo 2 Bao, Zhenhua 2 Bierlaire, Michel 2 Borovkov, Aleksandr Alekseevich 2 Brill, Percy H. 2 Cai, Jun 2 Cardoso, Rui M. R. 2 Castañer, Anna 2 Chadjiconstantinidis, Stathis 2 Cossette, Hélène 2 da Silva Soares, Ana 2 de la Fuente, David 2 Dong, Yinghui 2 Elalouf, Amir 2 Fajardo, Val Andrei 2 Gao, Heli 2 Gómez-Corral, Antonio 2 Kim, Bara 2 Kim, Hea-Jung 2 Kim, Jeongsim 2 Kim, Kilhwan 2 Kyprianou, Andreas E. 2 Lee, Ho Woo 2 Lee, Se Won 2 Lemieux, Christiane 2 Li, Shu 2 Marceau, Étienne 2 Mármol, Maite 2 Osorio, Carolina 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 Ramsden, Lewis 2 Rodríguez-Martínez, Eugenio V. 2 Shi, Tianxiang 2 Song, Min 2 Thonhauser, Stefan 2 Tichy, Robert Franz 2 Tien Van Do 2 Wang, Guojing 2 Wang, Wenyuan 2 Wei, Li 2 Wong, Jeff T. Y. ...and 225 more Authors all top 5 Cited in 58 Serials 64 Insurance Mathematics & Economics 26 Scandinavian Actuarial Journal 14 Statistics & Probability Letters 12 European Journal of Operational Research 12 Stochastic Models 11 Methodology and Computing in Applied Probability 10 Journal of Computational and Applied Mathematics 9 Queueing Systems 8 Journal of Applied Probability 7 Acta Mathematicae Applicatae Sinica. English Series 6 ASTIN Bulletin 6 North American Actuarial Journal 6 Journal of Industrial and Management Optimization 5 Annals of Operations Research 5 Applied Mathematics. Series B (English Edition) 4 Advances in Applied Probability 4 Applied Mathematics and Computation 4 Applied Mathematical Modelling 4 European Actuarial Journal 3 Lithuanian Mathematical Journal 3 Communications in Statistics. Theory and Methods 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 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Probability in the Engineering and Informational Sciences 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 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Expositiones Mathematicae 1 Statistical Papers 1 Numerical Linear Algebra with Applications 1 Top 1 Complexity 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 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 Journal of Applied Mathematics 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 197 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 178 Probability theory and stochastic processes (60-XX) 79 Statistics (62-XX) 46 Operations research, mathematical programming (90-XX) 12 Integral equations (45-XX) 9 Numerical analysis (65-XX) 9 Computer science (68-XX) 4 Partial differential equations (35-XX) 4 Integral transforms, operational calculus (44-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