×
Compute Distance To:
Author ID: drekic.steve Recent zbMATH articles by "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

Publications by Year

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 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
113
2003
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, 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 1062.60007
Drekic, 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 1043.60036
Dickson, David C. M.; Drekic, Steve
21
2004
An analytical solution for a tandem queue with blocking. Zbl 0966.60090
Grassmann, Winfried K.; Drekic, Steve
21
2000
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
19
2007
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
16
2005
Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026
Cheung, Eric C. K.; Drekic, Steve
16
2008
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
16
2007
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 preemptive priority queue with balking. Zbl 1068.90030
Drekic, Steve; Woolford, Douglas G.
11
2005
An eigenvalue approach to analyzing a finite source priority queueing model. Zbl 1013.90025
Drekic, Steve; Grassmann, Winfried K.
11
2002
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, Steve; Stafford, James E.; Willmot, Gordon E.
7
2004
On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507
Drekic, Steve; Willmot, Gordon E.
7
2005
Hypothesis testing for the generalized multivariate modified Bessel model. Zbl 1018.62045
Thabane, Lehana; Drekic, Steve
7
2003
Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076
Alfa, Attahiru Sule; Drekic, Steve
6
2007
Reducing delay in preemptive repeat priority queues. Zbl 1163.90419
Drekic, Steve; Stanford, David A.
5
2001
Threshold-based interventions to optimize performance in preemptive priority queues. Zbl 0960.90022
Drekic, Steve; Stanford, David A.
4
2000
A model for deceased-donor transplant queue waiting times. Zbl 1318.60090
Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C.
4
2015
On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
3
2001
Symbolic computation of moments in priority queues. Zbl 1238.90039
Derkic, Steve; Stafford, James E.
2
2002
Transient analysis of some infinite server queues. Zbl 1270.60109
Willmot, Gordon E.; Drekic, Steve
2
2002
Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250
Fajardo, Val Andrei; Drekic, Steve
2
2015
On a general mixed priority queue with server discretion. Zbl 1345.60105
Fajardo, Val Andrei; Drekic, Steve
1
2016
Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. Zbl 1245.91043
Drekic, Steve; Mera, Ana Maria
1
2011
Multiple eigenvalues in spectral analysis for solving QBD processes. Zbl 1145.60040
Grassmann, Winfried K.; Drekic, Steve
1
2008
On a 2-class polling model with reneging and \(k_i\)-limited service. Zbl 1410.90069
Granville, Kevin; Drekic, Steve
1
2019
A 2-class maintenance model with dynamic server behavior. Zbl 1434.90045
Granville, Kevin; Drekic, Steve
1
2020
A 2-class maintenance model with dynamic server behavior. Zbl 1434.90045
Granville, Kevin; Drekic, Steve
1
2020
On a 2-class polling model with reneging and \(k_i\)-limited service. Zbl 1410.90069
Granville, Kevin; Drekic, Steve
1
2019
On a general mixed priority queue with server discretion. Zbl 1345.60105
Fajardo, Val Andrei; Drekic, Steve
1
2016
A model for deceased-donor transplant queue waiting times. Zbl 1318.60090
Drekic, 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 1346.90250
Fajardo, Val Andrei; Drekic, Steve
2
2015
Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. Zbl 1245.91043
Drekic, Steve; Mera, Ana Maria
1
2011
Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026
Cheung, Eric C. K.; Drekic, Steve
16
2008
Multiple eigenvalues in spectral analysis for solving QBD processes. Zbl 1145.60040
Grassmann, Winfried K.; Drekic, Steve
1
2008
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
19
2007
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
16
2007
Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076
Alfa, Attahiru Sule; Drekic, Steve
6
2007
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
16
2005
The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025
Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A.
14
2005
A preemptive priority queue with balking. Zbl 1068.90030
Drekic, Steve; Woolford, Douglas G.
11
2005
On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507
Drekic, Steve; Willmot, Gordon E.
7
2005
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, 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 1043.60036
Dickson, David C. M.; Drekic, Steve
21
2004
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, 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 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
113
2003
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, Steve; Willmot, Gordon E.
26
2003
Hypothesis testing for the generalized multivariate modified Bessel model. Zbl 1018.62045
Thabane, Lehana; Drekic, Steve
7
2003
An eigenvalue approach to analyzing a finite source priority queueing model. Zbl 1013.90025
Drekic, Steve; Grassmann, Winfried K.
11
2002
Symbolic computation of moments in priority queues. Zbl 1238.90039
Derkic, Steve; Stafford, James E.
2
2002
Transient analysis of some infinite server queues. Zbl 1270.60109
Willmot, Gordon E.; Drekic, Steve
2
2002
Reducing delay in preemptive repeat priority queues. Zbl 1163.90419
Drekic, Steve; Stanford, David A.
5
2001
On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
3
2001
An analytical solution for a tandem queue with blocking. Zbl 0966.60090
Grassmann, Winfried K.; Drekic, Steve
21
2000
Threshold-based interventions to optimize performance in preemptive priority queues. Zbl 0960.90022
Drekic, Steve; Stanford, David A.
4
2000
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)

Citations by Year