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Drekic, Steve

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Author ID: drekic.steve Recent zbMATH articles by "Drekic, Steve"
Published as: Derkic, Steve; Drekic, S.; Drekic, Steve
Documents Indexed: 34 Publications since 1997

Publications by Year

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 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
104
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.
26
2004
An analytical solution for a tandem queue with blocking. Zbl 0966.60090
Grassmann, Winfried K.; Drekic, Steve
23
2000
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, 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 1043.60036
Dickson, David C. M.; Drekic, Steve
19
2004
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
16
2005
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
15
2007
Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026
Cheung, Eric C. K.; Drekic, Steve
14
2008
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 preemptive priority queue with balking. Zbl 1068.90030
Drekic, Steve; Woolford, Douglas G.
11
2005
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
10
2007
An eigenvalue approach to analyzing a finite source priority queueing model. Zbl 1013.90025
Drekic, Steve; Grassmann, Winfried K.
9
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
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
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, Steve; Stafford, James E.; Willmot, Gordon E.
6
2004
Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076
Alfa, Attahiru Sule; Drekic, Steve
4
2007
Reducing delay in preemptive repeat priority queues. Zbl 1163.90419
Drekic, Steve; Stanford, David A.
4
2001
Threshold-based interventions to optimize performance in preemptive priority queues. Zbl 0960.90022
Drekic, Steve; Stanford, David A.
4
2000
On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
3
2001
Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250
Fajardo, Val Andrei; Drekic, Steve
2
2015
A model for deceased-donor transplant queue waiting times. Zbl 1318.60090
Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C.
2
2015
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
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
On a general mixed priority queue with server discretion. Zbl 1345.60105
Fajardo, Val Andrei; Drekic, Steve
1
2016
Controlling the workload of M/G/1 queues via the \(q\)-policy. Zbl 1346.90250
Fajardo, Val Andrei; Drekic, Steve
2
2015
A model for deceased-donor transplant queue waiting times. Zbl 1318.60090
Drekic, 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 1245.91043
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
14
2008
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
15
2007
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
10
2007
Algorithmic analysis of the Sparre Andersen model in discrete time. Zbl 1154.62076
Alfa, Attahiru Sule; Drekic, Steve
4
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.
13
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.
26
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
19
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.
6
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
104
2003
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, Steve; Willmot, Gordon E.
21
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.
9
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.
4
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
23
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 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)

Citations by Year