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Results: 346
Number of items: 346
  • Open Access
    Leijdekker, V. J. G. (2010). Modeling credit risk and credit derivatives. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Ivanovs, J., Boxma, O., & Mandjes, M. (2010). Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Stochastic Processes and their Applications, 120(9), 1776-1794. https://doi.org/10.1016/j.spa.2010.05.007
  • Open Access
    Kemper, B., de Mast, J., & Mandjes, M. (2010). Modeling process flow using diagrams. Quality and Reliability Engineering International, 26(4), 341-349. https://doi.org/10.1002/qre.1061
  • Andersen, L. N., & Mandjes, M. (2009). Structural properties of reflected Lévy processes. Queueing Systems, 63(1-4), 301-322. https://doi.org/10.1007/s11134-009-9116-y
  • Miretskiy, D., Scheinhardt, W., & Mandjes, M. (2009). An efficient multilevel splitting scheme. In S. M. Ermakov, V. B. Melas, & A. N. Pepelyshev (Eds.), Proceedings of the 6th St. Petersburg Workshop on Simulation: St. Petersburg, June 28-July 4, 2009: Volume II (pp. 909-914). VVM com. http://pws.math.spbu.ru/proceeding_2.pdf
  • Ayesta, U., & Mandjes, M. (2009). Bandwidth-sharing networks under a diffusion scaling. Annals of Operations Research, 170(1), 41-58. https://doi.org/10.1007/s10479-008-0426-y
  • Timmer, J., & Mandjes, M. (2009). Efficiency of repeated network interactions. AEÜ International Journal of Electronics and Communications, 63(4), 271-278. https://doi.org/10.1016/j.aeue.2008.01.014
  • Blanchet, J., & Mandjes, M. (2009). Rare event simulation for queues. In G. Rubino, & B. Tuffin (Eds.), Rare event simulation using Monte Carlo methods (pp. 87-124). Wiley. https://doi.org/10.1002/9780470745403.ch5
  • L'Ecuyer, P., Mandjes, M., & Tuffin, B. (2009). Importance sampling in rare event simulation. In G. Rubino, & B. Tuffin (Eds.), Rare event simulation using Monte Carlo methods (pp. 17-38). Wiley. https://doi.org/10.1002/9780470745403.ch2
  • Bekker, R., & Mandjes, M. (2009). A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Mathematical Methods of Operations Research, 70(2), 357-384. https://doi.org/10.1007/s00186-008-0272-3
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