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Results: 348
Number of items: 348
  • Open Access
    Derksen, M. J. M. (2021). Price formation in call auctions. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Mandjes, M., & Ravner, L. (2021). Hypothesis testing for a Lévy-driven storage system by Poisson sampling. Stochastic Processes and their Applications, 133, 41-73. https://doi.org/10.1016/j.spa.2020.11.005
  • Open Access
    Delsing, G., & Mandjes, M. (2021). A transient Cramér-Lundberg model with applications to credit risk. Journal of Applied Probability, 58(3), 721-745. https://doi.org/10.1017/jpr.2020.114
  • Open Access
    Bisewski, K. L., Dębicki, K., & Mandjes, M. R. H. (2021). Bounds for expected supremum of fractional Brownian motion with drift. Journal of Applied Probability, 58(2), 411-427. https://doi.org/10.1017/jpr.2020.98
  • Open Access
    de Gunst, M., Hautphenne, S., Mandjes, M., & Sollie, B. (2021). Parameter estimation for multivariate population processes: a saddlepoint approach. Stochastic Models, 37(1), Article 168-196. https://doi.org/10.1080/15326349.2020.1832895
  • Open Access
    van Kreveld, L. R., Boxma, O. J., Dorsman, J. L., & Mandjes, M. R. H. (2021). Scaling limits for closed product-form queueing networks. Performance Evaluation, 151, Article 102220. https://doi.org/10.1016/j.peva.2021.102220
  • Open Access
    Boxma, O., Löpker, A., Mandjes, M., & Palmowski, Z. (2021). A multiplicative version of the Lindley recursion. Queueing Systems, 98(3-4), 225-245. https://doi.org/10.1007/s11134-021-09698-8
  • Boxma, O., Löpker, A., & Mandjes, M. (2020). On two classes of reflected autoregressive processes. Journal of Applied Probability, 57(2), 657-678. https://doi.org/10.1017/jpr.2020.6
  • van Kreveld, L. R., Boxma, O. J., Dorsman, J. L., & Mandjes, M. R. H. (2020). Scaling analysis of an extended machine-repair model. In Proceedings of the 13th EAI International Conference on Performance Evaluation Methodologies and Tools: VALUETOOLS 2020 : May 18-20, 2020, Tsukuba, Japan (pp. 172-179). The Association for Computing Machinery. https://doi.org/10.1145/3388831.3388835
  • Open Access
    Constantinescu, C., Delsing, G., Mandjes, M., & Rojas Nandayapa, L. (2020). A ruin model with a resampled environment. Scandinavian Actuarial Journal, 2020(4), 323-341. https://doi.org/10.1080/03461238.2019.1667424
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