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Results: 348
Number of items: 348
  • Open Access
    Berkelmans, W., Cichocka, A., & Mandjes, M. (2020). The correlation function of a queue with Lévy and Markov additive input. Stochastic Processes and their Applications, 130(3), 1713-1734. https://doi.org/10.1016/j.spa.2019.05.015
  • Open Access
    Heemskerk, J. M. A. (2020). Overdispersion in service systems. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    van Beek, M. (2020). Multidisciplinary essays on finance. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2
  • Open Access
    de Kemp, M. A. (2020). Performance bounds in stochastic scheduling problems. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Serra, P., & Mandjes, M. (2020). Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation. Computational Statistics and Data Analysis, 144, Article 106886. https://doi.org/10.1016/j.csda.2019.106886
  • Open Access
    Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4
  • 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
  • Open Access
    Storm, P. J., Bhulai, S., Kager, W., & Mandjes, M. (2020). Roundabout model with on-ramp queues: Exact results and scaling approximations. Physical Review E, 101(1), Article 012311. https://doi.org/10.1103/PhysRevE.101.012311
  • Abhishek, A., Boon, M. A. A., Mandjes, M., & Núñez-Queija, R. (2019). Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning. European Journal of Operational Research, 273(3), 1026-1035. https://doi.org/10.1016/j.ejor.2018.09.049
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