Related papers: Queues and risk models with simultaneous arrivals
The conditional mean risk-sharing (CMRS) rule is an important tool for distributing aggregate losses across individual risks, but its implementation in continuous multivariate models typically requires complicated multidimensional…
We develop a fluid-flow model for routing problems, where fluid consists of different size particles and the task is to route the incoming fluid to $n$ parallel servers using the size information in order to minimize the mean latency. The…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…
In this article we describe a method for carrying out Bayesian estimation for the double Pareto lognormal (dPlN) distribution which has been proposed as a model for heavy-tailed phenomena. We apply our approach to estimate the…
Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a model where a shock event contributes to the total claim…
This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…
We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and…
We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…
There is a growing interest in development of in-network dispersed computing paradigms that leverage the computing capabilities of heterogeneous resources dispersed across the network for processing massive amount of data is collected at…
In this paper we study the joint ruin problem for two insurance companies that divide between them both claims and premia in some specified proportions (modeling two branches of the same insurance company or an insurance and re-insurance…
Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…
We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…
The residual queue during a given study period (e.g., peak hour) is an important feature that should be considered when solving a traffic assignment problem under equilibrium for strategic traffic planning. Although studies have focused…
We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…
The presented study elaborates a multi-server priority queueing model considering the pre-emptive repeat policy and phase-type distribution (PH) for retrial process. The incoming heterogeneous calls are categorized as handoff calls and new…
We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…
We consider the Erlang A model, or $M/M/m+M$ queue, with Poisson arrivals, exponential service times, and $m$ parallel servers, and the property that waiting customers abandon the queue after an exponential time. The queue length process is…
In this paper we analyze the quasi-stationary workload of a L\'evy-driven storage system. More precisely, assuming the system is in stationarity, we study its behavior conditional on the event that the busy period $T$ in which time 0 is…