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Our paper explores a discrete-time risk model with time-varying premiums, investigating two types of correlated claims: main claims and by-claims. Settlement of the by-claims can be delayed for one time period, representing real-world…

Risk Management · Quantitative Finance 2024-08-02 Dhiti Osatakul , Shuanming Li , Xueyuan Wu

The optimal stopping problem for the risk process with interests rates and when claims are covered immediately is considered. An insurance company receives premiums and pays out claims which have occured according to a renewal process and…

Probability · Mathematics 2008-12-23 Bogdan K. Muciek , Krzysztof J. Szajowski

The notion of 'resource' plays an important role in the overall efficiency and performance of most cross-docks. The processing time can often be described in terms of the resources allocated to different trucks. Conversely, for a given…

Optimization and Control · Mathematics 2023-11-07 Rahimeh Neamatian Monemia , Shahin Gelareh

We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…

Probability · Mathematics 2018-08-23 Refael Hassin , Liron Ravner

We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…

Information Theory · Computer Science 2016-03-08 Avhishek Chatterjee , Daewon Seo , Lav R. Varshney

An acceptable response time of a server is an important aspect in many client-server applications; this is evident in situations in which the server is overloaded by many computationally intensive requests. In this work, we consider that…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-09 István Módos , Přemysl Šůcha , Roman Václavík , Jan Smejkal , Zdeněk Hanzálek

Retailers use a variety of mechanisms to enable sales and delivery. A relatively new offering by companies is curbside pickup where customers purchase goods online, schedule a pickup time, and come to a pickup facility to receive their…

Optimization and Control · Mathematics 2020-05-27 Bahar Çavdar , Tuğçe Işık

Due to the presence of reporting and settlement delay, claim data sets collected by non-life insurance companies are typically incomplete, facing right censored claim count and claim severity observations. Current practice in non-life…

Risk Management · Quantitative Finance 2023-02-10 Jonas Crevecoeur , Katrien Antonio , Stijn Desmedt , Alexandre Masquelein

Content caching at the edge of network is a promising technique to alleviate the burden of backhaul networks. In this paper, we consider content caching along time in a base station with limited cache capacity. As the popularity of contents…

Networking and Internet Architecture · Computer Science 2020-01-14 Ghafour Ahani , Di Yuan

We consider a natural scheduling problem which arises in many distributed computing frameworks. Jobs with diverse resource requirements (e.g. memory requirements) arrive over time and must be served by a cluster of servers, each with a…

Networking and Internet Architecture · Computer Science 2019-01-21 Konstantinos Psychas , Javad Ghaderi

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to…

Optimization and Control · Mathematics 2008-12-10 Erhan Bayraktar , H. Vincent Poor

With an ever evolving cyber domain, delays in reporting incidents are a well-known problem in the cyber insurance industry. Addressing this problem is a requisite to obtaining the true picture of cyber incident rates and to model it…

Cryptography and Security · Computer Science 2022-02-04 Seema Sangari , Eric Dallal

A delay between the occurrence and the reporting of events often has practical implications such as for the amount of capital to hold for insurance companies, or for taking preventive actions in case of infectious diseases. The accurate…

Applications · Statistics 2021-06-24 Roel Verbelen , Katrien Antonio , Gerda Claeskens , Jonas Crevecoeur

We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-21 Elli Zavou , Antonio Fernández Anta

Research on container loading problems has been proved effective in increasing the filling rate of containers in different practical situations. However, the broader logistic context might pressure the loading process, leading to…

Optimization and Control · Mathematics 2019-07-17 Pedro Castellucci , Franklina M. B. Toledo , Alysson M. Costa

In modern computer systems, jobs are divided into short tasks and executed in parallel. Empirical observations in practical systems suggest that the task service times are highly random and the job service time is bottlenecked by the…

Performance · Computer Science 2017-02-08 Yin Sun , C. Emre Koksal , Ness B. Shroff

A queue is required when a service provider is not able to handle jobs arriving over the time. In a highly flexible and dynamic environment, some jobs might demand for faster execution at run-time especially when the resources are limited…

Performance · Computer Science 2015-03-24 Yash Gupta , Kamalakar Karlapalem

Motivated by modern parallel computing applications, we consider the problem of scheduling parallel-task jobs with heterogeneous resource requirements in a cluster of machines. Each job consists of a set of tasks that can be processed in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-03 Mehrnoosh Shafiee , Javad Ghaderi

We propose and analyze a family of information processing systems, where a finite set of experts or servers are employed to extract information about a stream of incoming jobs. Each job is associated with a hidden label drawn from some…

Probability · Mathematics 2016-05-31 Laurent Massoulie , Kuang Xu

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico
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