| Publication | Date of Publication | Type |
|---|
| Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions | 2016-01-04 | Paper |
| EVALUATION OF CUMULATIVE RANDOM SHOCKS GENERATED FROM A SEMI-MARKOV MODULATED POISSON PROCESS AND ITS APPLICATION TO CDO PRICING | 2014-01-03 | Paper |
| Pricing collateralized debt obligations with Markov-modulated Poisson processes | 2013-12-13 | Paper |
| DYNAMIC ANALYSIS OF A MULTIVARIATE REWARD PROCESS DEFINED ON THE UMCP WITH APPLICATION TO OPTIMAL PREVENTIVE MAINTENANCE POLICY PROBLEMS IN MANUFACTURING | 2013-08-22 | Paper |
| ANALYSIS OF BRAND CHARACTERISTICS OF MUSIC ARTISTS IN THE POP CD MARKET : CASE OF JAPAN | 2012-01-05 | Paper |
| Credit risk model with contagious default dependencies affected by macro-economic condition | 2011-08-10 | Paper |
| Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options | 2011-03-14 | Paper |
| CORRELATED MULTIVARIATE SHOCK MODELS ASSOCIATED WITH A RENEWAL SEQUENCE AND ITS APPLICATION TO ANALYSIS OF BROWSING BEHAVIOR OF INTERNET USERS | 2011-03-09 | Paper |
| DANGER OF EXCLUSIVE RELIANCE ON ERGODIC ANALYSIS FOR A CLASS OF PREVENTIVE MAINTENANCE POLICIES | 2010-07-28 | Paper |
| Development of computational algorithms for evaluating option prices associated with square-root volatility processes | 2009-12-02 | Paper |
| DYNAMIC ANALYSIS OF A REWARD PROCESS DEFINED ON A CYCLIC RENEWAL PROCESS WITH APPLICATIONS TO PREVENTIVE MAINTENANCE PROBLEMS | 2009-11-30 | Paper |
| Dynamic analysis of a unified multivariate counting process and its asymptotic behavior | 2009-11-10 | Paper |
| Optimal threshold analysis of segmentation methods for identifying target customers | 2007-11-23 | Paper |
| NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) | 2007-10-30 | Paper |
| Dynamic Performance Evaluation of Communication/Computer Systems with Highly Reliable Components | 2007-01-19 | Paper |
| A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains | 2007-01-19 | Paper |
| STOCHASTIC ANALYSIS OF NUMBER OF CORPORATIONS IN A MARKET DERIVED FROM STRATEGIC POLICIES OF INDIVIDUAL CORPORATIONS FOR MARKET ENTRY AND RETREAT | 2006-07-14 | Paper |
| Stochastic models for performance analysis of database recovery control | 2003-10-15 | Paper |
| Optimal repair of degrading computers under asymmetric information and incentive incompati\-bility. | 2003-09-07 | Paper |
| ON A GENERALIZED M/G/1 QUEUE WITH SERVICE DEGRADATION/ENFORCEMENT | 2002-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4538128 | 2002-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945035 | 2001-06-13 | Paper |
| Optimal internal pricing and capacity planning for service facility with finite buffer | 2001-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945018 | 2000-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496337 | 2000-08-13 | Paper |
| Optimal allocation and backup of computer resources under asymmetric information and incentive incompatibility | 1999-02-22 | Paper |
| Tandem queues with bulk arrivals, infinitely many servers and correlated service times | 1998-01-07 | Paper |
| NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS | 1997-11-18 | Paper |
| Analysis of Markov renewal shock models | 1996-03-12 | Paper |
| A Closed Queueing Network Model to Evaluate the Impact of Recovery Operations on the Performance of Database Servers | 1996-03-07 | Paper |
| Aspects of Lagrangian probability distributions | 1995-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138415 | 1994-03-14 | Paper |
| Structural properties of optimal tool replacement policy in a machining center | 1993-01-16 | Paper |
| Analysis of multivariate Markov modulated Poisson processes | 1993-01-16 | Paper |
| THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART II: ALGORITHM | 1993-01-16 | Paper |
| Numerical analysis of gracefully degrading fault-tolerant computer systems: Semi-Markov and Laguerre transform approach | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976673 | 1992-06-26 | Paper |
| A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions | 1992-06-25 | Paper |
| Replacement process decomposition for discounted Markov renewal programming | 1991-01-01 | Paper |
| APPLICATION OF THE REPLACEMENT PROCESS APPROACH FOR COMPUTING THE ERGODIC PROBABILITY VECTOR OF LARGE SCALE ROW-CONTINUOUS MARKOV CHAINS | 1990-01-01 | Paper |
| Analysis of effective service time with age dependent interruptions and its application to optimal rollback policy for database management | 1989-01-01 | Paper |
| A statistical approach for determining release time of software system with modular structure | 1989-01-01 | Paper |
| THE LAGUERRE TRANSFORM OF PRODUCT OF FUNCTIONS | 1989-01-01 | Paper |
| Modified Lindley process with replacement: dynamic behavior, asymptotic decomposition and applications | 1989-01-01 | Paper |
| Lumpability and time reversibility in the aggregation-disaggregation method for large markov chains | 1989-01-01 | Paper |
| Renewal characterization of Markov modulated Poisson processes | 1989-01-01 | Paper |
| Analysis of channel and disk subsystems in computer systems | 1988-01-01 | Paper |
| THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART I:THEORY | 1988-01-01 | Paper |
| Analysis of query processing in distributed database systems with fully replicated files: A hierarchical approach | 1988-01-01 | Paper |
| Approximations for the time spent in a dynamic job shop with applications to due-date assignment | 1988-01-01 | Paper |
| An age-dependent counting process generated from a renewal process | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3815114 | 1988-01-01 | Paper |
| First passage times and lumpability of semi-Markov processes | 1988-01-01 | Paper |
| On limiting behavior of ordinary and conditional first-passage times for a class of birth-death processes | 1987-01-01 | Paper |
| ROW-CONTINUOUS FINITE MARKOV CHAINS : STRUCTURE AND ALGORITHMS | 1987-01-01 | Paper |
| Classes of probability density functions having Laplace transforms with negative zeros and poles | 1987-01-01 | Paper |
| Convex ordering of sojourn times in single-server queues: extremal properties of FIFO and LIFO service disciplines | 1987-01-01 | Paper |
| Analysis of a counting process associated with a semi-Markov process: number of entries into a subset of state space | 1987-01-01 | Paper |
| An alternative approach to the analysis of finite semi-markov and related processes | 1987-01-01 | Paper |
| A general Laguerre transform and a related distance between probability measures | 1986-01-01 | Paper |
| A useful generalization of renewal theory: counting processes governed by non-negative Markovian increments | 1986-01-01 | Paper |
| Evaluation of minimum and maximum of a correlated pair of random variables via the bivariate laguerre transform | 1986-01-01 | Paper |
| A general software availability/reliability model: numerical exploration via the matrix laguerre transform | 1986-01-01 | Paper |
| ON G/G/1 QUEUES WITH LIFO-P SERVICE DISCIPLINE | 1986-01-01 | Paper |
| On first passage time structure of random walks | 1985-01-01 | Paper |
| A class of correlated cumulative shock models | 1985-01-01 | Paper |
| The bivariate Laguerre transform and its applications: numerical exploration of bivariate processes | 1985-01-01 | Paper |
| On the busy-period distributions of M/G/1/K queues by state-dependent arrivals and FCFS/LCFS-P service disciplines | 1985-01-01 | Paper |
| A central limit theorem for random sums of random variables | 1984-01-01 | Paper |
| The matrix Laguerre transform | 1984-01-01 | Paper |
| On conditional passage time structure of birth-death processes | 1984-01-01 | Paper |
| Distribution properties of the system failure time in a general shock model | 1984-01-01 | Paper |
| The Laguerre Transform and a Family of Functions with Nonnegative Laguerre Coefficients | 1984-01-01 | Paper |
| A decomposition of the beta distribution, related order and asymptotic behavior | 1983-01-01 | Paper |
| General shock models associated with correlated renewal sequences | 1983-01-01 | Paper |
| The depletion time for M/G/1 systems and a related limit theorem | 1983-01-01 | Paper |
| Extrapolation of the mean lifetime of a large population from its preliminary survival history | 1983-01-01 | Paper |
| Evaluation of the total time in system in a preempt/resume priority queue via a modified Lindley process | 1983-01-01 | Paper |
| Significance points for some tests of uniformity on the sphere† | 1983-01-01 | Paper |
| On sums of independent logistic and folded logistic variants† | 1983-01-01 | Paper |
| Uniform stochastic ordering and related inequalities | 1982-01-01 | Paper |
| The bilateral Laguerre transform | 1981-01-01 | Paper |
