28 citations · 198 across the 63 of their papers we have counts for
4 papers · 2 filters
The Cramér-Lundberg model with a fluctuating number of clients
Peter Braunsteins, Michel Mandjes
This paper considers the Cramér-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a Poisson process, where…
A decomposition for Levy processes inspected at Poisson moments
Onno Boxma, Michel Mandjes
We consider a Lévy process that is not permanently observed, but rather inspected at Poisson() moments only, over an exponentially distributed time with parameter $…
Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes
Raviar Karim, Roger J. A. Laeven, Michel Mandjes
This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determ…
Dynamic Appointment Scheduling
Roshan Mahes, Michel Mandjes, Marko Boon +1
This paper considers appointment scheduling in a setting in which at every client arrival the schedule of all future clients can be adapted. Starting our analysis with an explicit…