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math.PR2021
A Decomposition Property for an Queue with Vacations
Igor Kleiner, Esther Frostig, David Perry
We introduce a queueing system that alternates between two modes, so-called {\it working mode} and {\it vacation mode}. During the working mode the system runs as an qu…
math.PR2020
A dual risk model with additive and proportional gains: ruin probability and dividends
Onno Boxma, Esther Frostig, Zbigniew Palmowski
We consider a dual risk model with constant expense rate and i.i.d. exponentially distributed gains () that arrive according to a renewal process with general in…