3 papers
math.PR2026
Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities
Hélène Guérin, Michel Mandjes, Jean-François Renaud +1
Epidemic dynamics introduce time-varying heterogeneity into insured populations, as individuals' risk profiles depend on their evolving health status, thereby challenging classical…
math.OC2026
A stochastic optimization algorithm for revenue maximization in a service system with balking customers
Shreehari Anand Bodas, Harsha Honnappa, Michel Mandjes +1
This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is ach…
math.PR2025
Uncovering the topology of an infinite-server queueing network from population data
Hritika Gupta, Michel Mandjes, Liron Ravner +1
This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters per…