15 citations · 15 across the 1 of their papers we have counts for
2 papers
math.PR2013★ 15 cited
A new class of large claim size distributions: Definition, properties, and ruin theory
Sergej Beck, Jochen Blath, Michael Scheutzow
We investigate a new natural class of probability distributions modeling large claim sizes, motivated by the `principle of one big jump'. Though significantly more ge…
math.PR2010
Wait-and-see strategies in polling models
Frank Aurzada, Sergej Beck, Michael Scheutzow
We consider a general polling model with stations. The stations are served exhaustively and in cyclic order. Once a station queue falls empty, the server does not immediately s…