2 papers
math.PR2026
Exact analysis of transient behavior of finite-capacity MAP-driven queues
Michel Mandjes, Daniël Rutgers, Werner Scheinhardt
This paper studies the workload distribution of a finite-capacity queue driven by a spectrally one-sided Markov additive process (MAP). Our main result provides the Laplace-Stieltj…
math.PR2025
Risk theory in a finite customer-pool setting
Michel Mandjes, Daniël Rutgers
This paper investigates an insurance model with a finite number of major clients and a large number of small clients, where the dynamics of the latter group are modeled by a spectr…