51 citations · 263 across the 62 of their papers we have counts for
4 papers · 1 filter
Large fork-join queues with nearly deterministic arrival and service times
Dennis Schol, Maria Vlasiou, Bert Zwart
In this paper, we study an server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N…
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
Hansjörg Albrecher, Bohan Chen, Eleni Vatamidou +1
We investigate the probability that an insurance portfolio gets ruined within a finite time period under the assumption that the r largest claims are (partly) reinsured. We show th…
Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
Ayan Bhattacharya, Zbigniew Palmowski, Bert Zwart
We consider the sample average of a centered random walk in with regularly varying step size distribution. For the first exit time from a compact convex set not…
Complete resource pooling of a load balancing policy for a network of battery swapping stations
Fiona Sloothaak, James R. Cruise, Seva Shneer +2
To reduce carbon emission in the transportation sector, there is currently a steady move taking place to an electrified transportation system. This brings about various issues for…