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Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2022). On capital allocation for a risk measure derived from ruin theory. Insurance: Mathematics and Economics, 104, 76-98. https://doi.org/10.1016/j.insmatheco.2022.02.001[details]
Winands, E. M. M., & Boon, M. A. A. (2022). Open problems for critically loaded k-limited polling systems. Queueing Systems, 100(3-4), 281-283. https://doi.org/10.1007/s11134-022-09770-x
2020
Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4[details]
van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2[details]
Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2019). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87-97. https://doi.org/10.1016/j.insmatheco.2018.10.001[details]
Boon, M. A. A., & Winands, E. M. M. (2016). Critically loaded k-limited polling systems. In W. Knottenbelt, K. Wolter, A. Busic, M. Gribaudo, & P. Reinecke (Eds.), VALUETOOLS '15: Proceedings of the 9th EAI International Conference on Performance Evaluation Methodologies and Tools : Berlin, Germany, December 14-16, 2015 (pp. 95-102). [e1] (EAI Endorsed Transactions on Collaborative Computing; Vol. 2, No. 10). Brussels: ICST (Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering). https://doi.org/10.4108/eai.14-12-2015.2262578[details]
Bekker, R., Vis, P., Dorsman, J. L., van der Mei, R. D., & Winands, E. M. M. (2015). The impact of scheduling policies on the waiting-time distributions in polling systems. Queueing Systems, 79(2), 145-172. https://doi.org/10.1007/s11134-014-9416-8[details]
2014
Badila, E. S., Boxma, O. J., Resing, J. A. C., & Winands, E. M. M. (2014). Queues and risk models with simultaneous arrivals. Advances in Applied Probability, 46(3), 812-831. https://doi.org/10.1239/aap/1409319561[details]
Boon, M. A. A., & Winands, E. M. M. (2014). Heavy-traffic Analysis of K-limited Polling. Probability in the Engineering and Informational Sciences, 28(4), 451-471. https://doi.org/10.1017/S0269964814000096[details]
van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Brussel, België: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. [details]
Bekker, R., Dorsman, J. L., van der Mei, R. D., Vis, P., & Winands, E. M. M. (2013). Scheduling in polling systems in heavy traffic. Performance Evaluation Review, 41(2), 41-43. https://doi.org/10.1145/2518025.2518032[details]
Boon, M. A. A., van der Mei, R. D., & Winands, E. M. M. (2013). Waiting times in queueing networks with a single shared server. Queueing Systems, 74(4), 403-429. https://doi.org/10.1007/s11134-012-9334-6[details]
Boon, M. A. A., Adan, I. J. B. F., Winands, E. M. M., & Down, D. G. (2012). Delays at signalized intersections with exhaustive traffic control. Probability in the Engineering and Informational Sciences, 26(3), 337-373. https://doi.org/10.1017/S0269964812000058[details]
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