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Steve Drekic
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The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function
XS Lin, GE Willmot, S Drekic
Insurance: Mathematics and Economics 33 (3), 551-566, 2003
3372003
An analytical solution for a tandem queue with blocking
WK Grassmann, S Drekic
Queueing Systems 36, 221-235, 2000
822000
On the density and moments of the time of ruin with exponential claims
S Drekic, GE Willmot
ASTIN Bulletin: The Journal of the IAA 33 (1), 11-21, 2003
752003
A preemptive priority queue with balking
S Drekic, DG Woolford
European Journal of Operational Research 164 (2), 387-401, 2005
662005
On the distribution of the deficit at ruin when claims are phase-type
S Drekic, DCM Dickson*, DA Stanford, GE Willmot
Scandinavian Actuarial Journal 2004 (2), 105-120, 2004
652004
On the analysis of a multi-threshold Markovian risk model
A Badescu, S Drekic, D Landriault
Scandinavian Actuarial Journal 2007 (4), 248-260, 2007
522007
Dividend moments in the dual risk model: exact and approximate approaches
ECK Cheung, S Drekic
ASTIN Bulletin: The Journal of the IAA 38 (2), 399-422, 2008
502008
Optimal dividends under a ruin probability constraint
DCM Dickson, S Drekic
Annals of Actuarial Science 1 (2), 291-306, 2006
492006
Analysis of a threshold dividend strategy for a MAP risk model
A Badescu, S Drekic, D Landriault
Scandinavian Actuarial Journal 2007 (4), 227-247, 2007
462007
Equilibrium compound distributions and stop-loss moments
GE Willmot, S Drekic*, J Cai
Scandinavian Actuarial Journal 2005 (1), 6-24, 2005
432005
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
DCM Dickson, S Drekic
Insurance: Mathematics and Economics 34 (1), 97-107, 2004
422004
An eigenvalue approach to analyzing a finite source priority queueing model
S Drekic, WK Grassmann
Annals of Operations Research 112, 139-152, 2002
342002
Waiting time distributions in the preemptive accumulating priority queue
VA Fajardo, S Drekic
Methodology and Computing in Applied Probability 19, 255-284, 2017
312017
The surplus prior to ruin and the deficit at ruin for a correlated risk process
AL Badescu, L Breuer, S Drekic, G Latouche, DA Stanford
Scandinavian Actuarial Journal 2005 (6), 433-445, 2005
312005
Hypothesis testing for the generalized multivariate modified Bessel model
L Thabane, S Drekic
Journal of multivariate analysis 86 (2), 360-374, 2003
272003
Threshold-based interventions to optimize performance in preemptive priority queues
S Drekic, DA Stanford
Queueing Systems 35, 289-315, 2000
272000
On the moments of the time of ruin with applications to phase-type claims
S Drekic, GE Willmot
North American Actuarial Journal 9 (2), 17-30, 2005
262005
Reducing delay in preemptive repeat priority queues
S Drekic, DA Stanford
Operations Research 49 (1), 145-156, 2001
262001
A model for deceased-donor transplant queue waiting times
S Drekic, DA Stanford, DG Woolford, VC McAlister
Queueing Systems 79, 87-115, 2015
222015
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
ECK Cheung, DCM Dickson, S Drekic
North American Actuarial Journal 12 (3), 299-318, 2008
222008
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