Esther Frostig: search on Z-Library

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51

Optimal Routing of Customers to Two Parallel Heterogeneous Servers: The Case of IHR Service Times

Frostig, Esther, Levikson, Benny

Journal:

Operations Research

Year:

1999

Language:

english

File:

PDF, 147 KB

english, 1999

52

A Markov additive risk process with a dividend barrier

Frostig, Esther

Journal:

Advances in Applied Probability

Year:

2013

Language:

english

File:

PDF, 321 KB

english, 2013

53

A state dependent reinsurance model

Boxma, Onno, Frostig, Esther, Perry, David, Yosef, Rami

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 462 KB

english, 2017

54

Upper bounds on the expected time to ruin and on the expected recovery time

Frostig, Esther

Journal:

Advances in Applied Probability

Year:

2004

Language:

english

File:

PDF, 186 KB

english, 2004

55

A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function

Boxma, Onno J., Frostig, Esther, Perry, David

Journal:

Journal of Applied Probability

Year:

2017

Language:

english

File:

PDF, 208 KB

english, 2017

56

First-Order Mortality Basis for Life Annuities

Michel Denuit,Esther Frostig

Journal:

The GENEVA Risk and Insurance Review

Year:

2008

Language:

english

File:

PDF, 284 KB

english, 2008

57

Analysis of R-out-of-N repairable systems: the case of phase-type distributions

Barron, Yonit, Frostig, Esther, Levikson, Benny

Journal:

Advances in Applied Probability

Year:

2004

Language:

english

File:

PDF, 203 KB

english, 2004

58

Analysis of R -out-of- N repairable systems: the case of phase-type distributions

Barron, Yonit, Frostig, Esther, Levikson, Benny

Journal:

Advances in Applied Probability

Year:

2004

Language:

english

File:

PDF, 196 KB

english, 2004

59

Ruin probability in the dual risk model with two revenue streams

Frostig, Esther

Journal:

Operations Research Letters

Year:

2018

Language:

english

File:

PDF, 300 KB

english, 2018

60

Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors

Di Crescenzo, Antonio, Frostig, Esther, Pellerey, Franco

Journal:

Journal of Applied Probability

Year:

2013

Language:

english

File:

PDF, 135 KB

english, 2013

61

The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process

Frostig, Esther

Journal:

Journal of Applied Probability

Year:

2015

Language:

english

File:

PDF, 247 KB

english, 2015

62

On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach

Frostig, Esther

Journal:

Year:

2008

Language:

english

File:

PDF, 531 KB

english, 2008

63

Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level

Zaks, Yaniv, Frostig, Esther, Levikson, Benny

Journal:

Year:

2006

Language:

english

File:

PDF, 397 KB

english, 2006

64

The dual risk model with dividends taken at arrival

Boxma, Onno, Frostig, Esther

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 1.07 MB

english, 2018

65

Optimal policies for machine repairmen problems

Frostig, Esther

Journal:

Journal of Applied Probability

Year:

1993

Language:

english

File:

PDF, 1.87 MB

english, 1993

66

Optimal policies for machine repairmen problems

Frostig, Esther

Journal:

Journal of Applied Probability

Year:

1993

File:

PDF, 1.87 MB

1993

67

Stochastic comparisons for fork-join queues with exponential processing times

Frostig, Esther, Lehtonen, Tapani

Journal:

Journal of Applied Probability

Year:

1997

Language:

english

File:

PDF, 1.05 MB

english, 1997

68

THE DEFERRAL OPTION IN LONG-TERM-CARE INSURANCE

Frostig, Esther, Kliger, Doron, Levikson, Benny

Journal:

Probability in the Engineering and Informational Sciences

Year:

2002

Language:

english

File:

PDF, 209 KB

english, 2002