Matrix‐analytic Models and their Analysis
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DOI: 10.1111/1467-9469.00186
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- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2012. "A shock and wear system under environmental conditions subject to internal failures, repair, and replacement," Reliability Engineering and System Safety, Elsevier, vol. 99(C), pages 55-61.
- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2016. "A warmstandby system under shocks and repair governed by MAPs," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 331-338.
- Bargès, Mathieu & Cossette, Hélène & Marceau, Étienne, 2009. "TVaR-based capital allocation with copulas," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 348-361, December.
- Herbertsson, Alexander, 2007. "Modelling Default Contagion Using Multivariate Phase-Type Distributions," Working Papers in Economics 271, University of Gothenburg, Department of Economics.
- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "A redundant n-system under shocks and repairs following Markovian arrival processes," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 69-75.
- Delia Montoro-Cazorla & Rafael Pérez-Ocón, 2022. "Analysis of k-Out-of-N-Systems with Different Units under Simultaneous Failures: A Matrix-Analytic Approach," Mathematics, MDPI, vol. 10(11), pages 1-13, June.
- Albrecher, Hansjorg & Boxma, Onno J., 2004. "A ruin model with dependence between claim sizes and claim intervals," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 245-254, October.
- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy K," European Journal of Operational Research, Elsevier, vol. 235(3), pages 636-642.
- Herbertsson, Alexander & Rootzén, Holger, 2007. "Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach," Working Papers in Economics 269, University of Gothenburg, Department of Economics.
- Yonit Barron & Chananel Benshimol, 2024. "Emergency Supply Alternatives for a Storage Facility of a Repairable Multi-Component System," Mathematics, MDPI, vol. 12(17), pages 1-37, August.
- Asmussen, Søren & Avram, Florin & Pistorius, Martijn R., 2004. "Russian and American put options under exponential phase-type Lévy models," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 79-111, January.
- Mathieu Bargès & Hélène Cossette & Etienne Marceau, 2009. "TVaR-based capital allocation with copulas," Working Papers hal-00431265, HAL.
- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2015. "A shock and wear model with dependence between the interarrival failures," Applied Mathematics and Computation, Elsevier, vol. 259(C), pages 339-352.
- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2011. "Two shock and wear systems under repair standing a finite number of shocks," European Journal of Operational Research, Elsevier, vol. 214(2), pages 298-307, October.
- Ira Gerhardt & Barry L. Nelson & Michael R. Taaffe, 2017. "Technical Note: The MAP t / Ph t /∞ Queueing System and Multiclass [ MAP t / Ph t /∞] K Queueing Network," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 367-376, May.
- Alexander Herbertsson, 2011. "Modelling default contagion using multivariate phase-type distributions," Review of Derivatives Research, Springer, vol. 14(1), pages 1-36, April.
- Yonit Barron, 2018. "Group maintenance policies for an R-out-of-N system with phase-type distribution," Annals of Operations Research, Springer, vol. 261(1), pages 79-105, February.
- Delia Montoro-Cazorla & Rafael Pérez-Ocón & Alicia Pereira das Neves-Yedig, 2021. "A Longitudinal Study of the Bladder Cancer Applying a State-Space Model with Non-Exponential Staying Time in States," Mathematics, MDPI, vol. 9(4), pages 1-19, February.
- Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "Matrix stochastic analysis of the maintainability of a machine under shocks," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 11-17.
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