Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model

A Touazi, Z Benouaret, D Aissani, S Adjabi - Insurance: Mathematics and …, 2017‏ - Elsevier
This paper presents an extension of the strong stability analysis in risk models using
nonparametric kernel density estimation for the claim amounts. First, we detail the …

Cost function analysis of a single-server queueing system with Poisson input stream and Erlang-k service time

S Mirchevski, V Bakeva - Applied Mathematics and Computation, 2024‏ - Elsevier
In this paper, the cost function of a single-server queueing system with Poisson input stream
and Erlang-k service time will be analyzed. Treated as a function of the traffic intensity ρ, with …

Strong Stability of queueing systems and networks: A survey and perspectives

V Rabta, O Lekadir, D Aïssani - Queueing Theory, 2021‏ - books.google.com
The analysis of the stability of queueing models aims at determining the conditions under
which the mathematical model is a good representation of the real system despite …

Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system

Y Djabali, S Hakmi, N Zougab… - Monte Carlo Methods and …, 2024‏ - degruyter.com
This paper proposes the nonparametric asymmetric kernel method in the study of strong
stability of the PH/M/1 queuing system, after perturbation of arrival distribution to evaluate …

Statistical methodology for approximating G/G/1 queues by the strong stability technique

A Bareche, D Aïssani - International Conference on Operations …, 2014‏ - scitepress.org
We consider a statistical methodology for the study of the strong stability of the M/G/1
queueing system after disrupting the arrival flow. More precisely, we use nonparametric …

Characteristics of the cost function for a class of single-server queueing systems with k phases of customer service

S Mirchevski, V Bakeva‏ - simpozijum.math.rs
In this paper, we determine the characteristics of the cost function for a class of single-server
queueing systems with k phases of customer service under FIFO discipline. In stationary …

Service rate-based analysis of two-phase single-server queueing system with hypoexponential customer service time

S Mirchevski, V Bakeva‏ - smak15.matf.bg.ac.rs
In this paper, we analyze the cost function of a two-phase single-server queueing system
with Poisson input stream and hypoexponential customer service time. In stationary mode …

An optimal approximation of the characteristics of the GI/M/1 queue with two-stage service policy

M Cherfaoui, A Bareche - Operational Research, 2020‏ - Springer
In this paper, we consider an GI/M/1 system with two-stage service policy, having a service
rate (μ _1, μ _2)(μ 1, μ 2), for which we determine its global transition operator. After that …

Impact of Nonparametric Density Estimation on the Approximation of the GG∕1 Queue by the MG∕1 One

A Bareche, D Aïssani - … Statistics and Applications: Selected Papers from …, 2015‏ - Springer
In this paper, we show the interest of nonparametric boundary density estimation to evaluate
a numerical approximation of G= G= 1 and M= G= 1 queueing systems using the strong …

[PDF][PDF] Sur la stabilité forte des systèmes d'attente classiques avec distribution générale inconnue

A Bareche, D Aïssani - MSS'2014‏ - hal.science
L'objet principal de ce travail est d'effectuer une synthèse sur l'applicabilité de la méthode
de stabilité forte à l'étude de quelques systèmes de files d'attente classiques lorsque la …