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Bayesian prediction of the transient behaviour and busy period in short and long-tailed GI/G/1 queueing systems
(Elsevier, 2007)
Bayesian inference for the transient behavior and duration of a busy period in a single server queueing
system with general, unknown distributions for the interarrival and service times is investigated. Both
the interarrival ...
Bayesian estimation of ruin probabilities with heterogeneous and heavy-tailed insurance claim size distribution
(2007-08-09)
This paper describes a Bayesian approach to make inference for risk reserve processes with unknown claim size distribution. A flexible model based on mixtures of Erlang distributions is proposed to approximate the special ...