Listar GI-MODES - Artigos por autor "Ausín, M. Concepción"
Mostrando ítems 1-7 de 7
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An introduction to quadrature and other numerical integration techniques
Ausín, M. Concepción (Wiley, 2007)The objective in numerical integration is the approximation of a definite integral using numerical techniques. There are a large number of numerical integration methods in the literature and this article overviews some of ... -
Bayesian control of the number of servers in a GI/M/c queueing system
Ausín, M. Concepción; Lillo, Rosa E.; Wiper, Michael P. (Elsevier, 2007)In this paper we consider the problem of designing a GI/M/c queueing system. Given arrival and service data, our objective is to choose the optimal number of servers so as to minimize an expected cost function which depends ... -
Bayesian estimation for the M/G/1 queue using a phase-type approximation
Ausín, M. Concepción; Wiper, Michael P.; Lillo, Rosa E. (Elsevier, 2004)This article deals with Bayesian inference and prediction for M/G/1 queueing systems. The general service time density is approximated with a class of Erlang mixtures which are phase-type distributions. Given this phase-type ... -
Bayesian estimation of ruin probabilities with heterogeneous and heavy-tailed insurance claim size distribution
Ausín, M. Concepción; Lopes, Hedibert F. (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 ... -
Bayesian estimation of the Gaussian mixture GARCH model
Ausín, M. Concepción; Galeano, Pedro (Elsevier, 2007)Bayesian inference and prediction for a generalized autoregressive conditional heteroskedastic (GARCH) model where the innovations are assumed to follow a mixture of two Gaussian distributions is performed. The mixture ... -
Bayesian prediction of the transient behaviour and busy period in short and long-tailed GI/G/1 queueing systems
Ausín, M. Concepción; Wiper, Michael P.; Lillo, Rosa E. (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 ... -
Queues in Reliability
Ausín, M. Concepción (Wiley, 2007)Queueing models can be useful in solving many complex reliability problems. Component failures are usually interpreted as the arrival of customers and the repair or replacement of failed components is typically associated ...