Stochastic Orderings
- (with Gilitschenski, I. and Hanebeck, U.) Exact and approximate hidden Markov chain filters based on discrete observations. 2014 arXiv
- (with Manger, A.) Dependence Properties of exit times with applications to risk management. International Journal of Operations Research 7(4), 33-39, 2010. pdf
- (with Blatter, A. and A. Müller) Dependence Properties and Comparison Results for Levy Processes. Mathematical Methods of Operations Research 67(1), 161-186, 2008 pdf
- (with Müller) Stochastic orders and risk measures: consistency and bounds. Insurance: Mathematics and Economics 38(1), 132-148, 2006 pdf
- How to improve the performance of ATM multiplexers. Operations Research Letters 24, 81-89, 1999.
- (with Rolski, T.) A monotonicity result for the work-load in Markov-modulated queues. Journal of Applied Probability 35, 741-747, 1998.
- The advantage of small machines in a stochastic fluid production process. Mathematical Methods of Operations Research 47(1), 83-97,1998.
- Monotonicity results for MR/GI/1 queues. Journal of Applied Probability 34, 514-524, 1997.
- (with Rieder, U.) Comparison results for Markov-modulated recursive models. Probability in the Engineering and Informational Sciences 11, 203-217, 1997.
- Inequalities for stochastic models via supermodular orderings. Communications in Statistics - Stochastic Models 13(1), 181-201, 1997. ps
- (with Müller, A.) Modeling and comparing dependencies in multivariate risk portfolios. ps