{"id":"https://openalex.org/W2230410437","doi":"https://doi.org/10.1007/s10479-015-2105-0","title":"The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach","display_name":"The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach","publication_year":2016,"publication_date":"2016-01-09","ids":{"openalex":"https://openalex.org/W2230410437","doi":"https://doi.org/10.1007/s10479-015-2105-0","mag":"2230410437"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-015-2105-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-015-2105-0","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://repository.bilkent.edu.tr/bitstreams/132617ca-97d3-4595-a199-1bce7c5ce13b/download","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066960337","display_name":"Mehmet Akif Yaz\u0131c\u0131","orcid":"https://orcid.org/0000-0002-9965-2329"},"institutions":[{"id":"https://openalex.org/I168864056","display_name":"Bilkent University","ror":"https://ror.org/02vh8a032","country_code":"TR","type":"education","lineage":["https://openalex.org/I168864056"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Mehmet Akif Yazici","raw_affiliation_strings":["Electrical and Electronics Engineering Department, Bilkent University, Ankara, Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Electrical and Electronics Engineering Department, Bilkent University, Ankara, Turkey","institution_ids":["https://openalex.org/I168864056"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080807022","display_name":"Nail Akar","orcid":"https://orcid.org/0000-0001-8143-1379"},"institutions":[{"id":"https://openalex.org/I168864056","display_name":"Bilkent University","ror":"https://ror.org/02vh8a032","country_code":"TR","type":"education","lineage":["https://openalex.org/I168864056"]}],"countries":["TR"],"is_corresponding":true,"raw_author_name":"Nail Akar","raw_affiliation_strings":["Electrical and Electronics Engineering Department, Bilkent University, Ankara, Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Electrical and Electronics Engineering Department, Bilkent University, Ankara, Turkey","institution_ids":["https://openalex.org/I168864056"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5080807022"],"corresponding_institution_ids":["https://openalex.org/I168864056"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":1.3621,"has_fulltext":true,"cited_by_count":13,"citation_normalized_percentile":{"value":0.83060826,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"252","issue":"1","first_page":"85","last_page":"99"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6808075308799744},{"id":"https://openalex.org/keywords/queue","display_name":"Queue","score":0.6529797315597534},{"id":"https://openalex.org/keywords/piecewise","display_name":"Piecewise","score":0.6402502059936523},{"id":"https://openalex.org/keywords/fluid-queue","display_name":"Fluid queue","score":0.6380414366722107},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.6160826086997986},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.5312983989715576},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5205310583114624},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5179804563522339},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5079768300056458},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.48129382729530334},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.4775603413581848},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.38160276412963867},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2278519868850708},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.16769543290138245}],"concepts":[{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6808075308799744},{"id":"https://openalex.org/C160403385","wikidata":"https://www.wikidata.org/wiki/Q220543","display_name":"Queue","level":2,"score":0.6529797315597534},{"id":"https://openalex.org/C164660894","wikidata":"https://www.wikidata.org/wiki/Q2037833","display_name":"Piecewise","level":2,"score":0.6402502059936523},{"id":"https://openalex.org/C2962069","wikidata":"https://www.wikidata.org/wiki/Q5462733","display_name":"Fluid queue","level":3,"score":0.6380414366722107},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.6160826086997986},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.5312983989715576},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5205310583114624},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5179804563522339},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5079768300056458},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.48129382729530334},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.4775603413581848},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.38160276412963867},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2278519868850708},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.16769543290138245},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10479-015-2105-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-015-2105-0","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:repository.bilkent.edu.tr:11693/36360","is_oa":true,"landing_page_url":"http://hdl.handle.net/11693/36360","pdf_url":"https://repository.bilkent.edu.tr/bitstreams/132617ca-97d3-4595-a199-1bce7c5ce13b/download","source":{"id":"https://openalex.org/S4306400079","display_name":"Bilkent University Institutional Repository (Bilkent University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I168864056","host_organization_name":"Bilkent University","host_organization_lineage":["https://openalex.org/I168864056"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of Operations Research","raw_type":"Article"},{"id":"pmh:oai:RePEc:spr:annopr:v:252:y:2017:i:1:d:10.1007_s10479-015-2105-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-015-2105-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:repository.bilkent.edu.tr:11693/36360","is_oa":true,"landing_page_url":"http://hdl.handle.net/11693/36360","pdf_url":"https://repository.bilkent.edu.tr/bitstreams/132617ca-97d3-4595-a199-1bce7c5ce13b/download","source":{"id":"https://openalex.org/S4306400079","display_name":"Bilkent University Institutional Repository (Bilkent University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I168864056","host_organization_name":"Bilkent University","host_organization_lineage":["https://openalex.org/I168864056"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of Operations Research","raw_type":"Article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7427155879","display_name":"Bilgisayar Ve Haberle\u015fme Sistemlerinin Ba\u015far\u0131m Modellemesinde Geribeslemeli Markov Ak\u0131\u015fkan Kuyruk Sistemlerinin Kullan\u0131m\u0131","funder_award_id":"115E360","funder_id":"https://openalex.org/F4320322626","funder_display_name":"T\u00fcrkiye Bilimsel ve Teknolojik Ara\u015ft\u0131rma Kurumu"}],"funders":[{"id":"https://openalex.org/F4320322626","display_name":"T\u00fcrkiye Bilimsel ve Teknolojik Ara\u015ft\u0131rma Kurumu","ror":"https://ror.org/04w9kkr77"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2230410437.pdf","grobid_xml":"https://content.openalex.org/works/W2230410437.grobid-xml"},"referenced_works_count":45,"referenced_works":["https://openalex.org/W1523244251","https://openalex.org/W1968661925","https://openalex.org/W1997277199","https://openalex.org/W1997321179","https://openalex.org/W2003342888","https://openalex.org/W2008454294","https://openalex.org/W2011430321","https://openalex.org/W2014127474","https://openalex.org/W2024080161","https://openalex.org/W2028442480","https://openalex.org/W2059725839","https://openalex.org/W2059821237","https://openalex.org/W2061284453","https://openalex.org/W2062573385","https://openalex.org/W2075926416","https://openalex.org/W2076021616","https://openalex.org/W2084487946","https://openalex.org/W2090452502","https://openalex.org/W2096512426","https://openalex.org/W2101969505","https://openalex.org/W2102582563","https://openalex.org/W2134832905","https://openalex.org/W2139290908","https://openalex.org/W2141216118","https://openalex.org/W2141978087","https://openalex.org/W2145929107","https://openalex.org/W2146175589","https://openalex.org/W2149091841","https://openalex.org/W2158226696","https://openalex.org/W2464071788","https://openalex.org/W2507186505","https://openalex.org/W2610166414","https://openalex.org/W2615561543","https://openalex.org/W2798909945","https://openalex.org/W2799598053","https://openalex.org/W4232729308","https://openalex.org/W4236317449","https://openalex.org/W4236747242","https://openalex.org/W4240193781","https://openalex.org/W4250160558","https://openalex.org/W4285719527","https://openalex.org/W6642536117","https://openalex.org/W6657548423","https://openalex.org/W6681268653","https://openalex.org/W6750968397"],"related_works":["https://openalex.org/W2385263368","https://openalex.org/W2347422947","https://openalex.org/W2164930943","https://openalex.org/W2057040032","https://openalex.org/W2842708498","https://openalex.org/W2145477745","https://openalex.org/W2025969912","https://openalex.org/W2084487946","https://openalex.org/W1930936025","https://openalex.org/W2157461099"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":3}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}