Against the background of climate change, oil-gas-coal companies are particularly
concerned by the notion of stranded assets, ie, the fact that known fossil reserves cannot be …

The material presented in this manuscript was developed for different applications and
published in many papers which are listed among the references. My colleagues …

Let {X (t), V (t), t≥ 0} be a telegraph process, with V (0+)= 1. The distribution of X (t) is
derived for the general case of an alternating renewal process, describing the length of time …

We investigate the one-dimensional telegraph random process in the presence of an elastic
boundary at the origin. This process describes a finite-velocity random motion that alternates …

We consider three kinds of discrete-time arrival processes: transient, intermediate and
recurrent, characterized by a finite, possibly finite and infinite number of events, respectively …

We consider the one-sided and the two-sided first-exit problem for a compound Poisson
process with linear deterministic decrease between positive and negative jumps. This …

We consider two models of M/G/1 and G/M/1 type queueing systems with restricted
accessibility. Let (V (t)) t⩾ 0 be the virtual waiting time process, let Sn be the time required for …

For a compound Poisson process (CPP) with only positive jumps, an elegant formula
connects the density of the hitting time for a lower straight line with that of the process itself at …

This paper studies a continuous-review production-inventory system with a constant
production rate and compound Poisson demands, in which the cost of the system is …

We consider compound processes that are linear with constant slope between iid jumps at
time points forming a renewal process. These processes are basic in queueing, dam and …