| The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function XS Lin, GE Willmot, S Drekic Insurance: Mathematics and Economics 33 (3), 551-566, 2003 | 336 | 2003 |
| An analytical solution for a tandem queue with blocking WK Grassmann, S Drekic Queueing Systems 36, 221-235, 2000 | 82 | 2000 |
| On the density and moments of the time of ruin with exponential claims S Drekic, GE Willmot ASTIN Bulletin: The Journal of the IAA 33 (1), 11-21, 2003 | 75 | 2003 |
| A preemptive priority queue with balking S Drekic, DG Woolford European Journal of Operational Research 164 (2), 387-401, 2005 | 65 | 2005 |
| On the distribution of the deficit at ruin when claims are phase-type S Drekic, DCM Dickson*, DA Stanford, GE Willmot Scandinavian Actuarial Journal 2004 (2), 105-120, 2004 | 65 | 2004 |
| On the analysis of a multi-threshold Markovian risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 248-260, 2007 | 53 | 2007 |
| Dividend moments in the dual risk model: exact and approximate approaches ECK Cheung, S Drekic ASTIN Bulletin: The Journal of the IAA 38 (2), 399-422, 2008 | 50 | 2008 |
| Optimal dividends under a ruin probability constraint DCM Dickson, S Drekic Annals of Actuarial Science 1 (2), 291-306, 2006 | 49 | 2006 |
| Analysis of a threshold dividend strategy for a MAP risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 227-247, 2007 | 46 | 2007 |
| Equilibrium compound distributions and stop-loss moments GE Willmot, S Drekic*, J Cai Scandinavian Actuarial Journal 2005 (1), 6-24, 2005 | 43 | 2005 |
| The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models DCM Dickson, S Drekic Insurance: Mathematics and Economics 34 (1), 97-107, 2004 | 42 | 2004 |
| An eigenvalue approach to analyzing a finite source priority queueing model S Drekic, WK Grassmann Annals of Operations Research 112, 139-152, 2002 | 34 | 2002 |
| Waiting time distributions in the preemptive accumulating priority queue VA Fajardo, S Drekic Methodology and Computing in Applied Probability 19, 255-284, 2017 | 31 | 2017 |
| The surplus prior to ruin and the deficit at ruin for a correlated risk process AL Badescu, L Breuer, S Drekic, G Latouche, DA Stanford Scandinavian Actuarial Journal 2005 (6), 433-445, 2005 | 31 | 2005 |
| Threshold-based interventions to optimize performance in preemptive priority queues S Drekic, DA Stanford Queueing Systems 35, 289-315, 2000 | 27 | 2000 |
| On the moments of the time of ruin with applications to phase-type claims S Drekic, GE Willmot North American Actuarial Journal 9 (2), 17-30, 2005 | 26 | 2005 |
| Hypothesis testing for the generalized multivariate modified Bessel model L Thabane, S Drekic Journal of multivariate analysis 86 (2), 360-374, 2003 | 26 | 2003 |
| Reducing delay in preemptive repeat priority queues S Drekic, DA Stanford Operations Research 49 (1), 145-156, 2001 | 26 | 2001 |
| A model for deceased-donor transplant queue waiting times S Drekic, DA Stanford, DG Woolford, VC McAlister Queueing Systems 79, 87-115, 2015 | 22 | 2015 |
| Moments of discounted dividends for a threshold strategy in the compound Poisson risk model ECK Cheung, DCM Dickson, S Drekic North American Actuarial Journal 12 (3), 299-318, 2008 | 22 | 2008 |
