[Note: IEEE and other institutions hold the copyrights on
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be governed by those copyrights.]
Recent Publications
 S. Dharmaraja, Srijan Narang and Vidyottama Jain: A Mathematical Model for Supply Chain
Management of Blood Banks in India, To appear in Opsearch,
2019.
 Isha and S. Dharmaraja:Scenario Generation in Stochastic Programming
Using Principal Component Analysis Based on
MomentMatching Approach, To appear in Opsearch, 2019.
 Garima Mishra, Anupam, S. Dharmaraja and Subrat Kar: Signaling Packet Aggregation and Compression in SIP Network:
Modeling and Performance Evaluation, To appear in Wireless Personal Communications, 2019.
(https://doi.org/10.1007/s11277019067486)
 Priyanka Kalita, Gautam Choudhaury and S. Dharmaraja: Analysis of single server
queue with modified vacation policy, To appear in Methodology and Computing in Applied Probability, 2019.
(https://doi.org/10.1007/s11009019097139)
 Raju Srinivasan, Vidyottama Jain and S. Dharmaraja:
Perception Based Performance Analysis of Higher Education
Institutions: A Soft Computing Approach, To appear in Soft Computing, 2019.
(https://doi.org/10.1007/s00500019039316)
 S. Dharmaraja, Vidyottama Jain, Priyanka Anjoy and Hukum Chandra:
Empirical Analysis for Crop Yield Forecasting in India, To appear in Agricultural Research, 2019.
(https://doi.org/10.1007/s4000301900413x)
 S. Dharmaraja, Vineet Kumar and Abhishek Mishra: Indian Stock Market Prediction using
Artificial Neural Networks on Tick Data, Financial Innovation, 5 (2019) 16 pages.
(https://doi.org/10.1186/s4085401901317)
 Puneet Pasricha and S. Dharmaraja: A Markov Modulated
Dynamic Contagion
Process with Application to Credit Risk, Journal of Statistical Physics, 175 (2019) pp. 495  511.
(Full paper)
 S. Ramakrishnan, Subrat Kar and S. Dharmaraja:
Analysis of Traffic Offload using Multi Attribute Decision Making Technique in Heterogeneous Shared Networks,
IET Networks, 8 (2019) pp. 256  263.
 Guglielmo D'Amico, S. Dharmaraja, Raimondo Manca and
Puneet Pasricha: A Review of NonMarkovian Models for the Dynamics
of Credit Ratings, Reports on Economics and Finance, 5 (2019) pp. 15  33.
(Full paper)
 Anupam and S. Dharmaraja: Selection of DRX Scheme for Voice Traffic in LTEA Networks: Markov Modeling and Performance
Analysis, Journal of Industrial and Management Optimization (JIMO),
15 (2019) pp 739  756. (Full paper)
 S. Ramakrishnan, Subrat Kar and S. Dharmaraja:
Analysis of energy efficiency in cloud based heterogeneous RAN with
largescale antenna systems, Computer Networks, 149 (2019) pp. 265–276. (Full paper)
 Anupam, Gautam Choudhaury and S. Dharmaraja: Performance analysis of DRX mechanism
using batch arrival vacation queueing system with Npolicy in LTEA networks,
To appear in Annals of Telecommunications, 2019.
(https://doi.org/10.1007/s122430180659y)
 Arti Singh and S. Dharmaraja: Optimal portfolio trading subject
to stochastic dominance constraints under second order
autoregressive price dynamics, To appear in International Transactions in Operational Research, 2019.
(https://onlinelibrary.wiley.com/doi/epdf/10.1111/itor.12435)
 Shruti Kapoor, S. Dharmaraja and Viswanathan Arunachalam: Transient Solution of Fluid Queue modulated by two
independent birthdeath processes, International Journal of Operational Research, 36(1), pp. 1–11, 2019.
 Shruti Kapoor and S. Dharmaraja:
Steady State Analysis of Fluid Queues Driven by Birth
Death Processes with Rational Rates, To appear in International Journal of
Operational Research, 2019.
Refereed International Journal Papers
 Anupam and S. Dharmaraja: An analytical model driven by fluid queue for battery life
time of an user equipment in LTEA networks, Physical Communication, 30 (2018) pp. 213  219.
(Full paper)

Viswanathan Arunachalam, Garima Mishra and S. Dharmaraja:
Optimal Number of Frames Transmitted in a Sensing Based Opportunistic Spectrum Access, Physical Communication, 26 (2018) pp. 156  161.
(Full paper)
 Arti Singh and S. Dharmaraja: A portfolio optimisation model for credit risky bonds with Markov
model credit rating dynamics, International Journal of
Financial Markets and Derivatives, 6, (2017) pp. 102  119. (Full paper)
 S. Dharmaraja, Puneet Pasricha and Paola Tardelli: Markov Chain Model with Catastrophe to Determine Mean Time to
Default of Credit Risky Assets, Journal of Statistical Physics, 169, (2017) pp. 876  888. (Full paper)
 Puneet Pasricha S. Dharmaraja and Viswanathan Arunachalam:
Markov Regenerative Credit Rating Model, Journal of Risk
Finance, 18, Issue 3, (2017), pp. 311 325. (Full paper) (Typo: On Page 320, In Matrix 1, transition
probability from D to D is 1, i.e., P_{D,D}=1)
 Arti Singh and S. Dharmaraja:
Meanvariance optimal trading problem subject to stochastic dominance constraints with
second order autoregressive price dynamics, Mathematical
Methods of Operations Research, 86, Issue 1 (2017), pp. 29  69.
(Full paper)
 R. Sudhesh, A. Azhagappan and S. Dharmaraja:
Transient analysis of M/M/1 queue with working vacation, heterogeneous service and customers' impatience,
RAIRO  Operations Research, 51 (3) 2017, pp. 591  606. (DOI: http://dx.doi.org/10.1051/ro/2016046)

R. Sudhesh, P. Savitha and S. Dharmaraja: Transient analysis of a twoheterogeneous servers queue with system
disaster, server repair and customers' impatience, TOP, 25 (2017), pp. 179  205.
(Full paper)
 Arti Singh and S. Dharmaraja: Optimal trading strategy under linearpercentage temporary impact price dynamics
with conditional valueatrisk as timing risk measure,
International Journal of Decision Support Systems, 2, No.1/2/3 (2016) pp. 13  37.

Álvaro Calvachea, Viswanathan Arunachalam and S. Dharmaraja:
The Transient and Asymptotic Moments for the Random Mission Time of a System, Ciencia en Desarrollo, 7 (2016),
pp. 109  124. (Full paper)
 Himanshu Sharma and S. Dharmaraja:
Effect of outliers on volatility forecasting and Value at Risk estimation in crude oil
markets, OPEC Energy Review, 40 (2016) pp. 276  299.
 S. Dharmaraja, Resham Vinayak and Kishor S. Trivedi: Reliability and Survivability of Vehicular
Ad hoc Networks: An Analytical Approach, Reliability Engineering and System Safety, 153 (2016) pp. 2838.
(Full paper)
 Garima Mishra, S. Dharmaraja and Subrat Kar: Reducing
Session Establishment Delay using Timed out Packets in SIP Signaling Network, International Journal of
Communication Systems, 29 (2016) pp. 262  276. (Full paper)
 S. Dharmaraja and Rakesh Kumar: Transient Solution of a Markovian
Queuing Model with Heterogeneous Servers and Catastrophes,
Opsearch, 52 (2015) pp. 810  826. (Full paper)
 Shruti Kapoor and S. Dharmaraja:
On the Exact Transient Solution of Fluid Queue
Driven by a Birth Death Process with Specific Rational Rates and
Absorption, Opsearch, 52 (2015) pp. 746  755. (Full paper)

S. Dharmaraja, Antonio Di Crescenzo, Virginia Giorno, Amelia G. Nobile: A Continuoustime Ehrenfest model
with Catastrophes and its Jumpdiffusion Approximation,
Journal of Statistical Physics, 161 (2015) pp. 326345. (MR3401020) (Full paper)
 Vandana Gupta, S. Dharmaraja and V. Arunachalam:
Stochastic Modeling for Delay Analysis of a VoIP Network, Annals of Operations Research, 233 (2015) pp. 171  180. (MR3400069)
(Full paper)

Viswanathan Arunachalam and S. Dharmaraja:
Fluid Queue Driven by Finite State Markov Processes, Ciencia en Desarrollo, 5 (2014),
pp. 79  86.
 Resham Vinayak, Dilip Krishnaswamy and S. Dharmaraja:
Analytical Modeling of TCP NewReno using Generalized
Stochastic Petri Nets, International Journal of
Communication Systems, 27 (2014) pp. 41854198. (Full paper)
 A. Senthil Vadivu, Resham Vinayak, S. Dharmaraja and R. Arumuganathan: Performance Analysis of Voice over
Internet Protocol via Non Markovian Loss System
with Preemptive Priority and Server Break Down,
Opsearch, 51 (2014) pp. 50  75. (MR3187723) (Full paper)
 Resham Vinayak, S. Dharmaraja and V. Arunachalam: On the Study of Simultaneous Service by
Random Number of Servers with Retrial and
Preemptive Priority,
International Journal of Operational Research, 20 (2014) pp. 68  90. (MR3243057) (Full paper)
 Vandana Gupta and S. Dharmaraja: Reliability and performance modeling of VoIP
system with multiple component failure, International Journal of Reliability and Safety, 7 (2013) pp. 58  74.
(Full paper)
 Resham vinayak and S. Dharmaraja: SemiMarkov Modeling Approach for Deteriorating Systems with Preventive Maintenance,
International Journal of Performability Engineering, 8, (2012) pp. 515  526. (Full paper)
 Vandana Gupta and S. Dharmaraja:
SemiMarkov modeling of VoIP dependability in the presence of resource degradation and security attacks, Reliability Engineering and
System Safety, 96 (2011) pp. 1627  1636. (Full paper)
 V. Arunachalam, L. Blanco and S. Dharmaraja:
A Stochastic Model For The Pricing Of Options With Volatility Jumps, International Journal of Financial Markets
and Derivatives, 2 (2011) pp. 223  235.
 Vaneeta Jindal, S. Dharmaraja and Kishor S Trivedi: Markov Modeling Approach for
Survivability Analysis of Cellular Networks, International Journal of Performability Engineering, 7 (2011) pp. 429  440.
(Full paper)
 Vandana Gupta, Mingwei Gong, S. Dharmaraja and Carey Williamson:
Analytical Modeling of Bidirectional Multichannel IEEE 802.11 MAC Protocols,
International Journal of
Communication Systems, 24 (2011) pp. 647665. (Full paper)
 Vandana Gupta, S. Dharmaraja and Mingwei Gong: Analytical
Modeling of TCP Flow in Wireless LANs, Mathematical and Computer Modelling, 53 (2011) pp. 684  693.
(Full paper)
 V. Arunachalam, Vandana Gupta and S. Dharmaraja: A Fluid Queue
Modulated by Two Independent BirthDeath Processes, Computers and Mathematics
with Applications, 60 (2010) pp. 2433  2444. (STMAZ 1205.60156, MR2725334 (2011g:60166))
(Full paper)
 Vaneeta Jindal and S. Dharmaraja: Call processing delay
analysis in cellular networks: a queueing model approach,
Opsearch, 46 (2009) pp. 289  302. (STMAZ 1187.90101)
(Full paper)
 S. Dharmaraja, Vaneeta Jindal and Upkar Varshney:
Reliability and survivability analysis for UMTS networks:
An analytical approach, IEEE Transactions on
Network and Service Management, 5 (2008), pp. 132  142.
(Full paper)
 S. Dharmaraja, Vaneeta Jindal and Attahiru Sule Alfa:
Phase Type Models for Cellular Networks Supporting
Voice, Video and Data Traffic, Mathematical and Computer
Modelling, 47 (2008) pp. 1167  1180. (MR2428322 (2009f:94115))
(Full paper)
(Typo: In page 1169, 0 = \overline{x}(A + A^0 x),... [12])
 Bharat B. Madan, S. Dharmaraja and Kishor S. Trivedi:
Combined Guard Channel and Mobile Assisted Handoff for
Cellular Networks, IEEE Transactions on Vehicular Technology, 57 (2008)
pp. 502  510.
(Full paper)
 R. Jayaparvathy, S. Anand, S. Dharmaraja and
S. Srikanth: Performance Analysis of IEEE 802.11 DCF with Stochastic
Reward Nets,
International Journal of
Communication Systems, 20 (2007) pp. 273  296.
(Full paper)
 K.S. Trivedi, X. Ma and S. Dharmaraja: Performability Modeling
of Wireless Communication Systems,
International Journal of
Communication Systems, 16 (2003) pp. 561577. (Full paper)
 S. Dharmaraja, Kishor S. Trivedi and D. Logothetis: Performance
modelling of wireless networks with generally distributed handoff
interarrival times, Computer Communications Journal, 26 (2003)
pp.17471755. (Full paper)
 K.S. Trivedi, S. Dharmaraja and Xiaomin Ma: Analytic modeling of
handoffs in wireless cellular networks, Information Sciences, 148
(2002) pp.155166. (MR1947118, Zbl 1013.90018, STMAZ 1013.90018) (Full paper)
 P.R. Parthasarathy and S. Dharmaraja: Transient solution of a
single link with finite capacity supporting multiple streams,
Performance Evaluation, 43 (2001) 114. (Zbl 1017.68022, STMAZ S422.03002) (Full
paper)
 S. Dharmaraja: Transient solution of a twoprocessor system,
Mathematical and Computer Modelling, 32 (2000) 11171123.
(MR1791750, Zbl 970.60101, STMAZ 0970.60101) (Full paper)
 P.R. Parthasarathy, S. Dharmaraja and G. Manimaran: Transient
solution of multiprocessor system with statedependent arrivals,
International Journal of Computer Mathematics, 73 (2000) 313320.
(MR 2000m:68032, Zbl 955.68015,STMAZ S412.03052) (Full
paper)
 P.R. Parthasarathy and S. Dharmaraja: Exact transient solutions
of kinetics of firstorder reactions with end effects, Journal of
Mathematical Chemistry, 25 (1999) 281294. (MR 2001a:92008 Zbl
953.92033) (Full
paper)
 P.R. Parthasarathy and S. Dharmaraja: The transient solution of
a localjump heterogenous chain of diatomic systems, Journal of
Physics A: Mathematical and General, 31 (1998) 65796588.
(Zbl 1002.82541, STMAZ 1002.82541) (Full
paper)
 B.W. Conolly, P.R. Parthasarathy and S. Dharmaraja: A Chemical
Queue, The Mathematical Scientist, 21 (1997) 8391.
(MR 98h:60125 Zbl 898.60087, STMAZ 1013.90018) (Full
paper)
Chapters of Books:
 Aditi Gupta, S. Dharmaraja and Subrat Kar,
Delay Efficient Load Balancing Scheme
for Component Carrier Selection in
Carrier Aggregation in LTEA,
pp. 146  159, in Systems Modeling: Methodologies and Tools,
Eds. A. Puliafito and K. S. Trivedi, Springer, 2018.
 Vidyottama Jain and S. Dharmaraja:
Crop Insurance in India: A Mathematical Review, pp. 97  107, in Operations Research in Development Sector, Eds.
Tripathy, A., Subudhi, R.N., Patnaik, S., Nayak, J., Springer, 2018.
 S. Dharmaraja, Birth and Death Processes and
Chemical Kinetics, pp. 65  108, in Stochastic Modeling in Physical and Biological Sciences, Eds. V. Thangaraj and
Gautam Choudhury, Narosa, 2016.
 Kishor S. Trivedi, Kalyanaraman Vaidyanathan and S. Dharmaraja,
Markov Chains Models and Applications, pp. 393  421,
in Modeling and Simulation of Computer Networks and Systems: Methodologies
and Applications, Eds. Mohammad S. Obaidat, Faouzi Zarai and Petros Nicopolitidis, Elsevier, 2015.

Kishor S. Trivedi and S. Dharmaraja, Markov Modeling in
Reliability, pp. ??  ??, in Encyclopaedia of Quantitative Risk
Assessment, Eds. Brian Everitt and Ed. Melnick, John Wiley, 2008.
 Kishor S. Trivedi, Vaneeta Jindal and S. Dharmaraja,
Stochastic Modeling Techniques for Secure and Survivable Systems,
pp. 171  207, in Information Assurance: Dependability and Security in
Networked Systems, Eds. Yi Qian, James Joshi, David Tipper and Prashant
Krishnamurthy, Morgan Kaufmann, 2008.
Refereed International Conference
Papers
 S. Dharmaraja, Rishabh Raj, Kishan Sahu and Anisha Aggarwal:
Tradeoff Between Performance and EnergyEfficiency in DRX Mechanism in LTEA Networks, To appear in Proceedings of IEEE Advanced Networks and Telecommunication
Systems (IEEE ANTS), Goa, Dec. 16  19, 2019, pp. ??  ?? 2019.
 S. Dharmaraja, Rishabh Raj, Kishan Sahu and Anisha Aggarwal:
Energy Harvesting Modelling and Analysis in LTEA Networks with DRX scheme, IEEE Global Communications Conference,
December 9  13, 2019, Waikoloa, HI, USA.
 S. Ramakrishnan, Subrat Kar and S. Dharmaraja: Analysis
of MidHaul Characteristics for LTENR MultiConnectivity in Heterogeneous Cloud RAN
, National Conference on Communications, IISc Bangalore,
Feb. 20  23, pp. ???  ???, 2019.

S. Ramakrishnan,
S. Dharmaraja and Subrat Kar: Analysis of Computational Complexity and Power Consumption in Cloud Based Heterogeneous
RAN, National Conference on Communications, IIT Hyderabad,
Feb. 25  28, pp. 572  577, 2018. (Full paper)
 Anupam and
S. Dharmaraja: A Proposed Joint Call Admission Control Scheme and its Analysis Using Generalized Stochastic Petri Nets,
Proc. of ICOAC, Chennai, Dec. 14  17, pp. 247  252, 2017.
 Aditi Gupta, S. Dharmaraja and Subrat Kar:
Delay Efficient load balancing scheme for Component Carrier selection in Carrier Aggregation in LTEA, Proceedings of
10th EAI International Conference on Performance Evaluation Methodologies and Tools (ValueTools 2016), Taormina, Italy,
October 26–28, 2016, pp. 105  108, 2016. (Full paper)
 Garima Mishra, S. Dharmaraja and Subrat Kar:
Performance Analysis of Multiparty Conferencing in IMS using Vacation Queues, Proceedings of IEEE Advanced Networks and Telecommunication
Systems (IEEE ANTS), New Delhi, Dec. 14  17, 2014, pp. 1  6, 2014.

Simrandeep Kaur and S. Dharmaraja: Adaptive Joint Call Admission Control Scheme in LTEUMTS Networks, Proceedings of
IEEE International Conference on Communication, Networks and Satellite (IEEE COMNETSAT), Jakarta, 46 November 2014, pp. 63  70, 2014.
 Garima Mishra, S. Dharmaraja and Subrat Kar: Performance Analysis of SIP Signaling Network Using Hierarchical Modeling,
Proceedings of National Conference
on Communications (NCC), IIT Kanpur, 28 February  2 March, 2014, pp. 1  5, 2014.
 S. Dharmaraja, Resham Vinayak, Xiaomin Ma and Kishor S. Trivedi: Reliability and Survivability of Vehicular
Ad hoc Networks, Proceedings of SPECTS 2012, Genoa, Italy, July 8  11, 2012, pp. 1  7, 2012.
 Saurabh Gupta, Subrat Kar and S. Dharmaraja: BAAP:
Blackhole Attack Avoidance Protocol
for Wireless Network, Proceedings of IEEE International Conference on
Computer and Communication Technology (ICCCT 2011), MNIT, Allahabad, Sept. 15  17, 2011, pp. 468  473.
(Full paper)
 Saurabh Gupta, Subrat Kar and S. Dharmaraja: WHOP: Wormhole Attack Detection Protocol using Hound Packet,
Proceedings of Innovations 2011, Abu Dhabi, UAE, April 25  27, 2011, pp. 226  231. (Full paper)
 Sireesha Madabhushi, S. Dharmaraja and Subrat Kar: Performance
Modeling of Preauthentication and Handoff Mechanisms in IEEE 802.11 based
Vehicular Networks, Proceedings of SPECTS 2010, Ottawa,
Canada, July 11  14, 2010, pp. 1  6. (Full paper)
 Resham Vinayak and S. Dharmaraja: Survivability Model for Voice over Internet Protocol using Markov Regenerative Process,
The 20th annual International Symposium on Software Reliability Engineering (ISSRE 2009), Mysuru, India, November 16  19, 2009.
 Vandana Gupta and S. Dharmaraja: An Analytical Framework of Survivability Model for VoIP,The 20th annual International Symposium on Software Reliability Engineering (ISSRE 2009), Mysuru, India, November 16  19, 2009.
 Sachin Sharma, H.M. Gupta and S. Dharmaraja: EGPSR: Energy aware Greedy Perimeter Stateless Routing for Large Dense Static Wireless Adhoc networks, Proceedings of SPECTS 2008, Edinburgh, UK, June 16  18, 2008,
pp. 122  129.
(Full paper).
 Hongxia Sun, S. Dharmaraja, Carey Williamson and Vaneeta Jindal:
An analytical model for wireless networks with stochastic capacity ,
Proceedings of SPECTS 2007,
San Diego, USA, July 16  18, 2007, pp. 205  214.
(Full paper).
 S. Dharmaraja, Vidyottama Vijay, Vaneeta Jindal
and Suresh Chandra:
Fuzzy Based Call Admission Control Scheme for Wireless Networks,
Proceedings of IEEE International Workshop on Next Generation Wireless Networks (IEEE WoNGeN 2006), Bangalore, India, December 2006.
 Vaneeta Jindal, S. Dharmaraja and Kishor S Trivedi:
Analytical survivability model for fault tolerant cellular networks
supporting multiple services, Proceedings of SPECTS 2006,
Calgary, Canada, July 31  August 2, 2006, pp. 505  512.
(Full paper)

S. Dharmaraja and Suprasad V. Amari:
MTBF Evaluation of a Repairable System with Generally Distributed Repair and Failure Times, Proceedings of The Tenth ISSAT International Conference on Reliability and Quality in Design (ISSAT 2004), Las Vegas, Nevada, USA, August 5  7, 2004, pp. 241  245.

R. Jayaparvathy, S. Dharmaraja, S. Anand and S. Srikanth:
Performance Evaluation of IEEE 802.11 with Stochastic Reward Nets,
Proceedings of International Workshop on Wireless Adhoc Networks (IWWAN 2004),
Oulu, Finland, May 31  June 3, 2004, pp. 161  165.
 R. Jayaparvathy, S. Dharmaraja and S. Srikanth: Stochastic Petri
Nets in Performance Evaluation of IEEE 802.11 WLANS, Proceedings of The International
Conference on Operational Research: Emerging Paradigms for Information
Technology, (APORS 2003), December, New Delhi, India, 2003, pp. 142150.
 S. Dharmaraja and Attahiru Sule Alfa: Performance analysis of 3G
wireless networks supporting voice, data and video traffic, Proceedings of The
International Conference on Wireless Networks (ICWN 2003), June,
Las Vegas, U.S.A., 2003, pp. 495498.
 Kalyanaraman Vaidyanathan, S. Dharmaraja and Kishor S. Trivedi:
Analysis of Inspectionbased preventive maintenance in operational software
systems, Proceedings of International Symposium on Reliable Distributed Systems (SRDS
2002), October, Japan, 2002, pp. 286  295. (Full paper)
 S. Dharmaraja, Kishor S. Trivedi and D. Logothetis: Performance
analysis of cellular networks with generally distributed handoff interarrival
times, International Symposium on Performance Evaluation of Computer
and Telecommunication Systems (SPECTS 2002), July, California, USA, 2002.
 Kalyanaraman Vaidyanathan, S. Dharmaraja and Kishor S. Trivedi:
Inspectionbased Preventive Maintenance in Software Systems,
Proceedings of International Conference on Dependable Systems and Networks
(DSN 2002), June, Washington DC, USA, B5253. (Fast
Abstract)
 Dong Chen, S. Dharmaraja, Dongyan Chen, Lei Li, Kishor S. Trivedi,
R.R. Some and A.P. Nikora: Reliability and availability analysis of the JPL
Remote Exploration Experimentation system, Proceedings of
International Conference on Dependable Systems and Networks (DSN 2002),
June, Washington DC, USA, pp. 337342. (Full paper)
 K.S. Trivedi, S. Dharmaraja, Xiaomin Ma: Analytic Modeling of
Handoffs in Wireless Cellular Networks, Proceedings of First Symposium
on Photonics, Networking and Computing (PNC 2002), March, 2002, North
Carolina, USA, pp. 13831392. (Full paper)
Recently Submitted Research
Papers
 Nitu Sharma, S. Dharmaraja and N Selvaraju: Variable annuities valuation under a mixed fractional Brownian motion environment
with jumps considering mortality risk, 2019.
 Vidyottama Jain, Raina Raj, and S. Dharmaraja: A Multiserver Queueing Model with Retrial
Phenomenon in Cellular Networks and its Numerical Optimization, 2019.
 Anupam and S. Dharmaraja: Reliability and Survivability Analysis of LTEA Networks:
An Analytical Approach, 2019.
 S. Dharmaraja and Paola Tardelli: Stochastic Modeling of PowerSaving Mechanism
in a DRXcycle using Hawkes Processes, 2019.
 Nitu Sharma, S. Dharmaraja and Viswanathan Arunachalam: A Time Series Framework
for Pricing Guaranteed Lifelong Withdrawal Benefit, 2019.
 Nitu Sharma and S. Dharmaraja: A Levy model for the valuation of Variable Annuities
embedded with lifelong guarantees considering associated risks, 2019.
 S. Dharmaraja and Paola Tardelli: Partial Observed Fluid Queue Model for Rechargeable
Batteries, 2019.
 Puneet Pasricha, S. Dharmaraja and N Selvaraju:
Valuation of CDO Tranches in Reduced Form Framework with Contagion Process, 2018.
 Puneet Pasricha, S. Dharmaraja, Guglielmo D'Amico and Raimondo Manca:
Portfolio Optimization of Credit Risky Bonds: A SemiMarkov Process Approach, 2018.
 Puneet Pasricha, S. Dharmaraja and Paola Tardelli: Hedging and Utility Valuation of a Defaultable
Claim Driven by Hawkes Processes, 2017.
 Puneet Pasricha and S. Dharmaraja: Structural Credit Risk Model
with Stochastic Default Barriers and Jump Clustering, 2017.
 S. Dharmaraja and Puneet Pasricha: A Continuous Time NonHomogeneous Markov
Regenerative model with Catastrophe
and Application to Credit Rating Dynamics, 2017.
 Gautam Choudhaury, Priyanka Kalita and S. Dharmaraja: Model analysis of batch arrival single
server queue with random vacation policy, 2017.
Last
modified: Sat Oct 12 2019