Bara Kim
Professor

Department of Mathematics
Korea University
1, Anam-dong, Sungbuk-ku, Seoul, 136-701, Korea

Office: 519 Asan Science Building
E-mail: bara@korea.ac.kr


I. Education


II. Employment


III. Research Interests


IV. Publications

A. Published or Accepted Journal Papers

1.     Bara Kim, "The solution of an open problem given by H. Haruki and T. M. Rassias", Journal of Applied Mathematics and Stochastic Analysis, Vol. 12, No. 3, pp. 261-263, 1999. .

2.     Bong Dae Choi, Yong Chang and Bara Kim, "MAP1, MAP2/M/c retrial queue with guard channels and its application to cellular networks", Journal on Operations Research of the Spanish Society of Statistics and Operational Research, Vol. 7, No. 2, pp. 231-248, 1999.

3.     Bong Dae Choi, Bara Kim and Sung Ho Choi, "On the M/G/1 Bernoulli Feedback queue with multi-class customers", Computers and Operations Research, Vol. 27, No. 3, pp. 269-286, March, 2000.

4.     Bong Dae Choi, Sung Ho Choi, Bara Kim and Dan Keun Sung, "Analysis of priority queueing system based on thresholds and its application to signaling system No. 7 with congestion control", Computer Networks, Vol. 32, No. 2, pp. 149-170, Feb., 2000.

5.     Bong Dae Choi, Bara Kim and In-Suk Wee, "Asymptotic Behavior of Loss Probability in GI/M/1/K Queue as K tends to Infinity, Queueing Systems, Vol. 36, No. 4, pp. 437-442, Dec., 2000.

6.     Bong Dae Choi and Bara Kim, "Sharp Result on Convergence Rate for the Distribution of GI/M/1/K Queue as K tends to Infinity", Journal of Applied Probability, Vol. 37, No. 4, 1010-1019, Dec., 2000.

7.     Bong Dae Choi, Bara Kim and Jinmin Chung, "M/M/1 Queue with Impatient Customers of Higher Priority", Queueing Systems, Vol. 38, No. 1, 49-66, May, 2001.

8.     Bong Dae Choi and Bara Kim, "An M/G/1 queueing system with fixed feedback policy", The ANZIAM Journal, Vol. 44, No. 2, 283-297, Oct., 2002.

9.     Bara Kim, "An approximation for the loss Probability in a multiserver queue fed by a shifting level process", IEEE Communications Letters, Vol. 6, No. 11, 506-508, Nov. 2002.

10. Sung Ho Choi, Bara Kim, Khosrow Sohraby, and Bong Dae Choi,"On matrix geometric solution of nested QBD chains", Queueing Systems, Vol. 43, No. 1-2, 5-28, Jan., 2003.

11. Bong Dae Choi, Bara Kim and Sung Ho Choi,"An M/G/1 Queue with Multiple Types of Feedback, Gated Vacations and FCFS policy", Computers and Operations research, Vol. 30, No. 9, 1289-1309, Aug., 2003.

12. Bara Kim, Jeongsim Kim and Chung Gu Kang, "Approximation for loss probability in finite queue fed by correlated arrivals of packets with variable length", Electronics Letters, Vol. 39, No. 6, 578-580, March, 2003.

13. Bong Dae Choi, Bara Kim, Jeongsim Kim and In-Suk Wee, "Exact Convergence Rate for the Distributions of GI/M/c/K Queue as K tends to Infinity", Queueing Systems, Vol. 44, No. 2, 125-136, June, 2003.

14. Bara Kim, Jeongsim Kim, In-Suk Wee and Bong Dae Choi, "Asymptotic analysis of loss probability in a finite queue where one packet occupies as many places as its length", Performance Evaluation, Vol. 54, No. 3, 209-223, Nov., 2003.

15. Bara Kim and Bong Dae Choi, "Asymptotic analysis and simple approximation of the loss probability of the GIX/M/c/K queue", Performance Evaluation, Vol. 54, No. 4, 331-356, Dec., 2003.

16. Bong Dae Choi, Bara Kim, Gang Uk Hwang and Jae-Kyoon Kim, "The analysis of a multiserver queue fed by discrete autoregressive process of order 1", Operations Research Letters, Vol. 32, No. 1, 85-93, Jan., 2004.

17. Bong Dae Choi, Bara Kim and Dongbi Zhu, "MAP/M/c Queue with Constant Impatient Time", Mathematics of Operations Research, Vol. 29, No. 2, 309-325, May 2004.

18. Bong Dae Choi and Bara Kim, "Non-ergodicity Criteria for Denumerable Continuous Time Markov Processes", Operations Research Letters, Vol. 32, No. 6, 574-580, Nov., 2004.

19. Jeongsim Kim and Bara Kim, "Sojourn time distribution in the M/M/1 queue with discriminatory processor-sharing", Performance Evaluation, Vol. 58, No. 4, 341-365, Dec., 2004.

20. Bara Kim, "Maximizing service of carousel storage", Computers and Operations Research, Vol. 32, No. 4, 767-772, April 2005.

21. Sujeong Choi, Sang H. Kang and Bara Kim, "Streaming Video Packet Scheduling by Geo^Y/G/infinity Input Process Modeling", IEEE Communications Letters, Vol. 9, No. 5, 474-476, May 2005.

22. Bara Kim and Jeongsim Kim, "Comparison of DPS and PS systems according to DPS weights", IEEE Communications Letters, Vol. 10, No. 7, 558-560, July 2006.

23. Bara Kim and Khosrow Sohraby, "Tail Behavior of the Queue Size and Waiting Time in a Queue with Discrete Autoregressive Arrivals", Advances in Applied Probability, Vol. 38, No. 4, 1116-1131, Dec. 2006.

24. Bara Kim, Yong Chang, Yeong Cheol Kim and Bong Dae Choi, "A queueing system with discrete autoregressive arrivals", Performance Evaluation, Vol. 64, No. 2, 148-161, Feb. 2007.

25. Jeongsim Kim and Bara Kim, "The processor-sharing queue with bulk arrivals and phase-type services", Performance Evaluation, Vol. 64. No. 4, 277-297, May 2007.

26. Bara Kim and Hwa-Sung Kim, "Moments of Claims in a Markovian Environment", Insurance: Mathematics and Economics, Vol. 40. No. 3, 485-497, May 2007.

27. Jeongsim Kim and Bara Kim, "Regularly varying tails in a queue with discrete autoregressive arrivals of order p", Queueing Systems, Vol. 56, No. 2, 93-102, June 2007.

28. Bara Kim, Jisu Lee and In-Suk Wee, "Tail Asymptotics for the Fundamental Period in the MAP/G/1 Queue", Queueing Systems, Vol. 57, No. 1, 1-18, September, 2007.

29. Jeongsim Kim and Bara Kim, "Asymptotic analysis for loss probability of queues with finite GI/M/1 type structure", Queueing Systems, Vol. 57, No. 1, 47-55, September, 2007.

30. Yutae Lee, Bong Dae Choi, Bara Kim and Dan Keun Sung, "Delay analysis of an M/G/1/K priority queueing system with push-out scheme", Mathematical Problems in Engineering, Vol, 2007, Article ID 14504, 2007.

31. Jerim Kim, Bara Kim and Sung-Seok Ko, "Tail asymptotics for the queue size distribution in M/G/1 retrial queue", Journal of Applied Probability, Vol. 44, No. 4, 1111-1118, December, 2007.

32. J. G. Dai, John J. Hasenbein and Bara Kim, "Stability of Join-the-Shortest-Queue Networks", Queueing Systems, Vol. 57, No. 4, 129-145, December, 2007.

33. Bara Kim, Jeongsim Kim and Jisu Lee, "Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift", Operations Research Letters, Vol. 36, No. 1, 127-132, January, 2008.

34. Jeongsim Kim and Bara Kim, "Concavity of the conditional mean sojourn time in the M/G/1 processor-sharing queue with batch arrivals", Queueing Systems, Vol. 58, No. 1, 57-64, January, 2008.

35. Bara Kim and Inkyu Lee, "Tests for Nonergodicity of Denumerable Continuous Time Markov Processes", Computers and Mathematics with Applications, Vol. 55, No. 6, 1310-1321, March, 2008.

36. Bara Kim, Jeongsim Kim and Hwa-Sung Kim, "A risk model with paying dividends and random environment", Insurance: Mathematics and Economics, Vol. 42, No. 2, 717-726, April, 2008.

37. Sing-Kong Cheung, Bara Kim and Jeongsim Kim, "Slowdown in the M/M/1 discriminatory processor-sharing queue", Performance Evaluation, Vol. 65, No. 8, 586-605, July, 2008.

38. Jeongsim Kim, Bara Kim and Khosrow Sohraby, "Mean queue size in a queue with discrete autoregressive arrivals of order p", Annals of Operations Research, Vol. 162, No. 1, 69-83, September, 2008.

39. Bara Kim and Jeongsim Kim, "Tail asymptotics for the queue size distribution in a discrete-time Geo/G/1 retrial queue", Queueing Systems, Vol. 61, No. 2-3, 243-254, March, 2009.

40. Jeongsim Kim and Bara Kim, "Asymptotics in the MAP/G/1 queue with critical load", Stochastic Analysis and Applications, Vol. 28, No. 1, 157-168, January, 2010.

41. Jeongsim Kim, Bara Kim and Jerim Kim, "Moments of the queue size distribution in the MAP/G/1 retrial queue", Computers and Operations Research, Vol. 37, No. 7, 1212-1219, July, 2010.

42. Bara Kim and Jeongsim Kim, "Queue size distribution in a discrete-time D-BMAP/G/1 retrial queue", Computers and Operations Research, Vol. 37, No. 7, 1220-1227, July, 2010.

43. Jerim Kim, Jeongsim Kim and Bara Kim, "Regularly varying tail of the waiting time distribution in M/G/1 retrial queue", Queueing Systems, Vol. 65, No. 4, 365–383, August, 2010.

44. Bara Kim, Jeongsim Kim and Jerim Kim, "Tail asymptotics for the queue size distribution in the MAP/G/1 retrial queue", Queueing Systems, Vol. 66, No. 1, 79–94, September, 2010.

45. Jeongsim Kim, Jerim Kim and Bara Kim, "Analysis of the M/G/1 queue with discriminatory random order service policy", Performance Evaluation, Vol. 68, No. 3, 256–270, March, 2011.

46. John J. Hasenbein and Bara Kim, "Throughput Maximization for Two Station Tandem Systems: A Proof of the Andradóttir-Ayhan Conjecture", Queueing Systems, Vol. 67, No. 4, 365–386, April, 2011.

47. Bara Kim and Jeongsik Kim, "Higher moments of the waiting time distribution in M/G/1 retrial queues, Operations Research Letters, Vol. 39, No. 3, 224-228, May, 2011.

48. Yun Han Bae, Bara Kim, Bong Dae Choi and Jeongsim Kim, "Tail Asymptotic Behavior of Resequencing Buffer Content for Selective-Repeat ARQ", Operations Research Letters, Vol. 39, No. 4, 272-277, July, 2011.

49. Bara Kim, "Stability of a retrial queueing network with different classes of customers and restricted resource pooling", Journal of Industrial and Management Optimization, Vol. 7, No. 3, 753-765, August, 2011.

50. Bara Kim and Jeongsim Kim, "Representation of Downton¡¯s bivariate exponential random vector and its applications", Statistics and Probability Letters, Vol. 81, No. 12, 1743-1750, December, 2011.

51. Bara Kim and Jeongsim Kim, "A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains, European Journal of Operational Research, Vol. 220, No. 1, 132-134, July, 2012.

52. Jerim Kim, Jeongsim Kim and Bara Kim, "Tail asymptotics of the queue size distribution in the M/M/m retrial queue", Journal of Computational and Applied Mathematics, Vol. 236, No. 14, 3445-3460, August, 2012.

53. Natalia Chernova, Sergey Foss and Bara Kim, "On the Stability of a Polling System with an Adaptive Service Mechanism", Annals of Operations Research, Vol. 198, 125-144, September, 2012.

54. Jerim Kim, Bara Kim and Hwa-Sung Kim, "G/M/1 Type Structure of a Risk Model with General Claim Sizes in a Markovian Environment", Journal of Industrial and Management Optimization, Vol. 8, No. 4, 909-924, November, 2012.

55. Jerim Kim, Bara Kim, Kyoung-Sook Moon and In-Suk Wee, "Valuation of Power Options under Heston's Stochastic Volatility Model", Journal of Economic Dynamics and Control, Vol. 36, 1796-1813, Novermber, 2012.

56. Bara Kim and Jeongsim Kim, "Exact tail Asymptotics for the M/M/m retrial queue with nonpersistent customers", Operational Research Letters, Vol. 40, No. 6, 537,540, November, 2012.

57. Jeongsim Kim, Bara Kim and Jangha Kang, "A discrete-time multiserver queue with impatient customers", Electronics Letters, Vol. 49, No. 1, 38-39, January, 2013.

58. Jeongsim Kim, Bara Kim, Jerim Kim and Yun Han Bae, "Stability of flow-level scheduling with Markovian time-varying channels", Performance Evaluation, Vol. 70, No. 2, 148-159, February, 2013.

59. Natalia Chernova, Sergey Foss and Bara Kim, "A polling system whose stability region depends on a whole distribution of service times", Operations Research Letters, Vol. 41, No. 2, 188-190, March, 2013.

60. Jeongsim Kim and Bara Kim, "Waiting time distribution in an M/PH/1 retrial queue", Performance Evaluation, Vol. 70, No. 4, 286-299, April, 2013.

61. Bara Kim, Jeongsim Kim and Jerim Kim, "Unfinished work for the queue under D-policy  with incomplete information on service times", Journal of the Korean Statistical Society, Vol. 42, No. 2, 205-213, June, 2013.

62. Bara Kim and Jeongsim Kim, "Large deviations of the waiting time in the GI/G/1 queue with random order service",  Queueing Systems, Vol. 74, No. 4, 431–443, August, 2013.

63. Bara Kim, Jeongsim Kim and Jerim Kim, "Counterexamples to conjectures on discriminatory processor sharing and generalized processor sharing systems", Operations Research Letters, Vol. 41, No. 5, 454-456, September, 2013.

64. Hwa-Sung Kim, Bara Kim and Jerim Kim, "Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps", Journal of Industrial and Management Optimization, Vol. 10, No. 1, 41-55, January, 2014.

65. Bara Kim and Jeongsim Kim, A batch arrival M^X/M/c queue with impatient customers, Operations Research Letters, Vol. 42, No. 2, 180-185, March, 2014.

66. Bara Kim and Jeongsim Kim, Optimal admission control for two station tandem queues with loss, Operations Research Letters, Vol. 42, No. 4, 257-262, June, 2014.

67. Hwa-Sung Kim, Bara Kim and Jerim Kim, Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses, Economic Modelling, Vol. 41, 15-22, August, 2014.

68. Bara Kim and In-Suk Wee, "Pricing of geometric Asian options under Heston's stochastic volatility model", Quantitative Finance, Vol. 14, No. 10, 1795–1809, October, 2014.

69. Bara Kim and Jeongsim Kim, "A single server queue with Markov modulated service rates and impatient customers", Performance Evaluation, Vol. 83, No. 1, 1-15, January, 2015.

70. Jerim Kim, Jeongsim Kim, Hyun Joo Yoo and Bara Kim, “Pricing external barrier options in a regime-switching model”, Journal of Economic Dynamics and Control, Vol. 53, 123-143, April, 2015.

71. Bara Kim and Jeongsim Kim, "Proof of the conjecture on the stability of a multiserver retrial queue”, Operations Research Letters, Vol. 43, No. 3, 236-240, May, 2015.

72. Bara Kim and Jeongsim Kim, Stability of a two-class two-server retrial queueing system”, Performance Evaluation, Vol. 88-89, 1-17, June, 2015.

73. Jeongsim Kim and Bara Kim, Stability of a cyclic polling system with an adaptive mechanism, Journal of Industrial and Management Optimization, Vol. 11, No. 3, 763 - 777, July, 2015.

74. Bara Kim and Sung-Seok Ko, Optimal Admission Control and State Space Reduction in Two-Class Preemptive Loss Systems, ETRI Journal, Vol. 37, No. 5, 917-921, October, 2015.

75. Jerim Kim, Bara Kim, In-Suk Wee, Iterative algorithm for the first passage time distribution in a jump–diffusion model with regime-switching, and its applications, Journal of Computational and Applied Mathematics, Vol. 294, 177-195, March, 2016.

76. Bara Kim, Jeongsim Kim, Jerim Kim, and In-Suk Wee, A recursive method for discretely monitored geometric Asian option prices, Bulletin of the Korean Mathematical Society, Vol. 53, No. 3, 733-749, May, 2016.

77. Bara Kim and Jeongsim Kim, Explicit solution for the stationary distribution of a discrete-time finite buffer queue, Journal of Industrial and Management Optimization, Vol. 12, No. 3, 1121-1133, July, 2016.

78. Bara Kim and Jeongsim Kim, Equilibrium strategies for a tandem network under partial information, Operations Research Letters, Vol. 44, No. 4, 532-534, July, 2016.

79. Jeongsim Kim and Bara Kim, A survey of retrial queueing systems, Annals of Operations Research, Vol. 247, No. 1, 3-36, December, 2016.

80. Bara Kim and Jeongsim Kim, Analysis of the MX/G/1 retrial queue, Annals of Operations Research, Vol. 247, No. 1, 193-210, December, 2016.

81. Bara Kim and Jeongsim Kim, Waiting time distributions in an M/G/1 retrial queue with two classes of customers, Annals of Operations Research, to appear.

82. Jeongsim Kim and Bara Kim, Stability of a queue with discriminatory random order service discipline and heterogeneous servers, Journal of Industrial and Management Optimization, Vol. XX, No. X, XXX-XXX, XXX, 201X.

 


B. Submitted Journal Papers

1.     G. Jiyun Kim and Bara Kim, Symmetric equilibria in a cost-averting war-of-attrition requiring minimum necessary conceders, The B.E. Journal of Theoretical Economics, under revision.

2.     Bara Kim and Jeongsim Kim, Optimal information disclosure policies in a strategic queueing model, Operations Research Letters, under revision.

3.     Jeongsim Kim and Bara Kim, An asymmetric lottery Blotto game with a possible budget surplus and incomplete information, Economics Letters, under revision.

4.     Bara Kim and Jeongsim Kim, The maximum distribution of the sum of Downton's bivariate exponential random vectors, submitted.

5.     Hyunjoo Yoo, Jeongsim Kim, Bara Kim and Jiwook Jang, A risk model with descendant claims and its actuarial applications, submitted.


V. Courses Taught

A. Graduate Courses

B. Undergraduate Courses

 

VII. SERVICE

A. Associate Editor for Technical Journals

 

B. Referee for Technical Journals