Bara Kim
Professor

Department of Mathematics
Korea University
145, Anam-ro, Seongbuk-gu, Seoul, 02841, 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. Jeongsim Kim and Bara Kim, An asymmetric lottery Blotto game with a possible budget surplus and incomplete information, Economics Letters, Vol. 152, 31-35, March 2017.

82. Bara Kim and Jeongsim Kim, Optimal information disclosure policies in a strategic queueing model, Operations Research Letters, Vol. 45, No. 2, 181-186, March 2017.

83. Bara Kim and Jeongsim Kim, Waiting time distributions in an M/G/1 retrial queue with two classes of customers, Annals of Operations Research, Vol. 252, No. 1, 121-134, May 2017.

84. 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. 13, No. 3, 1237-1254, July 2017.

85. Bara Kim and Jeongsim Kim, The maximum distribution of Kibble's bivariate gamma random vector, Operations Research Letters, Vol. 45, No. 4, 392-396, July 2017.

86. Bara Kim and Jeongsim Kim, Sojourn time distribution in polling systems with processor-sharing policy, Performance Evaluation, Vol. 114, 97-112, September 2017.

87. Murtuza Ali Abidini, Onno Boxma, Bara Kim, Jeongsim Kim and Jacques Resing, Performance analysis of polling systems with retrials and glue periods, Queueing Systems, Vol. 87, No. 3-4, 293-324, December, 2017.

88. Geofferey 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, Volume 18, Issue 1, January, 2018. [The B.E. Journal of Theoretical Economics, Volume 18, Issue 1, 20160109, ISSN (Online) 1935-1704, DOI: https://doi.org/10.1515/bejte-2016-0109.]

89. Bara Kim and Jeongsim Kim, The waiting time distribution for a correlated queue with exponential interarrival and service times, Operations Research Letters, Vol. 46, No. 2, 268-271, March 2018.

90. Bara Kim and Jeongsim Kim, Extension of the loss probability formula to an overloaded queue with impatient customers, Statistics and Probability Letters, Vol. 134, 54-62, March 2018.

91. Bara Kim and Jeongsim Kim, Hazard rate ordering between the largest order statistics from geometric random variables, Journal of Applied Probability, Vol. 55, 652-658, June, 2018.

92. Bara Kim, Jeongsim Kim and Sungji Lee, Strong unimodality of discrete order statistics, Statistics and Probability Letters, Vol. 140, 48-52, September, 2018.

93. Jeongsim Kim and Bara Kim, Comments on: Polling: past, present and perspective, TOP, Vol. 26, 379-380, October, 2018.

94. Geofferey Jiyun Kim, Jerim Kim and Bara Kim, A lottery Blotto game with heterogeneous items of asymmetric valuations, Economics Letters, Vol. 173, 1-5, December, 2018.

95. Bara Kim and Jeongsim Kim, Analysis of the waiting time distribution for polling systems with retrials and glue period, Annals of Operations Research, to appear.

96. Jerim Kim, Bara Kim and Hsing Luh, Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue, Annals of Operations Research, to appear.


B. Submitted Journal Papers

1.     Bara Kim and Jeongsim Kim, Stochastic order of Gini indexes of multivariate elliptical risks, under revision.

2.     Geofferey Jiyun Kim, Jerim Kim and Bara Kim, A stochastic model of contagion with different population type, under revision.

3.     Bara Kim and Jeongsim Kim, Existence of a unique Nash equilibrium for an asymmetric lottery Blotto game with weighted majority.

4.     Bara Kim, Jeongsim Kim and Jerim Kim, Waiting time problems for patterns in a sequence of multi-state trials, submitted.

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

6.     Bara Kim and Jeongsim Kim, Asymptotic anlysis of the moments in gated polling systems with large switchover times, submitted.


C. Conference Proceedings

1.     "General QBD Processes with Applications to Overload Control", co-author Sung Ho Choi and Khosrow Sohraby, IEEE Inforcom 2000, The Conference on Computer Communications, March 2000, pp. 173-180.

2.     "A Video Traffic Model based on the Shifting-Level Process: The Effect of SRD and LRD on Queueing Behavior", co-author Heejune Ahn, Jae-Kyoon Kim, Song Chung, and Bong Dae Choi, IEEE Inforcom 2000, The Conference on Computer Communications, March 2000, pp. 1036-1045.

3.     'An (s,S) Inventory Model of perishable items with impatient waiting demands and random leads times", co-author Bong Dae Choi and E-Yeon Kwon, Queueing Networks with Finite Capacity 2000 (QNETs 2000), July 20-21, Ilkely UK.

4.     "Sharp Convergence rate for the distribution of GI/M/c/K Queue as K tends to Infinity", co-author Bong Dae Choi, Jeongsim Kim and In-Suk Wee, Queueing Networks with Finite Capacity 2000 (QNETs 2000), July 20-21, Ilkely UK.

5.     "M/M/1 priority Queue with Impatient Customers", co-author Bong Dae Choi and Dongbi Zhu, Queueing Networks with Finite Capacity 2000 (QNETs 2000), July 20-21, Ilkely UK.

6.     "On the Tail Behavior of Queues with Discrete Autoregressive Arrivals", co-author Khosrow Sohraby, ITC-18, 2003.

7.     "Call Admission Control and Packet Scheduling with QoS Support in Broadband Mobile Networks", co-author Bong Dae Choi, Gwangzeen Ko, Youngkyo Baek, Kyungjae Kim and Gang Uk Hwang, ITRC Forum 2004, 315-320, June 15, 2004.

8.     "DMAP/Geo/1 queue with constant impatient time", co-author Bong Dae Choi, TMRC Workshop 2004 on Performance of Telecommunication Systems, Sept. 24-25, 2004.  

9.     "Fluid models for Queueing networks and complete matching problems", Proceedings of the KSIAM, vol.2004, no.1, p. 25, 2004. 

10. "Decision of Weights in the Discriminatory Processor Sharing System", co-author Jeongsim Kim, Proceedings of the KSIAM, vol.2005, no.2, pp. 61-62, 2005.

11. "M/PH/1 queue with deterministic impatience time", co-author Jerim KIM and Jeonsim KIM, Proceedings of the KSIAM, vol.2007, no.2, pp. 63-66, 2007.

12. "Tail asymptotics for the waiting time in an M/G/1 retrial queue", co-author Jerim Kim, Proceedings of the KSIAM, vol.2007, no.1, pp. 189-191, 2007.

13. "Tail behavior of the queue size distribution in the M/M/m retrial queue ", co-author Jerim KIM and Jeonsim KIM, QTNA '09: Proceedings of the 4th International Conference on Queueing Theory and Network Applications, July 30, 2009.

14. "Stability of a retrial queueing network with different classes of customers and restricted resource pooling", QTNA'10 Proceedings of the 5th International Conference on Queueing Theory and Network Applications, July 26, 2010.

15. "G/M/1 type structure in a regime-switching risk model with general claim sizes", co-author Jerim Kim and Hwa-Sung Kim, QTNA '11: Proceedings of the 6th International Conference on Queueing Theory and Network Applications, Aug. 24, 2011.

16. "Analysis of catastrophe dependent equity models", QTNA '12: Proceedings of the 6th International Conference on Queueing Theory and Network Applications, Aug. 2, 2012.


V. Presentations

1.     "Stability of a Load balanced Queueing Network", Yonsei University, April 25, 2003.

2.     "Queueing Theory and Analysis of Telecommunication Systems", TMRC Lecture Series, Korea University, July 25-26, 2003.

3.     "Asymptotic Analysis Loss Probability of Queues with Finite GI/M/1 type Structure", TMRC Workshop 2003 on Performance of Telecommunication Systems, Korea University, July 30, 2003.

4.     "Fluid Limits and Stability of Queueing Networks", The 11th Applied Mathematics Forum, Aug. 25-26, 2003.

5.     "Tail Asymptotics for the fundamental period distribution in the MAP/G/1 queue", The 12th Applied Mathematics Forum, Feb. 16-17, 2004.

6.     "Stability of a Load-balanced Network", 12th INFORMS/APS CONFERENCE, Beijing, China, June 23-25 2004.

7.     "Stability of a Queueing Network with Two Stations of Multi-servers", The 13th Applied Mathematics Forum, Aug. 16-17, 2004.

8.     "Non-ergodicity Criteria for Denumerable Continuous Time Markov Processes", Industrial Mathematics Initiative 2004, KAIST, Aug. 26-28, 2004.

9.     "DMAP/Geo/1 queue with constant impatient time", TMRC Workshop 2004 on Performance of Telecommunication Systems, Korea University, Sept. 24-25, 2004.

10. "Stability of Jackson Type Networks with Dynamic Routing", 2004 SRCCS Probability Workshop, Seoul National University, Nov. 26, 2004.

11. "Queueing networks, resource allocation and scheduling", The 11th Natural Sciences Colloquium, The Korean Academy of Science and Technology, Korea University, Nov. 30, 2004.

12. "Fluid models for queueing networks and complete matching problems", The 2004 KSIAM Annual Meeting and Conference, Dec. 4, 2004.

13. "Tail Asymptotics for the Fundamental Period in the MAP/G/1 Queue", co-author Jisu Lee and In-Suk Wee, TMRC Korea-Netherlands Joint Conference on Queueing Theorey and Its Applications to Telecommunication Systems, June 22-25, 2005.

14. "Decision of Weights in the Discriminatory Processor Sharing System", 2005 KSIAM Annual Meeting, Nov. 25, 2005.

15. "Tail asymptotics in M/G/1 retrial queues", The 2nd Asia-Pacific Symposium on Queueing Theory and Network Applications, Korea University, Aug. 2007.

16. "M/PH/1 queue with deterministic impatience time", KSIAM 2007 Annual Meeting, Hoengseong, November 23, 2007.

17. "Moment condition for the queue size distribution in the MAP/G/1 retrial queue", KSIAM 2008 spring, POSTECH, May 31, 2008.

18. "Tails of stationary distributions in retrial queues", 2008 NIMS, June 12, 2008.

19. "Tail asymptotics for queue sizes in retrial queues", Seventh International Workshop on Retrial Queues, University of Athens, Greece, July 18, 2008.

20. "Fluid limit approach for the analysis of partial stability of queueing networks", The 3rd Asia-Pacific Symposium on Queueing Theory and Network Applications, The Activity Center of Academia Sinica, Taiwan, August 1, 2008.

21. "Pricing of geometric Asian options with discrete sampling under Heston's stochastic volatility model", The Korean Financial Engineering Society Conference, Korea University, Decemver 4, 2009.

22. "Tail behavior of the queue size distribution in the M/M/m retrial queue", KMS Probability Workshop, Kangwon National University, June 12, 2009.

23. "Pricing of geometric Asian options under Heston¡¯s stochastic volatility model", Joint Meeting of the Korean Association of Mathematical Societies, Chungnam National University, April 25, 2010.

24. "Stability of a retrial queueing network with different classes of customers and restricted resource pooling", the 5th International Conference on Queueing Theory and Network Applications, Beijing Jiaotong University, China, July 26, 2010.

25. "Analysis of the first passage time distribution in a jump diffusion model with regime-switching, and its applications", The Korean Financial Engineering Society Conference, December 23, 2010.

26. "Pricing a perpetual American CatEPut option when the stock price is correlated with the catastrophe loss", 2011 spring Meeting of the Korean Mathematical Society, Korea University, April 30, 2011.

27. "Scheduling problems in multi-class queueing systems", KMS Probability Workshop, Chungbuk National University, November 11, 2011.

28. "First passage time distribution in a jump-diffusion model with regime-switching", The 6th International Conference on Queueing Theory and Network Applications, Korea University, Aug. 24, 2011.

29. "Analysis of catastrophe dependent equity models", The 7th International Conference on Queueing Theory and Network Applications, Kyoto, Aug. 2, 2012.

 

VI. SERVICE

A. Associate Editor for Technical Journals

 B. Referee for Technical Journals