A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime

Bernardo D'Auria

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: We prove a monotonicity condition satisfied by the Erlang C formula when computed in the Halfin-Whitt regime. This property was recently conjectured in Janssen et al. [2011]

Keywords: Halfin-Whitt; regime; Erlang; C; formula (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:12776

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