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

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URI: https://hdl.handle.net/10016/12776
UXXI: DT/0000000932
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ws114231.pdf.pdf (365.26 KB)
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2011
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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]
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Halfin-Whitt regime, Erlang C formula
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DES - Working Papers. Statistics and Econometrics. WS