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A laplace transform representation in a class of renewal queueing and risk processes
11 references·10 citing·38 second hop
A laplace transform representation in a class of renewal queueing and risk processes (1999)A laplace transform representation in a c…Advances in Queueing Theory, Methods, and Open Problems (2023)Advances in Queueing Theory, …Analysis of a defective renewal equation arising in ruin theory (1999)Analysis of a defective renew…Ruin probabilities for Erlang(2) risk processes (1998)Ruin probabilities for Erlang…Modelling Extremal Events (1997)Modelling Extremal EventsPhase-Type Representations in Random Walk and Queueing Problems (1992)Phase-Type Representations in…Structured Stochastic Matrices of M/G/1 Type and Their Applications. (1991)Structured Stochastic Matrice…Subexponential distributions and characterizations of related classes (1989)Subexponential distributions …Stochastic Modelling and Analysis: A Computational Approach. (1987)Stochastic Modelling and Anal…Applied Probability and Queues (1987)Applied Probability and QueuesA property of the generalized inverse Gaussian distribution with some applications (1983)A property of the generalized…Bounds on the delay distribution inGI/G/1 queues (1974)Bounds on the delay distribut…An algebraic operator approach to the analysis of Gerber–Shiu functions (2009)An algebraic operator approac…A review of discrete-time risk models (2009)A review of discrete-time ris…The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (2008)The Time of Recovery and the …The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (2005)The Gerber–Shiu function in a…Ruin Probabilities for Two Classes of Risk Processes (2005)Ruin Probabilities for Two Cl…On a class of discrete time renewal risk models (2005)On a class of discrete time r…Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (2005)Distributions of the surplus …Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (2004)Ruin Probabilities and Defici…Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (2003)Moments of the Surplus before…Compound geometric residual lifetime distributions and the deficit at ruin (2002)Compound geometric residual l…On a correlated aggregate claims model with Poisson and Erlang risk processes (2002)Collective Risk Theory (2004)On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times (2005)Matrix-Analytic Methods in Stochastic Models (2014)Introduction to the Theory of Queues. (1963)Matrix-Geometric Solutions to Stochastic Models (1984)Rare Events Simulation for Heavy-Tailed Distributions (2000)Erlangian Approximations for Finite-Horizon Ruin Probabilities (2002)An introduction to mathematical risk theory (1979)On the Time Value of Ruin (1998)A generalized defective renewal equation for the surplus process perturbed by diffusion (2002)On a general class of renewal risk process: analysis of the Gerber-Shiu function (2005)The Density of the Time to Ruin in the Classical Poisson Risk Model (2005)Subexponentiality and infinite divisibility (1979)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Subexponential distributions and integrated tails (1988)Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (2004)Ruin probabilities and overshoots for general Lévy insurance risk processes (2004)Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes (2004)The Class of Subexponential Distributions (1975)Mixed Compound Poisson Distributions (1986)Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (1988)Infinite divisibility and generalized subexponentiality (2005)The Timing of Competitive Market Entry: An Exploratory Study of New Industrial Products (1990)Queueing theory in manufacturing: A survey (1999)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory (2006)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)Empirical properties of asset returns: stylized facts and statistical issues (2001)Extreme Correlation of International Equity Markets (2001)Conditional value-at-risk for general loss distributions (2002)Risk theory in a Markovian environment (1989)A single-server queue with server vacations and a class of non-renewal arrival processes (1990)The Markov-modulated Poisson process (MMPP) cookbook (1993)
this work references cited by second hop

References

  • 1997Modelling Extremal Events4,397 cited
  • 1987Applied Probability and Queues2,704 cited
  • 1991Structured Stochastic Matrices of M/G/1 Type and Their Applications.996 cited
  • 1987Stochastic Modelling and Analysis: A Computational Approach.714 cited
  • 2023Advances in Queueing Theory, Methods, and Open Problems165 cited
  • 1989Subexponential distributions and characterizations of related classes157 cited
  • 1999Analysis of a defective renewal equation arising in ruin theory155 cited
  • 1998Ruin probabilities for Erlang(2) risk processes88 cited
  • 1983A property of the generalized inverse Gaussian distribution with some applications88 cited
  • 1992Phase-Type Representations in Random Walk and Queueing Problems84 cited
  • 1974Bounds on the delay distribution inGI/G/1 queues80 cited

Cited by

  • 2003Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process67 cited
  • 2005The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion51 cited
  • 2005On a class of discrete time renewal risk models51 cited
  • 2002Compound geometric residual lifetime distributions and the deficit at ruin

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50 cited
  • 2009A review of discrete-time risk models49 cited
  • 2009An algebraic operator approach to the analysis of Gerber–Shiu functions40 cited
  • 2005Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models35 cited
  • 2004Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times31 cited
  • 2005Ruin Probabilities for Two Classes of Risk Processes27 cited
  • 2008The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model26 cited