References

• 1999Introduction to Matrix Analytic Methods in Stochastic Modeling1,988 cited
• 1998On the Time Value of Ruin786 cited
• 1993A logarithmic reduction algorithm for quasi-birth-death processes391 cited
• 2000Introduction to Matrix Analytic Methods in Stochastic Modeling285 cited
• 2004On ruin for the Erlang(n) risk process252 cited
• 2005The Time Value of Ruin in a Sparre Andersen Model241 cited
• 2000The moments of the time of ruin, the surplus before ruin, and the deficit at ruin157 cited
• 1999Analysis of a defective renewal equation arising in ruin theory155 cited
• 2005On the discounted penalty function in a Markov-dependent risk model107 cited
• 2005On a general class of renewal risk process: analysis of the Gerber-Shiu function106 cited
• 2003Fluid Flow Models and Queues—A Connection by Stochastic Coupling90 cited
• 2005Efficient algorithms for transient analysis of stochastic fluid flow models89 cited
• 2004Risk processes analyzed as fluid queues86 cited
• 2004Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue79 cited
• 2007Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier