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Lundberg inequalities for renewal equations
7 references·1 citing·29 second hop
Lundberg inequalities for renewal equations (2001)Lundberg inequalities for renewal equatio…Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Lundberg Approximations for C…Bounds and Asymptotics for Planning Critical Safety Stocks (1997)Bounds and Asymptotics for Pl…On the Probability and Severity of Ruin (1987)On the Probability and Severi…Comparison Methods for Queues and Other Stochastic Models. (1986)Comparison Methods for Queues…Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues…An introduction to mathematical risk theory (1979)An introduction to mathematic…Bounds on the delay distribution inGI/G/1 queues (1974)Bounds on the delay distribut…The expected discounted penalty function under a risk model with stochastic income (2009)The expected discounted penal…On the Time Value of Ruin (1998)On the time to ruin for Erlang(2) risk processes (2001)On ruin for the Erlang(n) risk process (2004)A Direct Approach to the Discounted Penalty Function (2010)The theory of queues with a single server (1952)Some Inequalities in Queuing (1968)Inequalities in the Theory of Queues (1970)The continuity of queues (1974)Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue (1982)Facility Location with Stochastic Demand and Constraints on Waiting Time (2008)Actuarial Mathematics (1986)Analysis of a defective renewal equation arising in ruin theory (1999)The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000)The compound Poisson risk model with a threshold dividend strategy (2005)A Guide to Simulation (1983)Applied Probability and Queues (1987)On Measuring Supplier Performance Under Vendor-Managed-Inventory Programs in Capacitated Supply Chains (2004)Optimal Policies for a Multi-Echelon Inventory Problem (2004)Contracting Under Vendor Managed Inventory Systems Using Holding Cost Subsidies (2008)Operations research models and methods for safety stock determination: A review (2020)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (1995)The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function (2003)Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Marked point processes as limits of Markovian arrival streams (1993)
this work references cited by second hop

References

  • 1986Comparison Methods for Queues and Other Stochastic Models.938 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 2001Lundberg Approximations for Compound Distributions with Insurance Applications271 cited
  • 1987On the Probability and Severity of Ruin175 cited
  • 1997Bounds and Asymptotics for Planning Critical Safety Stocks92 cited
  • 1974Bounds on the delay distribution inGI/G/1 queues80 cited

Cited by

  • 2009The expected discounted penalty function under a risk model with stochastic income43 cited

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