SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The idle period of the finite G/M/1 queue with an interpretation in risk theory
16 references·0 citing·28 second hop
The idle period of the finite G/M/1 queue with an interpretation in risk theory (2010)The idle period of the finite G/M/1 queue…The compound Poisson risk model with a threshold dividend strategy (2005)The compound Poisson risk mod…On a class of renewal risk models with a constant dividend barrier (2004)On a class of renewal risk mo…The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function (2003)The classical risk model with…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Ruin Probabilities (2000)Ruin ProbabilitiesStochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…On the Probability and Severity of Ruin (1987)On the Probability and Severi…Applied Probability and Queues (1987)Applied Probability and QueuesThe Single Server Queue (1983)The Single Server QueueStochastic Storage Processes (1980)Stochastic Storage ProcessesQueueing systems, Vol. I: Theory (1977)Queueing systems, Vol. I: The…On up- and downcrossings (1977)On up- and downcrossingsLevel Crossings in Point Processes Applied to Queues: Single-Server Case (1977)Level Crossings in Point Proc…Theory, Volume 1, Queueing Systems (1975)Theory, Volume 1, Queueing Sy…Introduction to the Theory of Queues. (1963)Introduction to the Theory of…An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)An introduction to mathematical risk theory (1979)On the Time Value of Ruin (1998)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)Strategies for Dividend Distribution: A Review (2009)Approximating a Point Process by a Renewal Process, I: Two Basic Methods (1982)Simulation Run Length Control in the Presence of an Initial Transient (1983)Competitive routing in multiuser communication networks (1993)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Models for analysis of packet voice communications systems (1986)A survey on retrial queues (1987)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)A General Class of Bulk Queues with Poisson Input (1967)Coping with Time‐Varying Demand When Setting Staffing Requirements for a Service System (2007)Manufacturing flow line systems: a review of models and analytical results (1992)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)Some remarks on first passage of Lévy processes, the American put and pasting principles (2005)On Optimal Dividend Strategies In The Compound Poisson Model (2006)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 1975Theory, Volume 1, Queueing Systems1,411 cited
  • 1963Introduction to the Theory of Queues.961 cited
  • 1983The Single Server Queue844 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 2000Ruin Probabilities447 cited
  • 1977Queueing systems, Vol. I: Theory405 cited
  • 2003The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function219 cited
  • 1980Stochastic Storage Processes198 cited
  • 1987On the Probability and Severity of Ruin175 cited
  • 2005The compound Poisson risk model with a threshold dividend strategy167 cited
  • 1977Level Crossings in Point Processes Applied to Queues: Single-Server Case137 cited
  • 1977On up- and downcrossings114 cited
  • 2004On a class of renewal risk models with a constant dividend barrier110 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

No citing works inside the corpus for this window.