Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

16 references·11 citing·29 second hop

FromToDepth

this work references cited by second hop

References

1999Introduction to Matrix Analytic Methods in Stochastic Modeling1,988 cited
1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
1979An introduction to mathematical risk theory914 cited
1998On the Time Value of Ruin786 cited
1970Mathematical Methods in Risk Theory718 cited
1987Stochastic Modelling and Analysis: A Computational Approach.714 cited
1971Mathematical Methods in Risk Theory.494 cited
1994Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains248 cited
2005The Time Value of Ruin in a Sparre Andersen Model241 cited
1987Stochastic modelling and analysis: A computational approach,231 cited
2003The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function219 cited
1995Stationary distributions for fluid flow models with or without brownian noise206 cited
2023Advances in Queueing Theory, Methods, and Open Problems165 cited
1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]144 cited
1997Optimal choice of dividend barriers for a risk process with stochastic return on investments

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

138 cited

1999Matrix analytic methods for stochastic fluid flows136 cited

Cited by

2006Passage Times in Fluid Models with Application to Risk Processes66 cited
2008The erlangization method for Markovian fluid flows51 cited
2006On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals43 cited
2007On the analysis of a multi-threshold Markovian risk model39 cited
2013A Stochastic Two-Dimensional Fluid Model32 cited
2008HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL30 cited
2016Shortage decision policies for a fluid production model with MAP arrivals19 cited
2014A make-to-stock production/inventory model with MAP arrivals and phase-type demands19 cited
2018A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies18 cited
2015Performance analysis of a reflected fluid production/inventory model16 cited
2018Critical level policy for a production-inventory model with lost sales16 cited