A ruin model with dependence between claim sizes and claim intervals (Q704406): Difference between revisions

@@ Property / cites work @@
+Single-server queue with Markov-dependent inter-arrival and service times
+Normal rank
@@ Property / cites work @@
+Simulation of ruin probabilities for risk processes of Markovian type
+Normal rank
@@ Property / cites work @@
+Matrix‐analytic Models and their Analysis
@@ Property / cites work: Matrix‐analytic Models and their Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379506
@@ Property / cites work: Q4379506 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
+Normal rank
@@ Property / cites work @@
+A queueing model with dependence between service and interarrival times
+Normal rank
@@ Property / cites work @@
+On the role of Rouché's theorem in queueing analysis
+Normal rank
@@ Property / cites work @@
+Ruin probability with claims modeled by a stationary ergodic stable process.
+Normal rank
@@ Property / cites work @@
+The supremum of a negative drift random walk with dependent heavy-tailed steps.
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for risk processes with dependent increments.
+Normal rank
@@ Property / cites work @@
+Rough descriptions of ruin for a general class of surplus processes
+Normal rank
@@ Property / cites work @@
+Large deviations for the time of ruin
@@ Property / cites work: Large deviations for the time of ruin / rank @@
+Normal rank