Risk processes analyzed as fluid queues (Q5467653): Difference between revisions

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+https://doi.org/10.1080/03461230410000565
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+W2096512426
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+Finite time ruin probabilities with one Laplace inversion.
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+Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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+Introduction to Matrix Analytic Methods in Stochastic Modeling
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+Transient Markov arrival processes
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+Marked point processes as limits of Markovian arrival streams
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+An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure
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+An EM algorithm for estimation in Markov-modulated Poisson processes
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+Stationary distributions for fluid flow models with or without brownian noise
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Q4793334
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+Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
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+On the Distribution of the Deficit at Ruin when Claims are Phase-type
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+A logarithmic reduction algorithm for quasi-birth-death processes
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+Solving matrix polynomial equations arising in queueing problems
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+Convergence Analysis of the Latouche--Ramaswami Algorithm for Null Recurrent Quasi-Birth-Death Processes
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+New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains
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+Solving m/g/l type markov chains: recent advances and applications
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+Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
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+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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+Publication:5467653