Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 60G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K25
@@ Property / Mathematics Subject Classification ID: 60K25 / rank @@
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@@ Property / zbMATH DE Number @@
+6232268
@@ Property / zbMATH DE Number: 6232268 / rank @@
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@@ Property / zbMATH Keywords @@
+queueing process
@@ Property / zbMATH Keywords: queueing process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk process
@@ Property / zbMATH Keywords: risk process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+workload
@@ Property / zbMATH Keywords: workload / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+area
@@ Property / zbMATH Keywords: area / rank @@
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@@ Property / zbMATH Keywords @@
+busy period
@@ Property / zbMATH Keywords: busy period / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2118574840
@@ Property / OpenAlex ID: W2118574840 / rank @@
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@@ Property / arXiv ID @@
+.1095
@@ Property / arXiv ID: 1102.1095 / rank @@
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@@ Property / cites work @@
+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
+Normal rank
@@ Property / cites work @@
+Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
+Normal rank
@@ Property / cites work @@
+On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
+Normal rank
@@ Property / cites work @@
+Q3154968
@@ Property / cites work: Q3154968 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
+Normal rank
@@ Property / cites work @@
+On the integral of the workload process of the single server queue
+Normal rank
@@ Property / cites work @@
+Q4395532
@@ Property / cites work: Q4395532 / rank @@
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+On the area swept under the occupation process of an \(M/M/1\) queue in a busy period
+Normal rank
@@ Property / cites work @@
+Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
+Normal rank
@@ Property / cites work @@
+Large Deviations of Square Root Insensitive Random Sums
+Normal rank
@@ Property / cites work @@
+On a random area variable arising in discrete-time queues and compact directed percolation
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+On the quasi-stationary distribution of the virtual waiting time in queues with Poisson arrivals
+Normal rank
@@ Property / cites work @@
+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
+Normal rank
@@ Property / cites work @@
+Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of Lévy-driven tandem queues
@@ Property / cites work: Asymptotic analysis of Lévy-driven tandem queues / rank @@
+Normal rank
@@ Property / cites work @@
+Tandem Brownian queues
@@ Property / cites work: Tandem Brownian queues / rank @@
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for exponential functionals of Lévy processes
+Normal rank
@@ Property / cites work @@
+Large deviation asymptotics and control variates for simulating large functions
+Normal rank
@@ Property / cites work @@
+Control Techniques for Complex Networks
@@ Property / cites work: Control Techniques for Complex Networks / rank @@
+Normal rank
@@ Property / cites work @@
+Q5434181
@@ Property / cites work: Q5434181 / rank @@
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@@ Property / cites work @@
+Tail Asymptotics for the Busy Period in the GI/G/1 Queue
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@@ links / mardi / name / links / mardi / name @@
+Publication:383194