Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión (Q5852473): Difference between revisions

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Latest revision as of 08:52, 30 July 2024

scientific article; zbMATH DE number 5663439
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Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión
scientific article; zbMATH DE number 5663439

    Statements

    Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión (English)
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    27 January 2010
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    matrix analytic methods
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    fluid queue
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    first passage probabilities
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    Markovian arrival process
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    phase-type distribution
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    surplus process
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