Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

DOI10.1007/S00186-010-0321-6zbMath1210.60097OpenAlexW2044244613MaRDI QIDQ604808

Bert Zwart, Jose H. Blanchet

Publication date: 12 November 2010

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-010-0321-6

zbMATH Keywords

renewal theoryqueueing theoryrisk modelsqueues and service

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Renewal theory (60K05)

Related Items (8)

Improved Asymptotics for Ruin Probabilities ⋮ Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes ⋮ On the accuracy of phase-type approximations of heavy-tailed risk models ⋮ Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis ⋮ Functional sensitivity analysis of ruin probability in the classical risk models

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