ON THE UPPER FIRST-EXIT TIMES OF COMPOUND G/M PROCESSES
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Publication:5315629
DOI10.1017/S0269964805050230zbMath1077.60062OpenAlexW2153309889MaRDI QIDQ5315629
Wolfgang Stadje, Shelemyahu Zacks
Publication date: 9 September 2005
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964805050230
Cites Work
- The moments of ruin time in the classical risk model with discrete claim size distribution
- On the first crossing of the surplus process with a given upper barrier
- Kendall's identity for the first crossing time revisited
- Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution
- Contributions to the theory of first-exit times of some compound processes in queueing theory
- HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE
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