Risk processes analyzed as fluid queues (Q5467653)

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scientific article; zbMATH DE number 5026179
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English
Risk processes analyzed as fluid queues
scientific article; zbMATH DE number 5026179

    Statements

    title
    Risk processes analyzed as fluid queues (English)
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    author
    Andrei L. Badescu
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    Lothar Breuer
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    Ana Da Silva Soares
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    Guy Latouche
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    Marie-Ange Remiche
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    David A. Stanford
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    publication date
    24 May 2006
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    zbMATH DE Number
    5026179
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    zbMATH Keywords
    time until ruin
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    correlated claims
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    ruin probability
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    fluid queues
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    risk processes
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    matrix-analytic method
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