scientific article; zbMATH DE number 3301915
From MaRDI portal
Publication:5583504
zbMath0189.17602MaRDI QIDQ5583504
Publication date: 1967
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (80)
On a generalization of polynomials in the ballot problem ⋮ On the Hungarian inventory control model ⋮ Parisian ruin for the dual risk process in discrete-time ⋮ Gould series distributions with applications to fluctuations of sums of random variables ⋮ Non-coincidence probabilities and the time-dependent behavior of tandem queues with deterministic input. ⋮ The expected wet period of finite dam with exponential inputs. ⋮ Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences ⋮ Estimates for the probability of ruin starting with a large initial reserve ⋮ On the tail behaviour of quantile processes ⋮ ANALYTICALLY CLOSED-FORM SOLUTIONS FOR THE DISTRIBUTION OF A NUMBER OF CUSTOMERS SERVED DURING A BUSY PERIOD FOR SPECIAL CASES OF THE GEO/G/1 QUEUE ⋮ Deep factorisation of the stable process. II: Potentials and applications ⋮ The busy periods of some queueing systems ⋮ A new approach to the Lindley recursion ⋮ Ballot theorems revisited ⋮ Analysis of a stochastic multiplexer with generalized periodic sources ⋮ SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL ⋮ Calculation of the probability of eventual ruin by Beekman's convolution series ⋮ Transient behavior of the M/M/1 queue: Starting at the origin ⋮ Some hypothesis tests based on random projection ⋮ Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion ⋮ Further use of Shiu's approach to the evaluation of ultimate ruin probabilities ⋮ The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin ⋮ Stable Lévy motion approximation in collective risk theory ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ Potential method in the limit problems for the processes with independent increments ⋮ On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps ⋮ RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS ⋮ Duality in ruin problems for ordered risk models ⋮ A direct approach to sojourn times in a busy period of an \(M/M/1\) queue ⋮ Occupation densities in solving exit problems for Markov additive processes and their reflections ⋮ Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift ⋮ Path properties of processes with independent and interchangeable increments ⋮ Log-concavity of compound distributions with applications in stochastic optimization ⋮ Equitable solvent controls in a multi-period game model of risk ⋮ Reliability analysis of a renewable multiple cold standby system. ⋮ A new look at the homogeneous risk model ⋮ On the dual risk model with tax payments ⋮ Adaptive control strategies and dependence of finite time ruin on the premium loading ⋮ The minimum of an additive process with applications to signal estimation and storage theory ⋮ Random trees in queueing systems with deadlines ⋮ A renewal integral equation related to a multiple cold standby system. ⋮ Lattice path approach for busy period density of \(M/G/1\) queues using \(C_{3}\) Coxian distribution ⋮ Short proofs in extrema of spectrally one sided Lévy processes ⋮ A base-stock inventory model with service differentiation and response time guarantees ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ Lattice path approach to transient solution of \(M/M/1\) with (\(0,k\)) control policy ⋮ Combinatorial approach to Markovian queueing models ⋮ Busy period analysis of queue: lattice path approach ⋮ Applications of the continuous-time ballot theorem to Brownian motion and related processes. ⋮ Point availability of a robot-safety device ⋮ Dividend problems in the dual risk model ⋮ Expected earnings of invested overflow strategies for \(M/M/1\) queue with constrained workload ⋮ On Kolmogorov-Smirnov-type tests for symmetry ⋮ Some martingales related to cumulative sum tests and single-server queues ⋮ Continuous branching processes and spectral positivity ⋮ Lattice path approach for busy period density of \(GIa/Gb/1\) queues using \(C_{2}\) Coxian distributions ⋮ A generalized ratio identity ⋮ On finite-time ruin probabilities in a generalized dual risk model with dependence ⋮ Optimal dividends in the dual model ⋮ Risk theory insight into a zone-adaptive control strategy ⋮ On the maximal content of a dam and logarithmic concave renewal functions ⋮ Ruin probabilities for risk models with ordered claim arrivals ⋮ Moment inequalities for a class of stochastic systems ⋮ Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk ⋮ On the one-commodity pickup-and-delivery traveling salesman problem with stochastic demands ⋮ Ruin probability by operational calculus ⋮ On a dual model with a dividend threshold ⋮ The cycle lemma and some applications ⋮ On some joint distributions in fluctuation theory ⋮ Simple reaction time with Markovian evolution of Gaussian discriminal processes ⋮ The perturbed dual risk model with constant interest and a threshold dividend strategy ⋮ Analytical best upper bounds on stop-loss premiums ⋮ Inequality extensions of Prabhu's formula in ruin theory ⋮ On the safety stock problem for random delivery processes ⋮ Inversed martingales in risk theory ⋮ Hitting straight lines by compound Poisson process paths ⋮ Asymptotic estimates for the probability of ruin in a Poisson model with diffusion ⋮ Transition densities of spectrally positive Lévy processes ⋮ Obituary: Lajos Takács (1924--2015) ⋮ Lattice path combinatorics and linear probing
This page was built for publication:
