Pages that link to "Item:Q1196939"
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The following pages link to Phase-type representations in random walk and queueing problems (Q1196939):
Displayed 26 items.
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
- A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Ruin probabilities for Erlang (2) risk processes (Q1265933) (← links)
- Rare events in queueing systems -- A survey (Q1324094) (← links)
- Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
- Ruin probabilities based at claim instants for some non-Poisson claim processes (Q1584520) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- The variance constant for the actual waiting time of the PH/PH/1 queue (Q2564689) (← links)
- Age process, workload process, sojourn times, and waiting times in a discrete time SM[K]/PH[K]/1/FCFS queue (Q2572898) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734) (← links)
- On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
- Matrix-Form Recursions for a Family of Compound Distributions (Q3569720) (← links)
- Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136) (← links)
- Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663) (← links)
- Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
- On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
- Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568) (← links)
- Loss Rate Asymptotics in a<i>GI</i>/<i>G</i>/1 Queue with Finite Buffer (Q5711159) (← links)