Pages that link to "Item:Q5488542"
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The following pages link to A Note on Negative Customers, GI/G/1 Workload, and Risk Processes (Q5488542):
Displayed 25 items.
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- The expected discounted penalty function under a renewal risk model with stochastic income (Q434650) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- BMAP/G/1 queue with correlated arrivals of customers and disasters. (Q703245) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- \(G\)-networks: A versatile approach for work removal in queueing networks (Q1584775) (← links)
- The compound binomial risk model with delayed claims and random income (Q1931057) (← links)
- Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
- Virtual waiting time in single-server queueing model \(M|G|1\) with unreliable server and catastrophes (Q1980541) (← links)
- An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Transient analysis of reflected Lévy processes (Q2435754) (← links)
- The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
- A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
- Transient Analysis for State-Dependent Queues with Catastrophes (Q3548436) (← links)
- First-exit times for compound poisson processes for some types of positive and negative jumps (Q4532400) (← links)
- A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes (Q4805784) (← links)
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
- Fraud risk assessment within blockchain transactions (Q5203943) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)