Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941)
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scientific article; zbMATH DE number 6839189
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| default for all languages | No label defined |
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| English | Parisian ruin in the dual model with applications to the \(G/M/1\) queue |
scientific article; zbMATH DE number 6839189 |
Statements
Parisian ruin in the dual model with applications to the \(G/M/1\) queue (English)
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15 February 2018
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risk model
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ruin probability
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dual risk model
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Lévy process
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busy period
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idle period
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cycle maximum
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0.8516582250595093
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0.8376015424728394
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0.8294169306755066
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0.7927381992340088
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0.7852939367294312
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