Applications of fluid flow matrix analytic methods in ruin theory -- a review (Q5852473)
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scientific article; zbMATH DE number 5663439
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| English | Applications of fluid flow matrix analytic methods in ruin theory -- a review |
scientific article; zbMATH DE number 5663439 |
Statements
Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión (English)
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27 January 2010
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matrix analytic methods
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fluid queue
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first passage probabilities
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Markovian arrival process
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phase-type distribution
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surplus process
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0.8005667924880981
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0.7954122424125671
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0.7809044122695923
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0.7691695690155029
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