On the interaction between risk and queueing theories

DOI10.1007/BF02808873MaRDI QIDQ4745186zbMATH OpenOpenAlexFDO

Authors

Publication date 1982

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02808873

zbMATH Keywords

risk theoryruin probabilitysingle-server queueswaiting time distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

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• Markov chains with applications in queueing theory, which have a matrix-geometric invariant probability vector
• On the Ruin Problem of Collective Risk Theory
• On the virtual and actual waiting time distributions of a GI/G/1 queue
• Spectral theory for the differential equations of simple birth and death processes
• Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles

Cited in

(1)

• An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes

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