The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach

DOI10.1007/S10479-015-2105-0MaRDI QIDQ2014662zbMATH OpenOpenAlexFDO

Authors Mehmet Akif Yazici, Nail Akar

Publication date 25 August 2017

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11693/36360

zbMATH Keywords

numerical methodruin probabilitiesMarkov fluid queues

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Cited in

(2)

• Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication
• Steady-state and first passage time distributions for waiting times in the MAP/M/s+G queueing model with generally distributed patience times

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