Performance analysis with truncated heavy-tailed distributions

DOI10.1007/s11009-005-5002-1zbMath1102.68408MaRDI QIDQ2433244

Mats Pihlsgård, Soren Asmussen

Publication date: 27 October 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-005-5002-1

zbMATH Keywords

regular variation; ruin probability; Lévy process; insurance risk

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

68M20: Performance evaluation, queueing, and scheduling in the context of computer systems

Related Items

Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?, Functional sensitivity analysis of ruin probability in the classical risk models, Sample path large deviations for Lévy processes and random walks with Weibull increments, Performance analysis with truncated heavy-tailed distributions, Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis, Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment

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