Threshold strategies for risk processes and their relation to queueing theory

DOI10.1239/jap/1318940453zbMath1223.91025OpenAlexW2169019356MaRDI QIDQ3094471

Andreas Löpker, Onno J. Boxma, David Perry

Publication date: 25 October 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1318940453

zbMATH Keywords

queuerisk processruin theoryM/G/1threshold strategydividendG/M/1

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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