Stationary semi-Markov models in risk and queueing theories

DOI10.1080/03461238.1982.10405268MaRDI QIDQ3658873zbMATH OpenOpenAlexFDO

Authors Jacques Janssen

Publication date 1982

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1982.10405268

zbMATH Keywords

risk modelssemi-Markov theory

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• A rule of thumb and its verification
• Markov Renewal Processes with Finitely Many States
• Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles
• The single server queue with Poisson input and semi-Markov service times
• Time dependence of queues with semi-Markovian services

Cited in

(3)

• The equivalence of the infinite time ruin problems for positive and negative risk models
• Ruin probabilities and the compound Poisson-Markov chain
• Criterion of semi-Markov dependent risk model

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