A MARKOV RENEWAL APPROACH TO THE ASYMPTOTIC DECAY OF THE TAIL PROBABILITIES IN RISK AND QUEUING PROCESSES
From MaRDI portal
Publication:4548059
DOI10.1017/S0269964802162012zbMath1005.60094OpenAlexW2090734101MaRDI QIDQ4548059
Publication date: 21 August 2002
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964802162012
Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)
Related Items
Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. ⋮ On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model ⋮ Upper and lower bounds for the solutions of Markov renewal equations ⋮ A unified analysis of claim costs up to ruin in a Markovian arrival risk model ⋮ On a class of stochastic models with two-sided jumps ⋮ Queues with boundary assistance: The effects of truncation ⋮ The stationary tail asymptotics in the GI/G/1-type queue with countably many background states ⋮ A risk model with varying premiums: its risk management implications ⋮ Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators
