The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)

DOI10.1080/03461238.1974.10408671zbMath0288.60088OpenAlexW2064546344MaRDI QIDQ4776722

Hilary L. Seal

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1080/03461238.1974.10408671

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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Cites Work

• Investigation of waiting time problems by reduction to Markov processes
• Application of Storage Theory to Queues with Poisson Arrivals
• On the Ruin Problem of Collective Risk Theory
• Some Aspects of the Random Sequence
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