HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE

DOI10.1081/STM-120016444zbMath1013.60070OpenAlexW2037563280MaRDI QIDQ4796599

David Perry, Wolfgang Stadje, Shelemyahu Zacks

Publication date: 24 March 2003

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120016444

zbMATH Keywords

ruin probabilityhitting probabilitycompound Poisson type risk process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (8)

First Exit Times of Compound Poisson Processes with Parallel Boundaries ⋮ Generalized integrated telegraph processes and the distribution of related stopping times ⋮ ON THE UPPER FIRST-EXIT TIMES OF COMPOUND G/M PROCESSES ⋮ Duality in ruin problems for ordered risk models ⋮ The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory ⋮ Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries ⋮ TheM/G/1 Queue with Quasi-Restricted Accessibility ⋮ The tax identity in risk theory - a simple proof and an extension

This page was built for publication: HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE