scientific article; zbMATH DE number 879777
From MaRDI portal
Publication:4878835
Recommendations
- On the stationary distribution of the state probabilities of the queueing system with passive servers
- First-passage-time and busy-period distributions of discrete-time Markovian queues: \(\text{Geom}(n)/\text{Geom}(n)/1/N\)
- scientific article; zbMATH DE number 1420965
- scientific article; zbMATH DE number 4060487
Cited in
(17)- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
- On the dynamics of semimartingales with two reflecting barriers
- Stationary distributions and mean first passage times of perturbed Markov chains
- An improved approximation for assessing the statistical significance of molecular sequence features
- Risk and duality in multidimensions
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- First passage time for some stationary processes
- Perturbed MAP Risk Models with Dividend Barrier Strategies
- Russian and American put options under exponential phase-type Lévy models.
- Statistical inference for partially observed Markov-modulated diffusion risk model
- A quintuple law for Markov additive processes with phase-type jumps
- Lévy processes with two-sided reflection
- Erlangian approximation to finite time ruin probabilities in perturbed risk models
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- Bayesian Estimation for the Markov-Modulated Diffusion Risk Model
- Stationary waiting time derivatives
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4878835)