scientific article; zbMATH DE number 879777
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Publication:4878835
zbMATH Open0866.60077MaRDI QIDQ4878835FDOQ4878835
Authors: Søren Asmussen 
Publication date: 21 May 1996
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first passage timeruin problemSiegmund dualityMarkov-modulated modelsstationary distribution of a queueing system
Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
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