scientific article; zbMATH DE number 1436981

MaRDI QIDQ4949142zbMATH OpenFDO

Authors Makoto Doi

Publication date 27 April 2000

zbMATH Keywords

integro-differential equationsregenerative processesstorage processexpected ruin timestorage level

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Inventory, storage, reservoirs (90B05)

Recommendations

• scientific article; zbMATH DE number 5175937
• Ruin probabilities expressed in terms of storage processes
• Publication:4865591
• Upper bounds on the expected time to ruin and on the expected recovery time

Cited in

(5)

• scientific article; zbMATH DE number 3870988 (Why is no real title available?)
• Affine storage and insurance risk models
• scientific article; zbMATH DE number 1911485 (Why is no real title available?)
• scientific article; zbMATH DE number 845551 (Why is no real title available?)
• scientific article; zbMATH DE number 5175937 (Why is no real title available?)

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 Q4949142)