A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

DOI10.1017/S0269964800004848zbMATH Open1097.60509OpenAlexW2133726113MaRDI QIDQ5488542FDOQ5488542

Authors: Richard J. Boucherie, Karl Sigman, Onno Boxma 

Publication date: 22 September 2006

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800004848

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• Title not available (Why is that?)
• On the Ruin Problem of Collective Risk Theory
• Product-form queueing networks with negative and positive customers
• A Pollaczek–Khintchine formula for M/G/1 queues with disasters
• G-networks by triggered customer movement
• Representing workloads in GI/G/1 queues through the preemptive-resume LIFO queue discipline

Cited In (25)

• On a risk model with stochastic premiums income and dependence between income and loss
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
• Transient analysis of reflected Lévy processes
• First-exit times for compound poisson processes for some types of positive and negative jumps
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
• Applications of factorization embeddings for Lévy processes
• The Erlang(n) risk model with two-sided jumps and a constant dividend barrier
• The expected discounted penalty function under a renewal risk model with stochastic income
• \(G\)-networks: A versatile approach for work removal in queueing networks
• On a class of stochastic models with two-sided jumps
• Ruin-related problems in the dual risk model under two different randomized observations
• An insurance risk process with a generalized income process: a solvency analysis
• A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes
• The expected discounted penalty function under a risk model with stochastic income
• The compound binomial risk model with delayed claims and random income
• The Gerber-Shiu function and the generalized Cramér-Lundberg model
• Fraud risk assessment within blockchain transactions
• Transient Analysis for State-Dependent Queues with Catastrophes
• Numerical method for a Markov-modulated risk model with two-sided jumps
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
• A Direct Approach to the Discounted Penalty Function
• Virtual waiting time in single-server queueing model \(M|G|1\) with unreliable server and catastrophes
• A dividend optimization problem with constraint of survival probability in a Markovian environment model
• BMAP/G/1 queue with correlated arrivals of customers and disasters.

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