A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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Publication:5488542
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Cites work
- scientific article; zbMATH DE number 3755546 (Why is no real title available?)
- scientific article; zbMATH DE number 47258 (Why is no real title available?)
- A Pollaczek–Khintchine formula for M/G/1 queues with disasters
- G-networks by triggered customer movement
- On the Ruin Problem of Collective Risk Theory
- Product-form queueing networks with negative and positive customers
- Representing workloads in GI/G/1 queues through the preemptive-resume LIFO queue discipline
- The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
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
- The expected discounted penalty function under a risk model with stochastic income
- A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes
- 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
- Virtual waiting time in single-server queueing model \(M|G|1\) with unreliable server and catastrophes
- A Direct Approach to the Discounted Penalty Function
- BMAP/G/1 queue with correlated arrivals of customers and disasters.
- A dividend optimization problem with constraint of survival probability in a Markovian environment model
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