scientific article; zbMATH DE number 3301915
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Publication:5583504
zbMATH Open0189.17602MaRDI QIDQ5583504FDOQ5583504
Authors: Lajos Takács 
Publication date: 1967
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Cited In (82)
- The perturbed dual risk model with constant interest and a threshold dividend strategy
- A generalized ratio identity
- Path properties of processes with independent and interchangeable increments
- Some martingales related to cumulative sum tests and single-server queues
- On the maximal content of a dam and logarithmic concave renewal functions
- Moment inequalities for a class of stochastic systems
- Ballot theorems revisited
- Deep factorisation of the stable process. II: Potentials and applications
- Busy period analysis of queue: lattice path approach
- Transient behavior of the M/M/1 queue: Starting at the origin
- Lattice path approach for busy period density of \(GIa/Gb/1\) queues using \(C_{2}\) Coxian distributions
- Combinatorial approach to Markovian queueing models
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
- On finite-time ruin probabilities in a generalized dual risk model with dependence
- Occupation densities in solving exit problems for Markov additive processes and their reflections
- Expected earnings of invested overflow strategies for \(M/M/1\) queue with constrained workload
- Obituary: Lajos Takács (1924--2015)
- Optimal dividends in the dual model
- Duality in ruin problems for ordered risk models
- Applications of the continuous-time ballot theorem to Brownian motion and related processes.
- The busy periods of some queueing systems
- Reliability analysis of a renewable multiple cold standby system.
- On the dual risk model with tax payments
- The minimum of an additive process with applications to signal estimation and storage theory
- On a dual model with a dividend threshold
- Lattice path combinatorics and linear probing
- Stable Lévy motion approximation in collective risk theory
- On the one-commodity pickup-and-delivery traveling salesman problem with stochastic demands
- Lattice path approach for busy period density of \(M/G/1\) queues using \(C_{3}\) Coxian distribution
- Simple reaction time with Markovian evolution of Gaussian discriminal processes
- The expected wet period of finite dam with exponential inputs.
- Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Dividend problems in the dual risk model
- The cycle lemma and some applications
- Adaptive control strategies and dependence of finite time ruin on the premium loading
- Risk theory insight into a zone-adaptive control strategy
- On some joint distributions in fluctuation theory
- On Kolmogorov-Smirnov-type tests for symmetry
- Analytical best upper bounds on stop-loss premiums
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
- A new look at the homogeneous risk model
- A new approach to the Lindley recursion
- Log-concavity of compound distributions with applications in stochastic optimization
- On the safety stock problem for random delivery processes
- Lattice path approach to transient solution of \(M/M/1\) with (\(0,k\)) control policy
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- Hitting straight lines by compound Poisson process paths
- Equitable solvent controls in a multi-period game model of risk
- Continuous branching processes and spectral positivity
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
- On a generalization of polynomials in the ballot problem
- Inequality extensions of Prabhu's formula in ruin theory
- Inversed martingales in risk theory
- Estimates for the probability of ruin starting with a large initial reserve
- On the Hungarian inventory control model
- On the tail behaviour of quantile processes
- On the dual risk model with Parisian implementation delays in dividend payments
- Gould series distributions with applications to fluctuations of sums of random variables
- Random trees in queueing systems with deadlines
- Risk models in insurance and epidemics: a bridge through randomized polynomials
- Ruin probability by operational calculus
- Ruin probabilities for risk models with ordered claim arrivals
- A direct approach to sojourn times in a busy period of an \(M/M/1\) queue
- Analytically closed-form solutions for the distribution of a number of customers served during a busy period for special cases of the \(GEO/G/1\) queue
- Parisian ruin for the dual risk process in discrete-time
- Non-coincidence probabilities and the time-dependent behavior of tandem queues with deterministic input.
- A base-stock inventory model with service differentiation and response time guarantees
- Combinatorial approach to the description of random fields
- A renewal integral equation related to a multiple cold standby system.
- Some comparison results for finite-time ruin probabilities in the classical risk model
- Analysis of a stochastic multiplexer with generalized periodic sources
- Transition densities of spectrally positive Lévy processes
- Point availability of a robot-safety device
- Invariance principle for fragmentation processes derived from conditioned stable Galton-Watson trees
- Some hypothesis tests based on random projection
- Some advances on the Erlang(\(n\)) dual risk model
- Potential method in the limit problems for the processes with independent increments
- Short proofs in extrema of spectrally one sided Lévy processes
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
- Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion
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