scientific article; zbMATH DE number 3193289

Cited in

(36)

Storage problems in continuous time with random inputs, random outputs, and deterministic release
An application of the Fokker-Planck equation in stochastic reservoir theory
Calculation of the probability of eventual ruin by Beekman's convolution series
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
Imbedded Markov chains in queueing systems M/G/1 and GI/M/1 with limited waiting room
Ruin probability by operational calculus
A hitting time for Lévy processes, with application to dams and branching processes
A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Riverflow and reservoir storage models
Short proofs in extrema of spectrally one sided Lévy processes
Explicit results for the distribution of the number of customers served during a busy period for M^X/PH/1 queue
Bridges with random length: gamma case
On boundary crossing probabilities for diffusion processes
Analytically explicit results for the distribution of the number of customers served during a busy period for special cases of the \(\mathrm{M}/\mathrm{G}/1\) queue
Spatial-temporal risk index and transmission of a nonlocal dengue model
Infinitely divisible distributions arising from first crossing times and related results
On Dirichlet series and functional equations
A note on the first emptiness of dams with Markovian inputs
Elementary methods for an occupancy problem of storage
Affine relation between an infinitely divisible distribution function and its Lévy measure
Storage models for a class of master equations with separable kernels
Finite dams with double level of release
New families of subordinators with explicit transition probability semigroup
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
On moments and tail behaviors of storage processes
Ruin probabilities for two collaborating insurance companies
Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu
Affine storage and insurance risk models
Dynamics of a nonlocal SIS epidemic model with free boundary
Ladder variables for a continuous time stochastic process
Eine kombinatorische �berlegung und ihre ma\theoretische Erweiterung
Some problems in finite dams with an application to insurance risk
On Kendall-Ressel and related distributions
Last passage times for generalized drawdown processes with applications
On free regular and Bondesson convolution semigroups

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