Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión
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Publication:5852473
DOI10.1007/BF03191912zbMath1186.60092MaRDI QIDQ5852473
David Landriault, Andrei L. Badescu
Publication date: 27 January 2010
Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/43700
phase-type distribution; Markovian arrival process; fluid queue; matrix analytic methods; surplus process; first passage probabilities
60J25: Continuous-time Markov processes on general state spaces
60K15: Markov renewal processes, semi-Markov processes
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