The Cramér-Lundberg model and its variants. A queueing perspective

DOI10.1007/978-3-031-39105-7MaRDI QIDQ6535397zbMATH OpenFDO

Authors M. R. H. Mandjes, Onno Boxma

Publication date 18 December 2023

Published in Springer Actuarial (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-39105-7

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial mathematics (91G05)

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Cited in

(7)

• A Queueing Model for Chronic Recurrent Conditions under Panel Observation
• On dual risk models with proportional gains and dependencies
• Wiener-Hopf factorization, Erlangization and transient solutions in some Markov-modulated queueing models
• Bankruptcy probabilities under non-Poisson inspection
• Moments of polynomial functionals of spectrally positive Lévy processes
• Finite customer-pool queues
• Moment diagnostics for NBUE/NWUE ageing of the conditional time to ruin in the classical Cramér-Lundberg risk model

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