On a class of stochastic models with two-sided jumps
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Publication:660145
DOI10.1007/s11134-011-9228-zzbMath1235.60126MaRDI QIDQ660145
Publication date: 26 January 2012
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-011-9228-z
busy period; negative customers; Gerber-Shiu function; dual risk model; time of ruin; defective renewal equation; two-sided jumps; \(GI/G/1\) queue; idle period; time of recovery
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
60K15: Markov renewal processes, semi-Markov processes
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The expected discounted penalty function under a renewal risk model with stochastic income, A Markov Additive Risk Process with a Dividend Barrier
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