On a class of stochastic models with two-sided jumps

DOI10.1007/S11134-011-9228-ZzbMATH Open1235.60126OpenAlexW2042168979MaRDI QIDQ660145FDOQ660145

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

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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

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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A generalized penalty function in the Sparre Andersen risk model with two-sided jumps
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Cited In (12)

A two-state jump model
Two-Sided Estimates for Distribution Densities in Models with Jumps
The Erlang(n) risk model with two-sided jumps and a constant dividend barrier
The expected discounted penalty function under a renewal risk model with stochastic income
Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
On a stochastic model for a cooperative banking scheme for microcredit
The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier
Stochastic fluid models with upward jumps and phase transitions
Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps
A Markov additive risk process with a dividend barrier
A unifying approach to the analysis of business with random gains
Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes

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