Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

From MaRDI portal
Publication:885550

DOI10.1007/s11134-007-9017-xzbMath1124.60067OpenAlexW2139290908WikidataQ56753267 ScholiaQ56753267MaRDI QIDQ885550

Soohan Ahn, Andrei L. Badescu, Vaidyanathan Ramaswami

Publication date: 14 June 2007

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-007-9017-x




Related Items (42)

\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environmentMarkov-modulated fluid flow model with server maintenance periodThe Markov additive risk process under an Erlangized dividend barrier strategyTwo-Sided Reflection of Markov-Modulated Brownian MotionClearing control policies for MAP inventory process with lost salesOn the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivalsA make-to-stock production/inventory model with MAP arrivals and phase-type demandsPassage times in fluid models with application to risk processesPerturbed MAP Risk Models with Dividend Barrier StrategiesDrawdown analysis for the renewal insurance risk processOn a perturbed MAP risk model under a threshold dividend strategyA Fluid EOQ Model with Markovian EnvironmentAnalyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphsErlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire PerimeterA unified analysis of claim costs up to ruin in a Markovian arrival risk modelPerformance measures of a multi-layer Markovian fluid modelThe Erlangization method for Markovian fluid flowsOn the dual risk model with tax paymentsA Stochastic Two-Dimensional Fluid ModelThe finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approachStochastic fluid model with jumps: the bounded modelOn the analysis of a multi-threshold Markovian risk modelNetworks of interacting stochastic fluid models with infinite and finite buffersA transient analysis of Markov fluid models with jumpsHITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODELMarkov-Modulated Brownian Motion with Two Reflecting BarriersDependent Risk Models with Bivariate Phase-Type DistributionsAn (s, k, S) fluid inventory model with exponential leadtimes and order cancellationsA threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch suppliesOn a Generalization of the Risk Model with Markovian Claim ArrivalsTransient Analysis of Fluid Flow Models via Matrix DecompositionTransient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-ficationTaboo probability on a simple fluid flow modelSteady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience timesAnalysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant BarrierRecursive Calculation of the Dividend Moments in a Multi-threshold Risk Model“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008A JUMP-FLUID PRODUCTION–INVENTORY MODEL WITH A DOUBLE BAND CONTROLTransient analysis of piecewise homogeneous Markov fluid modelsStrategies for Dividend Distribution: A ReviewAnalysis of a Generalized Penalty Function in a Semi-Markovian Risk ModelPerformance analysis of a reflected fluid production/inventory model



Cites Work


This page was built for publication: Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier