The following pages link to (Q4371204):
Displaying 47 items.
- On the overflow time of a fluid model (Q328520) (← links)
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- Transient analysis of Markov-fluid-driven queues (Q636000) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- Expected earnings of invested overflow strategies for \(M/M/1\) queue with constrained workload (Q712554) (← links)
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- A two-fluid storage model with Lévy inputs and alternating outputs (Q885547) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- Determining an adequate probe separation for estimating the arrival rate in an \(M/D/1\) queue using single-packet probing (Q1029227) (← links)
- Duality of dams via mountain processes. (Q1412710) (← links)
- Semi-heavy tails (Q1728122) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
- Fluctuation theory for Markov random walks (Q1800502) (← links)
- Self-similar communication models and very heavy tails. (Q1872493) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Malliavin calculus for subordinated Lévy process (Q2201376) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- Solving the Wiener-Hopf equation with a probabilistic kernel (Q2371675) (← links)
- Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
- Open-loop control of stochastic fluid systems and applications (Q2457261) (← links)
- Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times (Q2490047) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- The intercept term of the asymptotic variance curve for some queueing output processes (Q2630098) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME (Q3148284) (← links)
- Transient analysis of one-sided Lévy-driven queues (Q3186009) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Birth and Death (BDP) Process Models with Applications (Q4653328) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Entrance laws at the origin of self-similar Markov processes in high dimensions (Q5125171) (← links)
- L\'evy-driven polling systems and continuous-state branching processes (Q5168849) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS (Q5392601) (← links)
- (Q5416365) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- Maximum likelihood estimation and the local asymptotic mixed normality in a second-order branching process with continuous state space (Q6543843) (← links)
