Pages that link to "Item:Q5948160"

The following pages link to On the modification of Rouche's theorem for the queueing theory problems (Q5948160):

Displaying 23 items.

• Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time (Q379099) (← links)
• On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
• Delay analysis of two batch-service queueing models with batch arrivals: \(Geo^{X }/Geo^{c}/1\) (Q607871) (← links)
• The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
• Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks (Q1688363) (← links)
• The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
• From exhaustive vacation queues to preemptive priority queues with general interarrival times (Q2316465) (← links)
• Analyzing a degenerate buffer with general inter-arrival and service times in discrete time (Q2454685) (← links)
• On the application of Rouché's theorem in queueing theory (Q2494834) (← links)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• Stationary Distribution of Queueing Networks with Countable Set of Types of Batch Negative Customer Arrivals (Q4690242) (← links)
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)
• Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix (Q5459920) (← links)