Pages that link to "Item:Q861546"

The following pages link to Passage times in fluid models with application to risk processes (Q861546):

Displaying 46 items.

• Performance analysis of a reflected fluid production/inventory model (Q261531) (← links)
• Clearing control policies for MAP inventory process with lost sales (Q322707) (← links)
• A make-to-stock production/inventory model with MAP arrivals and phase-type demands (Q333095) (← links)
• Production-inventory systems in stochastic environment and stochastic lead times (Q383226) (← links)
• Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs (Q397234) (← links)
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
• Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (Q539515) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Performance measures of a multi-layer Markovian fluid model (Q928206) (← links)
• The Erlangization method for Markovian fluid flows (Q928216) (← links)
• On the dual risk model with tax payments (Q931202) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• Taboo probability on a simple fluid flow model (Q1031775) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations (Q2029690) (← links)
• Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
• A transient analysis of Markov fluid models with jumps (Q2510888) (← links)
• A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• An (<i>s, k, S</i>) fluid inventory model with exponential leadtimes and order cancellations (Q2811919) (← links)
• A JUMP-FLUID PRODUCTION–INVENTORY MODEL WITH A DOUBLE BAND CONTROL (Q2875237) (← links)
• A Fluid EOQ Model with Markovian Environment (Q2949849) (← links)
• A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
• A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
• Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007) (← links)
• Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments (Q3444696) (← links)
• Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
• On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
• HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL (Q3612038) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• On the generalized reward generator for stochastic fluid models: A new equation for <i><b>Ψ</b></i> (Q4603846) (← links)
• Transient Analysis of Fluid Flow Models via Matrix Decomposition (Q4981884) (← links)
• Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
• DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342) (← links)
• Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter (Q6160223) (← links)
• Stochastic fluid models with upward jumps and phase transitions (Q6164834) (← links)