Pages that link to "Item:Q4548059"
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The following pages link to A MARKOV RENEWAL APPROACH TO THE ASYMPTOTIC DECAY OF THE TAIL PROBABILITIES IN RISK AND QUEUING PROCESSES (Q4548059):
Displaying 13 items.
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Queues with boundary assistance: The effects of truncation (Q660149) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901) (← links)
- A risk model with varying premiums: its risk management implications (Q2260944) (← links)
- Upper and lower bounds for the solutions of Markov renewal equations (Q2433241) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis (Q3429955) (← links)
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states (Q4664090) (← links)
- Tail probabilities for non-standard risk and queueing processes with subexponential jumps (Q4705785) (← links)
- Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators (Q5480011) (← links)
- Cramér–Lundberg asymptotics for spectrally positive Markov additive processes (Q6587493) (← links)
