Pages that link to "Item:Q928216"
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The following pages link to The Erlangization method for Markovian fluid flows (Q928216):
Displaying 24 items.
- Analysis of a multivariate claim process (Q267900) (← links)
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues (Q281989) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Efficient analysis of the MMAP[\(K\)]/PH[\(K\)]/1 priority queue (Q319732) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Stochastic model for maintenance in continuously deteriorating systems (Q1751945) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication (Q2065465) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process (Q2157402) (← links)
- Waiting time and queue length analysis of Markov-modulated fluid priority queues (Q2210663) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation (Q5044431) (← links)
- THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS (Q5358075) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter (Q6160223) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
