Pages that link to "Item:Q1196939"

The following pages link to Phase-type representations in random walk and queueing problems (Q1196939):

Displaying 44 items.

• Heuristic representation optimization for efficient generation of PH-distributed random variates (Q291341) (← links)
• A discrete time inventory system with postponed demands (Q421809) (← links)
• A stochastic inventory system with postponed demands and infinite pool in discrete-time setup (Q489151) (← links)
• Parametric survival densities from phase-type models (Q509841) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
• Ruin probabilities for Erlang (2) risk processes (Q1265933) (← links)
• Rare events in queueing systems -- A survey (Q1324094) (← links)
• Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
• Ruin probabilities based at claim instants for some non-Poisson claim processes (Q1584520) (← links)
• Analysis of a continuous time SM[K]/PH[K]/1/FCFS queue: age process, sojourn times, and queue lengths (Q1761393) (← links)
• Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems (Q2052432) (← links)
• Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients (Q2329891) (← links)
• Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
• Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
• The variance constant for the actual waiting time of the PH/PH/1 queue (Q2564689) (← links)
• Age process, workload process, sojourn times, and waiting times in a discrete time SM[K]/PH[K]/1/FCFS queue (Q2572898) (← links)
• On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
• Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
• Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
• Equilibrium Distributions of Discrete Phase Type (Q2841134) (← links)
• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Bilateral phase-type distributions (Q3029967) (← links)
• (Q3306257) (← links)
• On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734) (← links)
• On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
• Matrix-Form Recursions for a Family of Compound Distributions (Q3569720) (← links)
• Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136) (← links)
• Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663) (← links)
• Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
• Fitting Matrix Geometric Distributions by Model Reduction (Q5256325) (← links)
• On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
• Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568) (← links)
• Loss Rate Asymptotics in a<i>GI</i>/<i>G</i>/1 Queue with Finite Buffer (Q5711159) (← links)
• M/PH/1 queueing model with re-servicing (Q6049857) (← links)