Pages that link to "Item:Q1879901"
From MaRDI portal
The following pages link to Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901):
Displaying 5 items.
- On an approach to boundary crossing by stochastic processes (Q335661) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
- Asymptotic behavior of the loss rate for Markov-modulated fluid queue with a finite buffer (Q972687) (← links)
- Cramér–Lundberg asymptotics for spectrally positive Markov additive processes (Q6587493) (← links)