Computational analysis of the \(GI/G/1\) risk process using roots (Q1625546)
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scientific article; zbMATH DE number 6986568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational analysis of the \(GI/G/1\) risk process using roots |
scientific article; zbMATH DE number 6986568 |
Statements
Computational analysis of the \(GI/G/1\) risk process using roots (English)
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29 November 2018
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risk processes
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ruin probability
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duality
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Padé approximation
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time to ruin
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\(GI/G/1\) queue
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deficit at the time of ruin
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