Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487)
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scientific article; zbMATH DE number 2103394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds on the expected time to ruin and on the expected recovery time |
scientific article; zbMATH DE number 2103394 |
Statements
Upper bounds on the expected time to ruin and on the expected recovery time (English)
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24 September 2004
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risk process
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time to ruin
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duration of negative surplus
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M/G/1 queueing system
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G/M/1 queueing system
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PH/PH/1 queueing system
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busy period
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idle period
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Lorden's inequality
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phase-type distribution
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