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Q4878835 - MaRDI portal

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scientific article; zbMATH DE number 879777
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English
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scientific article; zbMATH DE number 879777

    Statements

    publication date
    21 May 1996
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    Mathematics Subject Classification ID
    60K25
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    60K10
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    90B22
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    90B25
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    zbMATH DE Number
    879777
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    zbMATH Keywords
    ruin problem
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    Markov-modulated models
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    stationary distribution of a queueing system
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    first passage time
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    Siegmund duality
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    author
    Soren Asmussen
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