Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión (Q5852473)
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scientific article; zbMATH DE number 5663439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión |
scientific article; zbMATH DE number 5663439 |
Statements
Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión (English)
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27 January 2010
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matrix analytic methods
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fluid queue
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first passage probabilities
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Markovian arrival process
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phase-type distribution
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surplus process
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