On ladder height distributions of general risk processes

DOI10.1214/aoap/1177005362zbMath0780.60099OpenAlexW2052680711MaRDI QIDQ1308700

Masakiyo Miyazawa, Volker Schmidt

Publication date: 30 January 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005362

zbMATH Keywords

Palm distributioncompound Poisson processsingle-server queueseverity of ruincontinuity property of ladder height distributionsstationary marked point process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Operations research and management science (90B99) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (4)

Ladder height distributions with marks ⋮ Taylor-series expansion for multivariate characteristics of classical risk processes ⋮ Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison ⋮ A wide class of heavy-tailed distributions and its applications

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