Parisian ruin in the dual model with applications to the \(G/M/1\) queue

DOI10.1007/S11134-017-9529-YzbMath1395.60107OpenAlexW2614815205MaRDI QIDQ1696941

Adva Keren-Pinhasik, Esther Frostig

Publication date: 15 February 2018

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-017-9529-y

zbMATH Keywords

ruin probabilityLévy processbusy periodrisk modeldual risk modelcycle maximumidle period

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (2)

Duality in ruin problems for ordered risk models ⋮ The Omega-model with two bankruptcy rates

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