A \(2\times 2\) random switching model and its dual risk model
DOI10.1007/S11134-021-09697-9zbMath1483.90043arXiv2007.03369OpenAlexW3139972733MaRDI QIDQ2070670
Philipp Lukas Strietzel, Anita Behme
Publication date: 24 January 2022
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.03369
regular variationqueueing theoryruin theoryhitting probabilitybipartite networkbivariate compound Poisson processcoupled \(M/G/1\)-queuesrandom switch
Queues and service in operations research (90B22) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Cites Work
- Unnamed Item
- Unnamed Item
- Multivariate subexponential distributions and their applications
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
- Subexponential distribution functions in \(R^{d}\)
- A two-dimensional ruin problem on the positive quadrant
- On the ruin probabilities of a bidimensional perturbed risk model
- Survival probability for a two-dimensional risk model
- Multivariate subexponential distributions
- On the asymmetric clocked buffered switch
- Some results on ruin probabilities in a two-dimensional risk model.
- First passage times of general sequences of random vectors: A large deviations approach
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Queues and Lévy fluctuation theory
- Fluctuations of Lévy processes with applications. Introductory lectures
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
- Recursive methods for a multi-dimensional risk process with common shocks
- Multivariate risk model of phase type
- On the first time of ruin in the bivariate compound Poisson model
- Functional large deviations for multivariate regularly varying random walks
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
- A Two-Dimensional Risk Model with Proportional Reinsurance
- Queues and Risk Models with Simultaneous Arrivals
- Two Parallel Queues Created by Arrivals with Two Demands I
- Two-dimensional ruin probability for subexponential claim size
- Applied Probability and Queues
- Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
- Ruin probabilities for risk processes in a bipartite network
- Two coupled Levy queues with independent input
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
- Ruin estimation in multivariate models with Clayton dependence structure
- Heavy-Tail Phenomena
- On regular variation for infinitely divisible random vectors and additive processes
- Queueing models with multiple waiting lines
This page was built for publication: A \(2\times 2\) random switching model and its dual risk model
