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

zbMATH Keywords

regular variation queueing theory ruin theory hitting probability bipartite network bivariate compound Poisson process coupled \(M/G/1\)-queues random switch

Mathematics Subject Classification ID

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