Queues and Risk Models with Simultaneous Arrivals

DOI10.1239/AAP/1409319561zbMath1311.60103arXiv1211.2193OpenAlexW2112133656MaRDI QIDQ3191824

E. S. Badila, J. A. C. Resing, Erik M. M. Winands, Onno J. Boxma

Publication date: 25 September 2014

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2193

zbMATH Keywords

dualitystationary distributionstochastic decompositionmultivariate risk modelqueues with simultaneous arrival

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (14)

Probability of total domination for transient reflecting processes in a quadrant ⋮ Queues and Risk Models with Simultaneous Arrivals ⋮ A state dependent reinsurance model ⋮ A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process ⋮ Synchronized Lévy queues ⋮ A bivariate risk model with mutual deficit coverage ⋮ Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant ⋮ Two-dimensional ruin probability for subexponential claim size ⋮ A \(2\times 2\) random switching model and its dual risk model ⋮ Two coupled Levy queues with independent input ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant ⋮ Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times ⋮ Affine Storage and Insurance Risk Models ⋮ A coupled processor model with simultaneous arrivals and ordered service requirements

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A two-dimensional ruin problem on the positive quadrant
• The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory
• Boundary value problems in queueing theory
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• Parallel and tandem fluid networks with dependent Lévy inputs
• Some results on ruin probabilities in a two-dimensional risk model.
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
• 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 parallel processors with coupled inputs
• Two coupled processors: The reduction to a Riemann-Hilbert problem
• The fork-join queue and related systems with synchronization constraints: stochastic ordering and computable bounds
• Upper bounds on the expected time to ruin and on the expected recovery time

This page was built for publication: Queues and Risk Models with Simultaneous Arrivals