Queues and Risk Processes with Dependencies

DOI10.1080/15326349.2014.930603zbMath1306.60132arXiv1310.3650OpenAlexW2002487307MaRDI QIDQ3191886

J. A. C. Resing, E. S. Badila, Onno J. Boxma

Publication date: 25 September 2014

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3650

zbMATH Keywords

stochastic orderingruin probabilityinsurance risk\(\mathrm{G}/\mathrm{G}/1\) queue

Mathematics Subject Classification ID

Related Items (7)

Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path ⋮ Parisian types of ruin probabilities for a class of dependent risk-reserve processes ⋮ Sensitivity of the stability bound for ruin probabilities to claim distributions ⋮ Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds ⋮ Analysis of a single server queue with interdependence of arrival and service processes -- a semi-Markov approach ⋮ Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times ⋮ Affine Storage and Insurance Risk Models

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