Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II

DOI10.1137/S0036139994275647zbMath0879.60104OpenAlexW4235910018MaRDI QIDQ4715771

Craig Steven Peters, Charles Knessl

Publication date: 22 January 1998

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036139994275647

zbMATH Keywords

asymptoticscompound Poisson processcollective ruin

Mathematics Subject Classification ID

Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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On a gamma series expansion for the time-dependent probability of collective ruin ⋮ Shot-noise queueing models

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