On the interaction between risk and queueing theories

DOI10.1007/BF02808873zbMath0507.62089OpenAlexW2008248093MaRDI QIDQ4745186

No author found.

Publication date: 1982

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808873

zbMATH Keywords

ruin probabilitywaiting time distributionrisk theorysingle-server queues

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items

An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes

Cites Work

• On the Ruin Problem of Collective Risk Theory
• Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles
• On the virtual and actual waiting time distributions of a GI/G/1 queue
• Markov chains with applications in queueing theory, which have a matrix-geometric invariant probability vector
• Spectral theory for the differential equations of simple birth and death processes
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