A laplace transform representation in a class of renewal queueing and risk processes

DOI10.1239/jap/1032374472zbMath0942.60086OpenAlexW1985458928MaRDI QIDQ4935346

Gordon E. Willmot

Publication date: 16 August 2000

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

Full work available at URL: https://doi.org/10.1239/jap/1032374472

zbMATH Keywords

failure rateLagrange interpolationErlang distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (15)

Discrete time ruin probability with Parisian delay ⋮ Stochastic dynamics and passage times for diffusion approximations ⋮ On the time to ruin for Erlang(2) risk processes. ⋮ Compound geometric residual lifetime distributions and the deficit at ruin. ⋮ Finite time ruin probabilities with one Laplace inversion. ⋮ An algebraic operator approach to the analysis of Gerber-Shiu functions ⋮ On a general class of renewal risk process: analysis of the Gerber-Shiu function ⋮ Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process ⋮ “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 ⋮ The Time Value of Ruin in a Sparre Andersen Model ⋮ On a class of renewal risk models with a constant dividend barrier ⋮ On ruin for the Erlang \((n)\) risk process ⋮ The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion ⋮ Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models ⋮ The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model

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