Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión

DOI10.1007/BF03191912zbMath1186.60092OpenAlexW1523244251MaRDI QIDQ5852473

Publication date: 27 January 2010

Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/43700

zbMATH Keywords

phase-type distribution Markovian arrival process fluid queue matrix analytic methods surplus process first passage probabilities

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15)

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