On a class of stochastic models with two-sided jumps

DOI10.1007/s11134-011-9228-zzbMath1235.60126OpenAlexW2042168979MaRDI QIDQ660145

Eric C. K. Cheung

Publication date: 26 January 2012

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-011-9228-z

zbMATH Keywords

busy periodnegative customersGerber-Shiu functiondual risk modeltime of ruindefective renewal equationtwo-sided jumps\(GI/G/1\) queueidle periodtime of recovery

Mathematics Subject Classification ID

Related Items (7)

The Erlang(n) risk model with two-sided jumps and a constant dividend barrier ⋮ The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier ⋮ Stochastic fluid models with upward jumps and phase transitions ⋮ The expected discounted penalty function under a renewal risk model with stochastic income ⋮ A Markov Additive Risk Process with a Dividend Barrier ⋮ Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps ⋮ On a Stochastic Model for a Cooperative Banking Scheme for Microcredit

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