Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
type: Item
instance of: scholarly article
title: Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
zbMATH Open document ID: 1124.60067
author: Soohan Ahn
author: Andrei Badescu
author: Vaidyanathan Ramaswami
published in: Queueing Systems
publication date: 2007-06-14T00:00:00Z
review text: The main contributions of the paper are the following. First, the authors bring together the formulae for the needed kernels and first passage time distributions for fluid models from several of their earlier papers in one place. A particular feature of their approach is the clear demonstration and organization of computations in a way that once the Laplace transform matrix characterizing the busy period is determined, all the other formulae they need flow from it through solutions only of certain linear systems of equations. Then they give a complete set of transform formulae for the time dependent analysis of fluid models with a boundary at a positive level in addition to the one at zero. The authors demonstrate that their transforms can be inverted accurately. The paper contains a set of numerical examples.
reviewed by: Oleg K. Zakusilo
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60K15
Mathematics Subject Classification ID: 60K37
zbMATH DE Number: 5164220
zbMATH Keywords: fluid flow
zbMATH Keywords: finite buffer
zbMATH Keywords: transient analysis
zbMATH Keywords: insurance risk
zbMATH Keywords: dividend barrier
MaRDI profile type: Publication
full work available at URL: s11134-007-9017-x
OpenAlex ID: W2139290908
Wikidata QID: Q56753267
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DBLP publication ID: journals/questa/AhnBR07
DOI: 10.1007/S11134-007-9017-X
description: scientific article; zbMATH DE number 5164220