On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
Author:
Funder
Procore Hubert Curien
F-HKU710/15T
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Link
http://link.springer.com/article/10.1007/s11134-018-9583-0/fulltext.html
Reference34 articles.
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3. Brown, M., Ross, S.M.: Renewal Reward Processes. Issue 93 of Technical Report, Cornell University, Department of Operations Research (1969)
4. Brown, M., Ross, S.M.: Some results for infinite server Poisson queues. J. Appl. Probab. 6, 604–611 (1969)
5. Brown, M., Solomon, H.: A second-order approximation for the variance of a renewal reward process. Stoch. Process. Their Appl. 3(3), 301–314 (1975)
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