G/M/1 type structure of a risk model with general claim sizes in a Markovian environment

Author:

Kim Jerim, ,Kim Bara,Kim Hwa-Sung,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

Reference28 articles.

1. The Fourier-series method for inverting transforms of probability distributions,;I. Abate;Queueing Systems,1992

2. On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals,;S. Ahn;Insurance Mathematics & Economics,2007

3. Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier,;S. Ahn;Queueing System,2007

4. "Ruin Probabilities,'';S. Asmussen;World Scientific Publishing,2000

5. Applications of fluid flow matrix analytic methods in ruin theory-a review,;A. Badescu;Revista De La Real Academia De Ciencias Exactas Fisicas Y Naturales Serie a-Matematicas,2009

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