Hitting and ruin probabilities for compound Poisson processes and the cycle maximum of the M/G/1 queue

Stochastic Models

Volumn 18, Issue 4, 2002, Pages 553-564

  Perry, D ^a   Stadje, W ^b   Zacks, S ^c  

^a UNIVERSITY OF HAIFA   (Israel)

^b UNIVERSITY OF OSNABRÜCK   (Germany)

^c BINGHAMTON UNIVERSITY   (United States)

Author keywords

Compound Poisson process; Cycle maximum; Hitting probability; Ruin; Single server queue; Two sided first exit time; Workload

Indexed keywords

MATHEMATICAL MODELS; MAXIMUM PRINCIPLE; PROBLEM SOLVING; QUEUEING THEORY;

COMPOUND POISSON PROCESSES; HITTING PROBABILITY; RUIN PROBABILITY; SINGLE SERVE QUEUE;

POISSON DISTRIBUTION;

EID: 0036969178     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-120016444     Document Type: Article

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