Ruin probabilities for Erlang(2) risk processes
暂无分享,去创建一个
[1] Algorithms for waiting-time distributions under various queue disciplines in the M/G/1 queue by a service-time distribution of phase type , 1976, Advances in Applied Probability.
[2] Gerhard O. Mensch,et al. TIMS Studies in the management sciences : Burton V. Dean and Joel L. Goldhar (eds.), Management of Research and Innovation, North-Holland Publishing Company, Amsterdam, Vol. 15, 1980, 300 pp. , 1983 .
[3] A. W. Kemp,et al. Applied Probability and Queues , 1989 .
[4] Hans U. Gerber,et al. Three Methods to Calculate the Probability of Ruin , 1989, ASTIN Bulletin.
[5] S. Asmussen,et al. Applied Probability and Queues , 1989 .
[6] Søren Asmussen,et al. Computational methods in risk theory: A matrix-algorithmic approach , 1992 .
[7] Søren Asmussen,et al. Phase-Type Representations in Random Walk and Queueing Problems , 1992 .
[8] Mogens Bladt,et al. Renewal Theory and Queueing Algorithms for Matrix-Exponential Distributions , 1996 .
[9] Srinivas R. Chakravarthy,et al. Matrix-Analytic Methods in Stochastic Models , 1996 .
[10] Some stable algorithms in ruin theory and their applications. , 1996 .
[11] David C. M. Dickson,et al. On a class of renewal risk processes , 1998 .