Queueing systems with correlated arrival flows and their applications to modeling
telecommunication networks | Automation and Remote Control Skip to main content SpringerLink …

We consider an extension to the classical compound Poisson risk model for which the
increments of the aggregate claim amount process are independent. In Albrecher and …

In this paper we consider an extension to the classical compound Poisson risk model in
which we introduce a dependence structure between the claim amounts and the interclaim …

In this paper, we consider an extension to the classical compound Poisson risk model.
Historically, it has been assumed that the claim amounts and claim inter-arrival times are …

The determination of the PGF of the queue length distribution often requires the zeros on
and within the unit circle of functions of the type zs-A (z), where A (z) is a PGF. We present …

Обзоры Page 1 Автоматика и телемеханика, № 8, 2017 Обзоры c 2017 г. ВМВИШНЕВСКИЙ, д-р
техн. наук (vishn@inbox.ru) (Институт проблем управления им. ВАТрапезникова РАН, Москва) …

Quantities of interest in ruin theory are investigated under the general framework of the
expected discounted penalty function, assuming a risk model where both premiums and …

In this paper, we consider an extension of the classical risk model. In this contribution, a tail
dependence structure between claim amounts and inter-loss times with a Brownian …

In this article, we consider an extension to the renewal or Sparre Andersen risk process by
introducing a dependence structure between the claim sizes and the interclaim times …

In this paper, we consider a stochastic model in which a business enterprise is subject to
constant rate of expenses over time and gains which are random in both time and amount …