Zobrazeno 1 - 10
of 272
pro vyhledávání: '"Pollaczek–Khinchine formula"'
Autor:
Kella, Offer
Publikováno v:
The Annals of Applied Probability, 1993 Aug 01. 3(3), 682-695.
Externí odkaz:
https://www.jstor.org/stable/2959684
Autor:
Kella, Offer, Whitt, Ward
Publikováno v:
The Annals of Applied Probability, 1991 Feb 01. 1(1), 104-117.
Externí odkaz:
https://www.jstor.org/stable/2959627
Autor:
Kella, Offer, Whitt, Ward
Publikováno v:
Journal of Applied Probability, 1992 Jun 01. 29(2), 396-403.
Externí odkaz:
https://www.jstor.org/stable/3214576
Autor:
Mori, Masao
Publikováno v:
Journal of Applied Probability, 1980 Sep 01. 17(3), 822-830.
Externí odkaz:
https://www.jstor.org/stable/3212975
Autor:
Ivana Geček Tuden
We study the discrete time risk process modelled by the skip-free random walk and derive results connected to the ruin probability and crossing a fixed level for this type of process. We use the method relying on the classical ballot theorems to deri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::948d5eafff057ddf7078c3e35c0ea56c
https://www.bib.irb.hr/1182807
https://www.bib.irb.hr/1182807
Autor:
Brnić, Iva
Cilj ovoga diplomskog rada bio je definirati osnovne pojmove vezane uz vjerojatnost propasti osiguravajućeg društva i dokazati neke ključne rezultate za Poissonove procese, kao što su Pollaczek-Khinchinova formula, Lundbergova nejednakost, Cramer
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3908::2dccb57e1a004cf2a4b85292e2e6e086
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:9084
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:9084
Akademický článek
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Autor:
Brian Fralix, Jori Selen
Publikováno v:
Queueing Systems, 87(3-4), 379-415. Springer
We analyze the time-dependent behavior of an $M/M/c$ priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace transforms of
Autor:
Wojciech M. Kempa
Publikováno v:
Performance Evaluation. 108:1-15
A finite-buffer G I / M / 1 / N − type queueing model is considered. The explicit formula for the Laplace transform of the transient queue-size distribution, conditioned by the number of packets present in the system at the starting time, is derive
Publikováno v:
Risks
Volume 7
Issue 4
Volume 7
Issue 4
This paper considers the Brownian perturbed Cramé
r&ndash
Lundberg risk model with a dividends barrier. We study various types of Padé
approximations and Laguerre expansions to compute or approximate the scale function that
r&ndash
Lundberg risk model with a dividends barrier. We study various types of Padé
approximations and Laguerre expansions to compute or approximate the scale function that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8ff69d20e9481c10c745ce2d17befdca
http://hdl.handle.net/2318/1724247
http://hdl.handle.net/2318/1724247