Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not. Copyright Springer-Verlag 2010

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Year of publication:	2010
Authors:	Blanchet, Jose ; Zwart, Bert
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 72.2010, 2, p. 311-326
Publisher:	Springer
Subject:	Renewal equations \| Risk models \| Processor sharing queues \| Corrected diffusion approximations

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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