Search Results - subject:"M/G/1"

Finite-time ruin probabilities using bivariate Laguerre series

Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190

Persistent link: https://www.econbiz.de/10014325041

A 2×2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2~{\times }~2$$\end{document} random switching model and its dual risk model

Behme, Anita; Strietzel, Philipp Lukas - In: Queueing Systems 99 (2021) 1-2, pp. 27-64

In this article, a special case of two coupled M/G/1-queues is considered, where two servers are exposed to two types … the dual risk model of the studied coupled M/G/1-queues for which the asymptotic behavior of different ruin probabilities …

Persistent link: https://www.econbiz.de/10014501852

A note on the sojourn time distribution of an M/G/1 queue with a single working vacation and vacation interruption

Lee, Doo Ho; Kim, Bo Keun - In: Operations Research Perspectives 2 (2015), pp. 57-61

We study the paper of Gao and Liu (2013). In the paper, the authors pay little attention to the customer's sojourn time in their model although both the queue length and the busy cycle are seriously analyzed. The objective of this note is to derive the sojourn time distribution of Gao and Liu's...

Persistent link: https://www.econbiz.de/10011825909