We consider a renewal jump–diffusion process, more specifically a renewal insurance risk model with investments in a stock whose price is modeled by a geometric Brownian motion. Using Laplace transforms and regular variation theory, we introduce a transparent and unifying analytic method for...

We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers according to a spectrally positive Lévy process Y(t) which is reflected at 0. When the exponential clock ends, the additional state-dependent service requirement modifies the workload so that...