IDEAS home Printed from https://ideas.repec.org/a/spr/queues/v100y2022i3d10.1007_s11134-022-09743-0.html
   My bibliography  Save this article

Multivariate M/G/1 systems with coupled input and parallel service

Author

Listed:
  • Michel Mandjes

    (University of Amsterdam)

Abstract

No abstract is available for this item.

Suggested Citation

  • Michel Mandjes, 2022. "Multivariate M/G/1 systems with coupled input and parallel service," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 309-311, April.
  • Handle: RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09743-0
    DOI: 10.1007/s11134-022-09743-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11134-022-09743-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11134-022-09743-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. de Acosta, A., 1994. "Large deviations for vector-valued Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 75-115, June.
    2. K. Dębicki & A. B. Dieker & T. Rolski, 2007. "Quasi-Product Forms for Lévy-Driven Fluid Networks," Mathematics of Operations Research, INFORMS, vol. 32(3), pages 629-647, August.
    3. D. T. Koops & O. J. Boxma & M. R. H. Mandjes, 2016. "A tandem fluid network with Lévy input in heavy traffic," Queueing Systems: Theory and Applications, Springer, vol. 84(3), pages 355-379, December.
    4. Avram, Florin & Palmowski, Zbigniew & Pistorius, Martijn, 2008. "A two-dimensional ruin problem on the positive quadrant," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 227-234, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Castañer, A. & Claramunt, M.M. & Lefèvre, C., 2013. "Survival probabilities in bivariate risk models, with application to reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 632-642.
    2. A. B. Dieker & S. Ghosh & M. S. Squillante, 2017. "Optimal Resource Capacity Management for Stochastic Networks," Operations Research, INFORMS, vol. 65(1), pages 221-241, February.
    3. Ivanovs, Jevgenijs & Boxma, Onno, 2015. "A bivariate risk model with mutual deficit coverage," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 126-134.
    4. Macci, Claudio & Pacchiarotti, Barbara, 2015. "Large deviations for a class of counting processes and some statistical applications," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 36-48.
    5. Macci, Claudio & Torrisi, Giovanni Luca, 2011. "Risk processes with shot noise Cox claim number process and reserve dependent premium rate," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 134-145, January.
    6. Florin Avram & Romain Biard & Christophe Dutang & Stéphane Loisel & Landy Rabehasaina, 2014. "A survey of some recent results on Risk Theory," Post-Print hal-01616178, HAL.
    7. Macci, Claudio, 2008. "Large deviations for the time-integrated negative parts of some processes," Statistics & Probability Letters, Elsevier, vol. 78(1), pages 75-83, January.
    8. Hansjoerg Albrecher & Pablo Azcue & Nora Muler, 2015. "Optimal Dividend Strategies for Two Collaborating Insurance Companies," Papers 1505.03980, arXiv.org.
    9. Asmussen, Søren & Fuckerieder, Pascal & Jobmann, Manfred & Schwefel, Hans-Peter, 2002. "Large deviations and fast simulation in the presence of boundaries," Stochastic Processes and their Applications, Elsevier, vol. 102(1), pages 1-23, November.
    10. Yongzhao Shao & Raúl Jiménez, 1998. "Entropy for Random Partitions and Its Applications," Journal of Theoretical Probability, Springer, vol. 11(2), pages 417-433, April.
    11. Boxma, Onno & Frostig, Esther & Perry, David & Yosef, Rami, 2017. "A state dependent reinsurance model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 170-181.
    12. Jiang, Tiefeng & Rao, M. Bhaskara & Wang, Xiangchen, 1995. "Large deviations for moving average processes," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 309-320, October.
    13. Anita Behme & Philipp Lukas Strietzel, 2021. "A $$2~{\times }~2$$ 2 × 2 random switching model and its dual risk model," Queueing Systems: Theory and Applications, Springer, vol. 99(1), pages 27-64, October.
    14. Pablo Azcue & Nora Muler & Zbigniew Palmowski, 2016. "Optimal dividend payments for a two-dimensional insurance risk process," Papers 1603.07019, arXiv.org, revised Apr 2018.
    15. Daras, Tryfon, 1998. "Trajectories of exchangeable sequences: Large and moderate deviations results," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 289-304, August.
    16. Macci, Claudio, 2011. "Large deviations for estimators of unknown probabilities, with applications in risk theory," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 16-24, January.
    17. Bäuerle, Nicole & Blatter, Anja, 2011. "Optimal control and dependence modeling of insurance portfolios with Lévy dynamics," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 398-405, May.
    18. Irmina Czarna & Zbigniew Palmowski, 2009. "De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process," Papers 0906.2100, arXiv.org, revised Feb 2011.
    19. Léonard, C., 2000. "Large deviations for Poisson random measures and processes with independent increments," Stochastic Processes and their Applications, Elsevier, vol. 85(1), pages 93-121, January.
    20. G. A. Delsing & M. R. H. Mandjes & P. J. C. Spreij & E. M. M. Winands, 2020. "Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 927-948, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09743-0. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.