Queueing and risk models with dependencies
| Authors |
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| Publication date | 10-2022 |
| Journal | Queueing Systems |
| Volume | Issue number | 102 | 1-2 |
| Pages (from-to) | 69-86 |
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| Abstract | This paper analyzes various stochastic recursions that arise in queueing and insurance risk models with a ‘semi-linear’ dependence structure. For example, an interarrival time depends on the workload, or the capital, immediately after the previous arrival; or the service time of a customer depends on her waiting time. In each case, we derive and solve a fixed-point equation for the Laplace–Stieltjes transform of a key performance measure of the model, like waiting time or ruin time. |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1007/s11134-022-09863-7 |
| Downloads |
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