Applications of fluid flow matrix analytic methods in ruin theory -a review.

@article{L2009,
author = {L. Badescu, Andrei, Landriault, David},
journal = {RACSAM},
keywords = {matrix analytic methods; fluid queue; first passage probabilities; Markovian arrival process; phase-type distribution; surplus process},
language = {eng},
number = {2},
pages = {353-372},
title = {Applications of fluid flow matrix analytic methods in ruin theory -a review.},
url = {http://eudml.org/doc/43700},
volume = {103},
year = {2009},
}

TY - JOUR
AU - L. Badescu, Andrei
AU - Landriault, David
TI - Applications of fluid flow matrix analytic methods in ruin theory -a review.
JO - RACSAM
PY - 2009
VL - 103
IS - 2
SP - 353
EP - 372
LA - eng
KW - matrix analytic methods; fluid queue; first passage probabilities; Markovian arrival process; phase-type distribution; surplus process
UR - http://eudml.org/doc/43700
ER -