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Simulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Subexponentail Distributions

Boots, Nam Kyoo; Shahabuddin, Perwez - 2001

This paper deals with estimating small tail probabilities of thesteady-state waiting time in a GI/GI/1 queue withheavy-tailed (subexponential) service times. The problem ofestimating infinite horizon ruin probabilities in insurancerisk processes with heavy-tailed claims can be transformed into...

Persistent link: https://www.econbiz.de/10010324803

Queueing systems : theory and applications ; affiliated publication of the Institute for Operations Research and the Management Sciences

1986-: Dordrecht : Springer; anfangs: Basel : Baltzer; … - 1.1986 -

Persistent link: https://www.econbiz.de/10000351368

Probability theory and related fields

Berlin : Springer - 71.1986 -

Persistent link: https://www.econbiz.de/10000353180

Computing loss probabilities in discretetime queues

Gouweleeuw, Frank N.; Tijms, Henk C. - 1994

Persistent link: https://www.econbiz.de/10000151695

Analysis of GIx/M(n)//N systems with stochastic customer acceptance policy

Ferreira, Fátima; Pacheco, António - In: Queueing systems : theory and applications ; affiliated … 58 (2008) 1, pp. 29-55

Persistent link: https://www.econbiz.de/10003757286

Emergency service systems : the use of the hypercube queueing model in the solution of probabilistic location problems

Galvão, Roberto D.; Morabito, Reinaldo - In: International transactions in operational research : … 15 (2008) 5, pp. 525-549

Persistent link: https://www.econbiz.de/10003764563

A modified PRP conjugate gradient method

Yuan, Gonglin; Lu, Xiwen - 2009

Persistent link: https://www.econbiz.de/10003811735

Importance sampling algorithms for first passage time probabilities in the infinite server queue

Ridder, Ad - In: European journal of operational research : EJOR 199 (2009) 1, pp. 176-186

Persistent link: https://www.econbiz.de/10003864821

A simple and complete solution to the stationary queue-length probabilities of a bulk-arrival bulk-service queue

Cordeau, J. Leo; Chaudhry, Mohan L. - In: INFOR : information systems and operational research 47 (2009) 4, pp. 283-288

Persistent link: https://www.econbiz.de/10008736322

Analytical analysis of a generic assembly system

De Boeck, Liesje; Vandaele, Nico - In: International journal of production economics 131 (2011) 1, pp. 107-114

Persistent link: https://www.econbiz.de/10008988737

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