On a class of approximations for ruin and waiting time probabilities

Gordon E. Willmot، نويسنده ,

دوماهنامه با شماره پیاپی سال 1998

6

27

32

Ruin probability , Queue , Cramer-Lundberg asymptotics , gamma distribution , Compound geometric distribution , IFR , NBUC , NWUC

Operations Research Letters

1998

Operations Research Letters

137108