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Upper bounds for blocking probabilities in large multi‐rate loss networks

✍ Scribed by François Theberge; Alain Simonian; Ravi R. Mazumdar


Book ID
110386236
Publisher
Springer US
Year
1998
Tongue
English
Weight
210 KB
Volume
9
Category
Article
ISSN
1018-4864

No coin nor oath required. For personal study only.


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Upper bounds for ruin probabilities in t
✍ Dingjun Yao; Rongming Wang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 104 KB

## Abstract In this article, we consider two discrete‐time risk models, in which dependent structures of the payments and the interest force are considered. Two autoregressive moving‐average (ARMA) models are introduced to model the premiums and rates of interest, and the claims are assumed to be i