Risk processes analyzed as fluid queues

By Andrei L. Badescu, Lothar Breuer, Ana Caroline da Silva Soares, Guy Latouche, Marie-Ange Remiche, David A. Stanford †. 2005

101 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/966ed7faf268ba06003cf3c2a432e214b6c607fb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Lothar Breuer
2. Eric C. K. Cheung
3. Andrei L. Badescu
4. David Landriault

In Management Science and Operations Research

1. Eric C. K. Cheung
2. Lothar Breuer
3. Andrei L. Badescu
4. David Landriault
5. Hansjörg Albrecher *

In Statistics and Probability

1. Eric C. K. Cheung
2. Lothar Breuer
3. Andrei L. Badescu
4. David Landriault

Citations in the corpus

• First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (2008, methodology): “This is the same method as applied in [7] for a fluid flow model.”
• Dependent Risk Models with Bivariate Phase-Type Distributions (2009, methodology): “(2007) and Badescu et al. (2005), (2007) for a more detailed discussion).”