Passage Times in Fluid Models with Application to Risk Processes

By V. Ramaswami. 2006

72 citations recorded by the source corpus.

Subfields: Demography, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9832a50667c18c37001439d3c8e77c44bf3d1754

How researchers see this paper

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

In Demography

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

In Management Information Systems

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

In Management Science and Operations Research

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

Citations in the corpus

• Dependent Risk Models with Bivariate Phase-Type Distributions (2009, background): “Following a similar line of logic as in the proof of Lemma 3.3.2 of Ahn and Ramaswami (2006) (with Q21 = 0), we find that ∂ ∂t v11(t, x) = v11(t, x)Q11 + v10(t, x)Q01 − c ∂ ∂x v11(t, x) (37) and ∂ ∂t v10(t, x) = v11(t, x)Q10 + v10(t, x)Q00 + h12(t, x)Q20, (38) where h12(t, x) = ∫ ∞ 0 v10(t, x +…”