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Stationary semi-markov models in risk and queueing theories

par Janssen, Jacques
Référence Scandinavian actuarial journal, 1982, 3-4, page (199-210)
Publication Publié, 1982

Article révisé par les pairs

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Résumé :

For the semi-Markov model in risk and queueing theories, we introduce the natural extension of the concept of stationarity in classical models (i.e. the passage of a renewal process to a general stationary renewal process for the arrivals). It is shown that some interesting relations can be obtained between positive capital risk models using a new concept of duality called *-duality. © 1982 Taylor & Francis Group, LLC.