Bank, Bivas; Samanta, Sujit Kumar A study on \(N\)-policy BMAP/G/1 queueing system. (English) Zbl 07957791 RAIRO, Oper. Res. 58, No. 6, 4927-4954 (2024). MSC: 60K25 60K20 68M20 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Chadjiconstantinidis, Stathis Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process. (English) Zbl 07954314 Statistics 58, No. 6, 1443-1462 (2024). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Bazyari, Abouzar Inequalities on the ruin probability for light-tailed distributions with some restrictions. (English) Zbl 07947340 Commun. Stat., Theory Methods 53, No. 23, 8312-8328 (2024). MSC: 62F30 62F03 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Chadjiconstantinidis, Stathis Two-sided bounds for some quantities in the delayed renewal process. (English) Zbl 1543.60109 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 26, 48 p. (2024). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Zhong; Sendova, Kristina P.; Yang, Chen On an insurance ruin model with a causal dependence structure and perturbation. (English) Zbl 1545.91269 J. Comput. Appl. Math. 449, Article ID 115970, 19 p. (2024). MSC: 91G05 60K10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Dimitriou, Ioannis; Fiems, Dieter Some reflected autoregressive processes with dependencies. (English) Zbl 1540.60201 Queueing Syst. 106, No. 1-2, 67-127 (2024). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 62M10 60K10 60J05 90B22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Morales-Navarrete, Diego; Bevilacqua, Moreno; Caamaño-Carrillo, Christian; Castro, Luis M. Modeling point referenced spatial count data: a Poisson process approach. (English) Zbl 07820411 J. Am. Stat. Assoc. 119, No. 545, 664-677 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Koutras, Markos V.; Triantafyllou, Ioannis S. Consecutive dual failure mode shock systems. (English) Zbl 1522.60072 J. Comput. Appl. Math. 435, Article ID 115318, 15 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60K10 60C05 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Chadjiconstantinidis, Stathis On mixed censored \(\delta \)-shock models. (English) Zbl 1528.90089 J. Comput. Appl. Math. 435, Article ID 115268, 31 p. (2024). MSC: 90B25 60K10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Punaluek, Sutipon; Imamura, Yuri Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment. (English) Zbl 1537.91266 Int. J. Math. Ind. 15, No. 1, Article ID 2350010, 7 p. (2023). MSC: 91G05 60K10 45J05 × Cite Format Result Cite Review PDF Full Text: DOI
Grigutis, Andrius Determining exact survival probability by setting discrete random variables in E. Sparre Andersen’s model. (English) Zbl 1533.60060 Probab. Uncertain. Quant. Risk 8, No. 4, 445-462 (2023). MSC: 60G50 62P05 60K10 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Birkner, Matthias; Greven, Andreas; den Hollander, Frank Correction to: “Quenched large deviation principle for words in a letter sequence”. (English) Zbl 1522.60037 Probab. Theory Relat. Fields 187, No. 1-2, 523-569 (2023). MSC: 60F10 60G10 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Lotov, Vladimir I. Exact formulas in some boundary crossing problems for integer-valued random walks. (English. Russian original) Zbl 1533.60061 Izv. Math. 87, No. 1, 45-60 (2023); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 87, No. 1, 49-64 (2023). MSC: 60G50 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Chadjiconstantinidis, Stathis Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations. (English) Zbl 1515.60276 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 51, 31 p. (2023). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Alsmeyer, Gerold; Brofferio, Sara; Buraczewski, Dariusz Asymptotically linear iterated function systems on the real line. (English) Zbl 1525.60090 Ann. Appl. Probab. 33, No. 1, 161-199 (2023). MSC: 60J05 60K15 60K05 60H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari On some properties of distributions possessing a bathtub-shaped failure rate average. (English) Zbl 07683007 J. Appl. Probab. 60, No. 2, 693-708 (2023). MSC: 62N05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Aliyev, R.; Bayramov, V. On asymptotic expansion for mathematical expectation of a renewal-reward process with dependent components and heavy-tailed interarrival times. (English. Russian original) Zbl 1507.60117 Theory Probab. Appl. 67, No. 4, 645-651 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 645-651 (2022). MSC: 60K15 60K20 × Cite Format Result Cite Review PDF Full Text: DOI
He, Yue; Kawai, Reiichiro; Shimizu, Yasutaka; Yamazaki, Kazutoshi The Gerber-Shiu discounted penalty function: a review from practical perspectives. (English) Zbl 1508.91474 Insur. Math. Econ. 109, 1-28 (2023). MSC: 91G05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bera, Smaranika; Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari Test for harmonic mean residual life function: a goodness of fit approach. (English) Zbl 1540.62127 Math. Comput. Simul. 203, 58-70 (2023). MSC: 62N05 60K10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Chadjiconstantinidis, Stathis Some bounds for the renewal function and the variance of the renewal process. (English) Zbl 1510.60082 Appl. Math. Comput. 436, Article ID 127497, 16 p. (2023). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Abbasi, Somayeh; Alamatsaz, Mohammad Hossein Stochastic vomparison of Hariss family distributions with fixed and randomized tilt parameter. (English) Zbl 1549.60099 J. Iran. Stat. Soc. JIRSS 21, No. 2, 217-231 (2022). MSC: 60K10 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Ayala, Daniel; Jofré, Leonardo; Gutiérrez, Luis; Mena, Ramsés H. On a Dirichlet process mixture representation of phase-type distributions. (English) Zbl 1531.62020 Bayesian Anal. 17, No. 3, 765-790 (2022). MSC: 62G05 62M05 60J28 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sgibnev, M. S. The matrix renewal equation on the whole line with submultiplicative inhomogeneous term. (English) Zbl 1532.45002 J. Math. Sci., New York 266, No. 6, Series A, 967-980 (2022). MSC: 45F05 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Bei; Cui, Lirong; Qiu, Qingan Two novel critical shock models based on Markov renewal processes. (English) Zbl 1523.60143 Nav. Res. Logist. 69, No. 1, 163-176 (2022). MSC: 60K10 90B25 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Logachov, A. V.; Mogulskii, A. A.; Prokopenko, E. I. Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models. (English. Russian original) Zbl 1515.60278 Probl. Inf. Transm. 58, No. 2, 144-159 (2022); translation from Probl. Peredachi Inf. 58, No. 2, 48-65 (2022). MSC: 60K05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xie, Jiayi; Zhang, Zhimin; Yu, Wenguang Solving the finite-time ruin problems by Laguerre series expansion. (English) Zbl 1524.91093 Chin. J. Appl. Probab. Stat. 38, No. 6, 867-886 (2022). MSC: 91G05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Losidis, Sotirios; Politis, Konstadinos Bounds for the renewal function and related quantities. (English) Zbl 1506.60101 Methodol. Comput. Appl. Probab. 24, No. 4, 2647-2660 (2022). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Cadena, Meitner; Jasiulis-Gołdyn, Barbara H.; Omey, Edward Asymptotics for Kendall’s renewal function. (English) Zbl 1512.60059 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1401-1420 (2022). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K05 26A12 41A25 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Martinucci, Barbara; Meoli, Alessandra; Zacks, Shelemyahu Some results on the telegraph process driven by gamma components. (English) Zbl 1499.60312 Adv. Appl. Probab. 54, No. 3, 808-848 (2022). MSC: 60K15 60K99 × Cite Format Result Cite Review PDF Full Text: DOI
Fitzsimmons, P. J. Monotonicity properties of regenerative sets and Lorden’s inequality. (English) Zbl 1497.60124 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 109-117 (2022). MSC: 60K05 60J55 60D05 × Cite Format Result Cite Review PDF Full Text: DOI
Harel, Michel; Ngatchou-Wandji, Joseph; Andriamampionona, Livasoa; Harison, Victor Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces. (English) Zbl 1497.60125 Stat. Inference Stoch. Process. 25, No. 3, 485-504 (2022). MSC: 60K05 60F17 62E20 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Fang, Longxiang; Zhang, Xinsheng; Jin, Qing Optimal grouping of heterogeneous components in series and parallel systems under Archimedean copula dependence. (English) Zbl 1495.90060 J. Syst. Sci. Complex. 35, No. 3, 1030-1051 (2022). MSC: 90B25 60E15 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Goyal, Dheeraj; Hazra, Nil Kamal; Finkelstein, Maxim On the time-dependent delta-shock model governed by the generalized Pólya process. (English) Zbl 1494.60052 Methodol. Comput. Appl. Probab. 24, No. 3, 1627-1650 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60G55 60E15 60K10 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Adékambi, Franck; Takouda, Essodina On the discounted penalty function in a perturbed Erlang renewal risk model with dependence. (English) Zbl 1496.60106 Methodol. Comput. Appl. Probab. 24, No. 2, 481-513 (2022). MSC: 60K05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Pekalp, Mustafa Hilmi; Karaduman, Melike Özlem; Aydoğdu, Halil Estimation of the mean value function for gamma trend renewal process. (English) Zbl 1489.62265 Commun. Stat., Simulation Comput. 51, No. 6, 3441-3456 (2022). MSC: 62M09 60K05 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Tchorbadjieff, Assen; Mayster, Penka Factorial moments of the critical Markov branching process with geometric reproduction of particles. (English) Zbl 1491.60151 Mod. Stoch., Theory Appl. 9, No. 2, 229-244 (2022). MSC: 60J80 60K05 92C42 × Cite Format Result Cite Review PDF Full Text: DOI
Pekalp, Mustafa Hilmi Some new bounds for the mean value function of the residual lifetime process. (English) Zbl 1487.60163 Stat. Probab. Lett. 187, Article ID 109497, 9 p. (2022). MSC: 60K05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Buraczewski, Dariusz; Damek, Ewa Limit theorems for supercritical branching processes in random environment. (English) Zbl 1489.60160 Bernoulli 28, No. 3, 1602-1624 (2022). MSC: 60K37 60J80 60F05 60K05 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Logachov, A.; Mogulskii, A.; Yambartsev, A. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. (English) Zbl 1485.60031 ESAIM, Probab. Stat. 26, 152-170 (2022). MSC: 60F10 60K05 60K30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, R. Two approximations of renewal function for any arbitrary lifetime distribution. (English) Zbl 1492.60245 Ann. Oper. Res. 311, No. 1, 151-165 (2022). MSC: 60K05 60K25 60K10 90B22 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Sgibnev, Mikhail Sergeevich The renewal equation with unbounded inhomogeneous term. (English) Zbl 1484.45005 Sib. Èlektron. Mat. Izv. 19, No. 1, 81-90 (2022). MSC: 45E10 45M05 45J05 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Lorvand, H.; Nematollahi, A. R. Generalized mixed \(\delta\)-shock models with random interarrival times and magnitude of shocks. (English) Zbl 1478.90032 J. Comput. Appl. Math. 403, Article ID 113832, 17 p. (2022). MSC: 90B25 60K10 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Jiayi; Zhang, Zhimin Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation. (English) Zbl 1476.91038 J. Comput. Appl. Math. 399, Article ID 113703, 22 p. (2022). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B05 65D15 60G51 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Xiao, Sai; Kottas, Athanasios; Sansó, Bruno; Kim, Hyotae Nonparametric Bayesian modeling and estimation for renewal processes. (English) Zbl 07937916 Technometrics 63, No. 1, 100-115 (2021). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Qiu, Siqi; Ming, Xinguo A fuzzy universal generating function-based method for the reliability evaluation of series systems with performance sharing between adjacent units under parametric uncertainty. (English) Zbl 1522.90013 Fuzzy Sets Syst. 424, 155-169 (2021). MSC: 90B25 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Bhatti, Jasdev; Kakkar, Mohit K.; Kaur, Manpreet Stochastic analysis to a power supply system through reliability modelling. (English) Zbl 1513.60109 Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 41, No. 1, Math., 35-43 (2021). MSC: 60K10 60K20 62N05 90B25 × Cite Format Result Cite Review PDF Full Text: Link
Szajowski, Krzysztof J.; Średnicka, Małgorzata Operation comfort of multistate system vs. the importance of its components. (English) Zbl 1502.90066 Nguyen, Ngoc Thanh (ed.) et al., Transactions on Computational Collective Intelligence XXXVI. Berlin: Springer. Lect. Notes Comput. Sci. 13010, 44-72 (2021). MSC: 90B25 91A80 60K20 × Cite Format Result Cite Review PDF Full Text: DOI
Picinbono, Bernard Coincidence functions and Bartlett spectra of point processes. (English) Zbl 1497.60069 Commun. Stat., Simulation Comput. 50, No. 9, 2581-2597 (2021). MSC: 60G55 60K05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Long, Yang; Guohe, Deng A perturbed risk model with constant interest and periodic barrier dividend strategy. (English) Zbl 1497.91077 Commun. Stat., Simulation Comput. 50, No. 8, 2467-2481 (2021). MSC: 91B05 62P05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Sarada, Y.; Shenbagam, R. Bi-dimensional availability function and its application. (English) Zbl 1492.60247 Commun. Stat., Simulation Comput. 50, No. 5, 1333-1347 (2021). MSC: 60K05 90B25 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Fuyun; Li, Yuelei On the improved thinning risk model under a periodic dividend barrier strategy. (English) Zbl 1525.91165 AIMS Math. 6, No. 12, 13448-13463 (2021). MSC: 91G10 60K10 62P05 60G51 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Lili The Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 07532232 Commun. Stat., Theory Methods 50, No. 24, 5899-5917 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gaitan, Rodrigo Saul; Lii, Keh-Shin The first and second order moment structure of an inhomogeneous gamma point process. (English) Zbl 07532139 Commun. Stat., Theory Methods 50, No. 3, 582-593 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gupta, Shejal; Joshi, Pradeep K.; Rajeshwari, K. N. Bulk arrival queueing system with stand by server and multiple vacation queueing system. (English) Zbl 1499.90063 South East Asian J. Math. Math. Sci. 17, No. 3, 469-478 (2021). MSC: 90B22 60K20 × Cite Format Result Cite Review PDF Full Text: Link
Shimizu, Yasutaka Asymptotic statistics in insurance risk theory. (English) Zbl 1512.62004 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-16-9283-3/pbk; 978-981-16-9284-0/ebook). x, 110 p. (2021). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62-02 62P05 60G51 62F12 62G20 91-02 91B05 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Voina, O. A. Using hidden Markov models in estimating the parameters of hierarchical systems. (English. Ukrainian original) Zbl 1517.60086 Cybern. Syst. Anal. 57, No. 5, 730-739 (2021); translation from Kibern. Sist. Anal. 57, No. 5, 72-83 (2021). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J20 60K20 68M20 × Cite Format Result Cite Review PDF Full Text: DOI
Logachov, Artem Vasilhevich; Mogulskii, Anatolii Alfredovich The moderate deviations principle for the trajectories of compound renewal processes on the half-line. (English) Zbl 1485.60083 Sib. Èlektron. Mat. Izv. 18, No. 2, 1189-1200 (2021). Reviewer: Edward Omey (Brussel) MSC: 60K05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Barmalzan, Ghobad; Kosari, Sajad; Zhang, Yiying On stochastic comparisons of finite \(\alpha \)-mixture models. (English) Zbl 1475.60042 Stat. Probab. Lett. 173, Article ID 109083, 9 p. (2021). MSC: 60E15 60K10 62N05 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Bian, Lina; Wang, Guanjun; Liu, Peng Reliability analysis for multi-component systems with interdependent competing failure processes. (English) Zbl 1481.90135 Appl. Math. Modelling 94, 446-459 (2021). MSC: 90B25 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Iyengar, Satish Maximum likelihood estimation for an Ornstein-Uhlenbeck model for neural activity. (English) Zbl 1477.62064 J. Stat. Theory Pract. 15, No. 2, Paper No. 46, 14 p. (2021). MSC: 62F12 62P10 60G15 92C20 × Cite Format Result Cite Review PDF Full Text: DOI
Samanta, S. K.; Bank, B. Modelling and analysis of \(GI/BMSP/1\) queueing system. (English) Zbl 1480.60281 Bull. Malays. Math. Sci. Soc. (2) 44, No. 6, 3777-3807 (2021). MSC: 60K25 68M20 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Amini-Seresht, Ebrahim; Balakrishnan, Narayanaswamy Stochastic properties of generalized finite mixture models with dependent components. (English) Zbl 1473.90059 J. Appl. Probab. 58, No. 3, 794-804 (2021). MSC: 90B25 60E15 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Eryilmaz, Serkan; Tank, Fatih Computing minimal signature of coherent systems through matrix-geometric distributions. (English) Zbl 1473.62333 J. Appl. Probab. 58, No. 3, 621-636 (2021). MSC: 62N05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Kakubava, Revaz An alternative transient solution for semi-Markov queuing systems. (English) Zbl 1469.60289 Georgian Math. J. 28, No. 1, 93-98 (2021). MSC: 60K25 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Afanas’eva, L. G.; Golovastova, E. A. Asymptotic analysis of reliability of a system with reserve elements and repairing device. (English. Russian original) Zbl 1472.90029 Mosc. Univ. Math. Bull. 76, No. 1, 16-21 (2021); translation from Vestn. Mosk. Univ., Ser. I 76, No. 1, 16-22 (2021). MSC: 90B25 60K10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Hainaut, Donatien A fractional multi-states model for insurance. (English) Zbl 1466.91260 Insur. Math. Econ. 98, 120-132 (2021). MSC: 91G05 60J28 60K15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Grzywny, Tomasz; Leżaj, Łukasz; Miśta, Maciej Hitting probabilities for Lévy processes on the real line. (English) Zbl 1469.60146 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 727-760 (2021). MSC: 60G51 60J45 60J50 60J74 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Zhang, Zhe; Deng, Wei; Jiang, Chao A PDF-based performance shift approach for reliability-based design optimization. (English) Zbl 1506.74508 Comput. Methods Appl. Mech. Eng. 374, Article ID 113610, 23 p. (2021). MSC: 74S99 90B25 60K10 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Yi; Wang, Xuejun Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications. (English) Zbl 1476.60064 J. Math. Anal. Appl. 494, No. 2, Article ID 124566, 23 p. (2021). Reviewer: Ludwig Paditz (Dresden) MSC: 60F15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Ignatiouk-Robert, Irina Harmonic functions of random walks in a semigroup via ladder heights. (English) Zbl 1466.60157 J. Theor. Probab. 34, No. 1, 34-80 (2021). MSC: 60J45 31C05 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pekalp, Mustafa Hilmi; Aydoğdu, Halil Power series expansions for the probability distribution, mean value and variance functions of a geometric process with gamma interarrival times. (English) Zbl 1466.60183 J. Comput. Appl. Math. 388, Article ID 113287, 11 p. (2021). MSC: 60K05 90B25 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Alkaff, Abdullah; Qomarudin, Mochamad Nur Modeling and analysis of system reliability using phase-type distribution closure properties. (English) Zbl 07886525 Appl. Stoch. Models Bus. Ind. 36, No. 4, 548-569 (2020). MSC: 90B25 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Pekalp, Mustafa Hilmi; Altındağ, Ömer; Acar, Özgür; Aydoğdu, Halil Plug-in estimators for the mean value and variance functions in delayed renewal processes. (English) Zbl 07529921 Commun. Stat., Theory Methods 49, No. 19, 4693-4711 (2020). MSC: 60K05 62F12 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Yuying; Sendova, Kristina P. A surplus process involving a compound Poisson counting process and applications. (English) Zbl 1511.91039 Commun. Stat., Theory Methods 49, No. 13, 3238-3256 (2020). MSC: 91B05 60G51 60K10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Lorvand, Hamed; Nematollahi, Alireza; Poursaeed, Mohammad Hossien Life distribution properties of a new \(\delta \)-shock model. (English) Zbl 1511.90132 Commun. Stat., Theory Methods 49, No. 12, 3010-3025 (2020). MSC: 90B25 60K10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Losidis, Sotirios; Politis, Konstadinos Moments of the forward recurrence time in a renewal process. (English) Zbl 1460.60098 Methodol. Comput. Appl. Probab. 22, No. 4, 1591-1600 (2020). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Warr, Richard L.; Wight, Cason J. Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform. (English) Zbl 07297541 Methodol. Comput. Appl. Probab. 22, No. 3, 881-904 (2020). MSC: 65T50 44A35 46F12 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 1463.62319 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 × Cite Format Result Cite Review PDF
He, Shuangchi Diffusion approximation for efficiency-driven queues when customers are patient. (English) Zbl 1451.90047 Oper. Res. 68, No. 4, 1265-1284 (2020). MSC: 90B22 60J60 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Anderes, Ethan; Møller, Jesper; Rasmussen, Jakob G. Isotropic covariance functions on graphs and their edges. (English) Zbl 1455.62142 Ann. Stat. 48, No. 4, 2478-2503 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 62J10 62M30 62H22 62R30 05C90 46E22 60K20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Logachëv, Artëm Vasil’evich V.; Mogul’skiĭ, Anatoliĭ Al’fredovich Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails. (Russian. English summary) Zbl 1454.60137 Sib. Èlektron. Mat. Izv. 17, 1766-1786 (2020). MSC: 60K05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Li; Zhang, Qimin; Zhang, Laiping On the Gerber-Shiu discounted penalty function of dual perturbed risk model with threshold dividend strategy. (Chinese. English summary) Zbl 1463.91120 Math. Pract. Theory 50, No. 2, 9-17 (2020). MSC: 91G05 60K10 × Cite Format Result Cite Review PDF
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali Renewal theory for transient Markov chains with asymptotically zero drift. (English) Zbl 1454.60136 Trans. Am. Math. Soc. 373, No. 10, 7253-7286 (2020). MSC: 60K05 60J05 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Nzokem, Aubain; Madras, Neal Epidemic dynamics and adaptive vaccination strategy: renewal equation approach. (English) Zbl 1448.92137 Bull. Math. Biol. 82, No. 9, Paper No. 122, 15 p. (2020). MSC: 92C60 60K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pang, Guodong; Zhou, Yuhang Functional limit theorems for shot noise processes with weakly dependent noises. (English) Zbl 1450.60029 Stoch. Syst. 10, No. 2, 99-123 (2020). MSC: 60F17 60K05 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Meenakshi, K.; Singh, S. B. Reliability analysis of multi-state two-dimensional system by universal generating function. (English) Zbl 1456.60236 Roy, Priti Kumar (ed.) et al., Mathematical analysis and applications in modeling. Selected papers presented at the international conference, ICMAAM 2018, Kolkata, India, January 9–12, 2018. Singapore: Springer. Springer Proc. Math. Stat. 302, 85-100 (2020). MSC: 60K10 62N05 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Kamal Hazra, Nil; Misra, Neeraj On relative ageing of coherent systems with dependent identically distributed components. (English) Zbl 1442.90060 Adv. Appl. Probab. 52, No. 1, 348-376 (2020). MSC: 90B25 60E15 60K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cha, Ji Hwan; Finkelstein, Maxim Stochastic modelling of operational quality of \(k\)-out-of-\(n\) systems. (English) Zbl 1442.90059 Top 28, No. 2, 424-441 (2020). MSC: 90B25 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Peng, Xuanhua; Su, Wen; Zhang, Zhimin On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy. (English) Zbl 1449.91107 J. Ind. Manag. Optim. 16, No. 4, 1967-1986 (2020). MSC: 91G05 60K10 60J74 45K05 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Chaoran; Pozdnyakov, Vladimir; Yan, Jun Density and distribution evaluation for convolution of independent gamma variables. (English) Zbl 1505.62195 Comput. Stat. 35, No. 1, 327-342 (2020). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Huajian; Qi, Wenhai; Zhang, Lihua; Cheng, Jun; Kao, Yonggui Stability and stabilization for positive systems with semi-Markov switching. (English) Zbl 1460.93102 Appl. Math. Comput. 379, Article ID 125252, 10 p. (2020). MSC: 93E15 93C28 93C30 60K15 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Jasiulis-Gołdyn, Barbara H.; Misiewicz, Jolanta K.; Naskręt, Karolina; Omey, Edward Renewal theory for extremal Markov sequences of Kendall type. (English) Zbl 1437.60057 Stochastic Processes Appl. 130, No. 6, 3277-3294 (2020). MSC: 60K05 60J20 60K15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Wenyuan; Chen, Ping; Li, Shuanming Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (English) Zbl 1435.91162 Insur. Math. Econ. 91, 12-25 (2020). MSC: 91G05 60G51 60K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I. Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. (English. Russian original) Zbl 1432.60080 Theory Probab. Appl. 64, No. 4, 499-512 (2020); translation from Teor. Veroyatn. Primen. 64, No. 4, 625-641 (2019). MSC: 60K05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Karamzadeh, M.; Soltani, A. R.; Mardani-Fard, H. A. On a class of spatial renewal processes: renewal processes synchronization probabilities. (English) Zbl 1441.60073 Stat. Probab. Lett. 158, Article ID 108658, 8 p. (2020). Reviewer: Edward Omey (Brussels) MSC: 60K05 60K10 40E05 × Cite Format Result Cite Review PDF Full Text: DOI
Mogul’skiĭ, Anatoliĭ Al’fredovich; Prokopenko, Evgeniĭ Igorevich Local theorems for arithmetic multidimensional compound renewal processes under Cramér’s condition. (Russian) Zbl 1492.60246 Mat. Tr. 22, No. 2, 106-133 (2019). MSC: 60K05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Gökpinar, F.; Khaniyev, T. A.; Aliyev, R. T. Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund’s formula. (English) Zbl 07551980 Commun. Stat., Simulation Comput. 48, No. 9, 2679-2688 (2019). MSC: 60G50 60K15 60F99 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, James J.; Chaudhry, Mohan L.; Mansur, Abdalla Asymptotic results for the first and second moments and numerical computations in discrete-time bulk-renewal process. (English) Zbl 1474.60201 Yugosl. J. Oper. Res. 29, No. 1, 135-144 (2019). MSC: 60K05 62E20 60K25 × Cite Format Result Cite Review PDF Full Text: DOI
Bayramov, V. On the mathematical expectation of the renewal-reward process. (English) Zbl 1463.60110 J. Contemp. Appl. Math. 9, No. 2, 93-98 (2019). MSC: 60K05 × Cite Format Result Cite Review PDF Full Text: Link
Abdullayeva, Narmina On ergodic distribution a cyclical inventory-queuing model with delay. (English) Zbl 1463.60108 J. Contemp. Appl. Math. 9, No. 1, 3-9 (2019). MSC: 60K05 90B05 60K20 × Cite Format Result Cite Review PDF Full Text: Link