Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Matrix-Geometric Solutions in Stochastic Models. An Algorithmic Approach.

C. C. Heyde, Marcel F. Neuts · Journal of the American Statistical Association · 1982 · 3.3K citations

Matrix-geometric Solutions, Stochastic System, Matrix Theory

Stochastic Theory of a Data-Handling System with Multiple Sources

David J. Anick, Debasis Mitra, M. M. Sondhi · Bell System Technical Journal · 1982 · 1.3K citations

Engineering, Queueing Theory, Stochastic Theory +17

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 791 citations

Stochastic Modelling and Analysis: A Computational Approach.

Adrienne W. Kemp, Henk Tijms · Journal of the Royal Statistical Society Series D (The Statistician) · 1987 · 723 citations

Engineering, Modeling Method, Stochastic Analysis +23

The Fourier-series method for inverting transforms of probability distributions

Joseph Abate, Ward Whitt · Queueing Systems · 1992 · 712 citations

Engineering, Integral Transform, Fourier Analysis +5