The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue

Xing Yongsheng; Ma Jianjing

Xing Yongsheng, Ma Jianjing. The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 581-584.

Citation:

Xing Yongsheng, Ma Jianjing. The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 581-584.

Citation:

Xing Yongsheng, Ma Jianjing. The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 581-584.

The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue

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In this paper, the relationship of classical risk model and the M/G/1 is considered. Applying the ruin probability of risk model, the distribution of the cycle maximum of the M/G/1 queue is derived.

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The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue

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