古典风险模型的破产概率与M/G/1忙期的最大工作量的分布

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

  • 摘要: 本文考虑了古典风险模型与排队论中M/G/1模型关系, 利用古典风险模型的破产概率导出了M/G/1中一个忙期内最大工作量的分布.

     

    Abstract: 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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