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Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
E. S. Badila, O. J. Boxma, J. A. C. Resing
We investigate an insurance risk model that consists of two reserves which receive income at fixed rates. Claims are being requested at random epochs from each reserve and the inte…
Queues and risk processes with dependencies
E. S. Badila, O. J. Boxma, J. A. C. Resing
We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out…
Queues and risk models with simultaneous arrivals
E. S. Badila, O. J. Boxma, J. A. C. Resing +1
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel…