Parisian ruin in the dual model with applications to the G/M/1 queue

Keyphrases

• Laplace Transform 100%
• Dual Model 100%
• Dual Risk Model 100%
• Parisian Ruin 100%
• Busy Period 50%
• Risk Model 50%
• Time to Ruin 50%
• Queueing Model 50%
• Cycle Maximum 50%
• Idle Period 50%
• Random Size 50%

Mathematics

• Risk Model 100%
• Laplace Transform 66%
• Busy Period 33%
• Exponentially Distributed Time 33%
• Idle Period 33%