Some Transient Results on the M/SM/1 Special Semi-Markov Model in Risk and Queueing Theories

Publisher： Cambridge University Press

E-ISSN： 1783-1350|11|1|41-51

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.11, Iss.1, 1980-06, pp. : 41-51

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Abstract

We consider a usual situation in risk theory for which the arrival process is a Poisson process and the claim process a positive (J — X) process inducing a semi-Markov process. The equivalent in queueing theory is the M/SM/1 model introduced for the first time by Neuts (1966).

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