HIGHLIGHTS
- who: O. J. Boxma from the Eurandom and Department of Mathematics and Computer Science, Eindhoven University of Technology, Eindhoven, The Netherlands have published the research work: Queueing and risk models with dependencies, in the Journal: (JOURNAL)
- what: The aim of this paper is to explore a class of stochastic recursions in which some of the above-mentioned independence assumptions are lifted and for which, nevertheless, a detailed exact analysis can be provided. In Theorem 4.1, the authors determine the Laplace transform, with respect to initial capital x, of the ruin time LST Ee-s . . .
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