Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

Jose Blanchet () and Bert Zwart

Mathematical Methods of Operations Research, 2010, vol. 72, issue 2, 326 pages

Abstract: We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are computable, but the distribution is not. Copyright Springer-Verlag 2010

Keywords: Renewal equations; Risk models; Processor sharing queues; Corrected diffusion approximations (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s00186-010-0321-6

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