Performance analysis with truncated heavy-tailed distributions
This paper deals with queues and insurance risk processes where a generic service time, resp. generic claim, has the form U boolean AND K for some r.v. U with distribution B which is heavy-tailed, say Pareto or Weibull, and a typically large K, say much larger than EU. We study the compound Poisson ruin probability psi(u) or, equivalently, the tail P(W > u) of the M/G/1 steady-state waiting time W
