A transient analysis of Markov fluid models with jumps

In this paper, we consider Markov fluid models with jumps which are useful for e.g. insurance risk modeling and the performance analysis of high-speed data networks. Recently, Ahn and Ramaswami [Ahn, S. & Ramaswami, V. (2004). Transient analysis of fluid flow models via stochastic coupling to a queue. Stochastic Models, 20 (1) 71–101] provided a transient analysis of the Markov modulated fluid flow model using stochastic coupling to a queueing model. Here we extend their results and provide a transient analysis of Markov fluid models with jumps. We also present some numerical examples.