Method of evaluation of financial risks related to a queueing systems functioning
Journal: Economic Cybernetics. International scientific journal (Vol.49, No. 1)Publication Date: 2008-04-30
Authors : Postan M. Ya. Medvedeva S. A.;
Page : 60-67
Keywords : Method of evaluation; financial risks; queueing systems; system of GI/G/n type; classical queueing systems;
Abstract
Paper is devoted to modeling the financial risks processes, related to service of customers, for a queueing system of GI/G/n type with unlimited waiting room. The criteria of risks insurance expediency which are caused by exceeding of service time of some clients a given level are formulated in the terms of ruin probabilities (for steady-state regime of a queueing system functioning). Method is illustrated for some classical queueing systems.
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