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Method of evaluation of financial risks related to a queueing systems functioning

Journal: Economic Cybernetics. International scientific journal (Vol.49, No. 1)

Publication Date:

Authors : ;

Page : 60-67

Keywords : Method of evaluation; financial risks; queueing systems; system of GI/G/n type; classical queueing systems;

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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.

Last modified: 2013-12-19 15:21:37