The Jackson Queueing Network Model Built Using Poisson Measures. Application To A Bank Model

• Autorzy: Daniel Ciuiu
• Języki publikacji: EN

Abstrakty

EN

In this paper we will build a bank model using Poisson measures and Jackson queueing networks. We take into account the relationship between the Poisson and the exponential distributions, and we consider for each credit/deposit type a node where shocks are modeled as the compound Poisson processes. The transmissions of the shocks are modeled as moving between nodes in Jackson queueing networks, the external shocks are modeled as external arrivals, and the absorption of shocks as departures from the network.(original abstract)

Słowa kluczowe

EN

Banking; Econometric models; Network methods

PL

Bankowość; Modele ekonometryczne; Metody sieciowe

• Czasopismo: Folia Oeconomica Stetinensia
• Rocznik: 2013
• Tom: 13
• Numer: nr 2
• Strony: 7--22

Twórcy

autor

Daniel Ciuiu

• Technical University of Civil Engineering Bucharest, Romania

Bibliografia

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Identyfikatory

DOI

10.2478/foli-2013-0016