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

Ciuiu, Daniel

doi:10.2478/foli-2013-0016

Author

Ciuiu Daniel (Technical University of Civil Engineering Bucharest, Romania)

Title

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

Source

Folia Oeconomica Stetinensia, 2013, vol. 13, nr 2, s. 7-22, rys., bibliogr. 11 poz.

Keyword

Bankowość, Metody sieciowe, Modele ekonometryczne
Banking, Network methods, Econometric models

Note

summ.

Abstract

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)

Accessibility

The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics

Full text

Bibliography

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Cited by

ISSN

1730-4237

Language

eng

URI / DOI

BazEkon - The Main Library of the Cracow University of Economics

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