Afrika Statistika

Modèles de Risque et Files d'Attente: La méthode de stabilité forte

Djamil Aïssani and Zina Benouaret

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Abstract

One of the problems which appear during comprehension and working of the complex systems is the analysis of the stability of their functioning. These last years, the specialists became aware of the importance of the stability analysis in actuarial sciences and in financial mathematics. In this work, we are interested in the application of the strong stability method in queueing systems and in risk models. We clarify the conditions of equivalence and translation of results between models of these two theories.

Article information

Source
Afr. Stat., Volume 5, Number 1 (2010), 210-218.

Dates
First available in Project Euclid: 1 January 2014

Permanent link to this document
https://projecteuclid.org/euclid.as/1388545342

Zentralblatt MATH identifier
1241.90026

Subjects
Primary: 34K20: Stability theory 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43] 91B30: Risk theory, insurance

Keywords
Risk models Ruin probabilities Queueing systems Interaction risk and queueing theories Strong stability Continuity estimates

Citation

Aïssani, Djamil; Benouaret, Zina. Modèles de Risque et Files d'Attente: La méthode de stabilité forte. Afr. Stat. 5 (2010), no. 1, 210--218. https://projecteuclid.org/euclid.as/1388545342


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