Afrika Statistika

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

Djamil Aïssani and Zina Benouaret

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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

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

First available in Project Euclid: 1 January 2014

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Zentralblatt MATH identifier

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

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


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

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