Abstract
This paper is devoted to the research of the model of insurance company with an unlimited insurance field and the parameter of arrival process of insurance risks, which depends on the risks that are already insured in the company. Using method of characteristic functions we got joint probability distribution of a two-dimensional stochastic process of a number of risks that are insured in the company and a number of benefit payments. We also got expressions for the expected values and variances of components of a two-dimensional process. Total benefit payments is reviewed and its distribution and numerical characteristic are found.
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© 2015 Springer International Publishing Switzerland
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Dammer, D. (2015). Research of Mathematical Model of Insurance Company in the Form of Queueing System with Unlimited Number of Servers Considering “Implicit Advertising”. In: Dudin, A., Nazarov, A., Yakupov, R. (eds) Information Technologies and Mathematical Modelling - Queueing Theory and Applications. ITMM 2015. Communications in Computer and Information Science, vol 564. Springer, Cham. https://doi.org/10.1007/978-3-319-25861-4_14
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DOI: https://doi.org/10.1007/978-3-319-25861-4_14
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Online ISBN: 978-3-319-25861-4
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