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Research of Mathematical Model of Insurance Company in the Form of Queueing System in a Random Environment

  • Diana DammerEmail author
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 800)

Abstract

The present paper is devoted to the research of the mathematical model of an insurance company in the form of the queueing system with an infinite number of servers. The arrival process of risks is regarded as a modulated Poisson arrival process. Applying the asymptotic analysis method under the condition of a high-rate arrivals, the characteristic function of the probability distribution for the two-dimensional process of the number of risks and the number of claims for insurance payments is obtained. It is shown that this probability distribution can be approximated by Gaussian distribution. These results can be applied to the estimation of functioning of the various economic systems.

Keywords

Mathematical model Insurance company Insurance payments Queueing system Characteristic function Asymptotic analysis 

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Tomsk State UniversityTomskRussia

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