<abstract xmlns="http://www.w3.org/1999/xhtml"><p>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.</p></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.

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

Technical University of Civil Engineering Bucharest Faculty of Civil, Industrial and Agricultural Engineering Department of Mathematics and Computer Science Bd. Lacul Tei No. 124, Sector 2, Bucharest 020396, Romania. Romanian Institute for Economic Forecasting, Calea 13 Septembrie No. 13, Bucharest, Romania.

Folia Oeconomica Stetinensia

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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

Publicado en línea: 08 jul 2014

Páginas: 7 - 22

Recibido: 15 sept 2013

Aceptado: 17 ene 2014

DOI: https://doi.org/10.2478/foli-2013-0016

Palabras clave
Jackson queueing networks, Poisson measures, banking

© 2013 University of Szczecin

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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

Publicado en línea: 08 jul 2014

Páginas: 7 - 22

Recibido: 15 sept 2013

Aceptado: 17 ene 2014

DOI: https://doi.org/10.2478/foli-2013-0016

Palabras claveJackson queueing networks, Poisson measures, banking

© 2013 University of Szczecin

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Palabras clave
Jackson queueing networks, Poisson measures, banking