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

Daniel Ciuiu

Folia Oeconomica Stetinensia, 2014, vol. 13, issue 2, 7-22

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.

Keywords: Jackson queueing networks; Poisson measures; banking (search for similar items in EconPapers)
JEL-codes: C51 E42 G21 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:foeste:v:13:y:2014:i:2:p:16:n:5

DOI: 10.2478/foli-2013-0016

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