Abstract
This paper focuses on the research of a model of an insurance company with an unlimited insurance field considering implicit advertising and one-time insurance payments. Using the method of characteristic functions we obtained the probability distribution of a two-dimensional stochastic process of a number of risks that are insured in the company and a number of demands for one-time insurance payments. We also obtain expressions for the expected values and dispersions of components of a two-dimensional process. The total amount of insurance payments has been reviewed and its distribution found.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
Akhmedova, D.D., Terpugov, A.F.: Mathevatical model of the insurance company considering advertising expenses. Univerisities News Phys. 1, 25–29 (2001)
Glukhova, E.V., Kapustin, E.V.: Calculation of probability of insurance company’s bankruptcy considering reassurance. Universities News Phys. 4, 3–9 (2000)
Nazarov, A.A., Dammer, D.D.: Research of a number of requests for insurance payments in the company with arbitrary length of duration of the contract. Tomsk State University J. 2(15), 24–32 (2011)
Dammer, D.D., Nazarov, A.A.: Research of the mathematical model of the insurance company in form of the infinite queueing system by using method of asymptotic analysis. In: Materials of VII Ferghan Conference Limit Theorems and its Applications, pp. 191–196. Namangan (2015)
Dammer, D.: 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.) ITMM 2015. CCIS, vol. 564, pp. 163–174. Springer, Heidelberg (2015). doi:10.1007/978-3-319-25861-4_14
Glukhova, E.V., Zmeev, O.A., Livshits, K.I.: Mathematical Models of Insurance. Tomsk University, Tomsk (2004)
Gafurov, S.R., Gugnin, V.I., Amanov, S.N.: Business Language. Shark, Tashkent (1995)
Nazarov, A.A., Terpugov, A.F.: Theory of Queuing. Publishment NTL, Tomsk (2005)
Elsgolts, L.E.: Differential Equations and Calculus of Variations. Science, Moscow (1969)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this paper
Cite this paper
Dammer, D. (2016). A Mathematical Model of an Insurance Company in the Form of a Queueing System with an Unlimited Number of Servers Considering One-Time Insurance Payments. In: Dudin, A., Gortsev, A., Nazarov, A., Yakupov, R. (eds) Information Technologies and Mathematical Modelling - Queueing Theory and Applications. ITMM 2016. Communications in Computer and Information Science, vol 638. Springer, Cham. https://doi.org/10.1007/978-3-319-44615-8_3
Download citation
DOI: https://doi.org/10.1007/978-3-319-44615-8_3
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-44614-1
Online ISBN: 978-3-319-44615-8
eBook Packages: Computer ScienceComputer Science (R0)