Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions.
Nam Kyoo BootsPerwez ShahabuddinPublished in: WSC (2000)
Keyphrases
- queue length
- risk management
- large deviations
- steady state
- stochastic processes
- service rates
- arrival process
- random variables
- waiting times
- queueing model
- queueing networks
- power law
- joint distribution
- probability distribution
- data sets
- risk analysis
- heavy traffic
- service times
- stationary distribution
- risk assessment
- queueing systems
- heavy tailed
- computational models
- process model
- genetic algorithm