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Risk models and queueing systems: the strong stability method. (Modèles de Risque et Files d’Attente: La méthode de stabilité forte.) (French. English summary) Zbl 1241.90026
Summary: One of the problems which appear during comprehension and working of the complex systems is the analysis of the stability of their functioning. These last years, the specialists became aware of the importance of the stability analysis in actuarial sciences and in financial mathematics. In this work, we are interested in the applicationof the strong stability method in queueing systems and in risk models. We clarify the conditions of equivalence and translation of results between models of these two theories.

MSC:
90B22 Queues and service in operations research
91B30 Risk theory, insurance (MSC2010)
60K25 Queueing theory (aspects of probability theory)
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