Stochastic Modelling and Optimization With Applications in Queues and Insurance

随机建模和优化在队列和保险中的应用

• 批准号: RGPIN-2016-03685
• 负责人: Drekic, Stevo
• 金额: $ 1.09万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2017
• 资助国家: 加拿大
• 起止时间: 2017-01-01 至 2018-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=635153
• 关键词: Stochastic; Modelling; Optimization; Applications; Queues

In a large number of scientific disciplines, stochastic models are used to represent systems which, more often than not, involve several random components interacting in a complicated fashion. For instance, queueing models find important uses in a variety of applications including inventory systems, vehicular traffic control, and health care scheduling. The study of queueing theory provides the necessary mathematical framework for how to effectively reduce congestion in waiting lines and optimize system performance. A second example involves the development and subsequent analysis of insurance risk models, as they are paramount in their ability to adequately address the insurance industry’s need for a more sophisticated and integrated risk management framework which better assesses an insurer's solvency risk.

在许多科学学科中，随机模型用于表示系统，这些系统通常涉及多个以复杂方式相互作用的随机组件。例如，排队模型在库存系统、车辆交通控制和医疗保健调度等各种应用中都有重要用途。排队论的研究为如何有效减少排队等候拥堵、优化系统性能提供了必要的数学框架。第二个例子涉及保险风险模型的开发和后续分析，因为它们对于充分满足保险业对更复杂和综合的风险管理框架的需求的能力至关重要，该框架可以更好地评估保险公司的偿付能力风险。