Insurance: Anita Behme
From Belle Taylor on July 2nd, 2021
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Name: Anita Behme
Talk Title: A 2 × 2 random switching model and its dual risk model
Abstract: A special case of two coupled M/G/1-queues is considered, where two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model, the asymptotic behavior of the workload buffer exceedance probabilities for the two single servers/both servers together/one (unspecified) server is determined. Hereby, we distinguish between jobs that are either (multivariate) subexponential or (multivariate) regularly varying or light-tailed. The results are derived via the dual risk model of the studied coupled M/G/1-queues for which the asymptotic behavior of different ruin probabilities is determined.
This talk is a contributed talk at EVA 2021.