Mathematical model of social insurance foundation when payments have exponential distribution
A mathematical model is proposed in the paper for social insurance foundation at relay-hysteresiscontrol of capital of such a foundation. The case is considered when payments for insured accidents form a Poisson flow of eventsand are uniformly distributed independent random variables with exponential distribution function. The stationary capital distributiondensity is determined in the frameworks of the assumptions. The procedure is proposed for determination of the control parametersproviding for the prescribed probability characteristics of operation of the foundation.
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Authors
| Name | Organization | |
| Zmeyev O.A. | Tomsk State University | zoa@asf.ru |
References
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