On the Stochastic Model of Clients Processing in Insurance Company with Time-Dependent Service Parameters

Abstract

A stochastic model of clients processing by the insurance company considered, model takes into account the limited duration of insurance contracts and the dependence of service rates on time. Closed exponential queuing network with one type of messages used as the model. The partial differential equation for the probability density function of the network state vector was obtained. A system of ordinary differential equations to predict the mean relative number of client requests at each stage of service was obtained. The examples of calculations were considered, their results are shown for illustration in graphical form, conclusions are made. A computer program that implements the calculation examples was implemented. The results of this paper could be applied in choosing the optimal strategy for the functioning of the insurance company and solution of control problems.