Daniel, Ciuiu - In: Folia Oeconomica Stetinensia 13 (2014) 2, pp. 16-16
In this paper we will build a bank model using Poisson measures and Jackson queueing networks. We take into account the relationship between the Poisson and the exponential distributions, and we consider for each credit/deposit type a node where shocks are modeled as the compound Poisson...