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Polling systems as performance models for mobile ad hoc networking Statistical analysis of dependencies within insurance portfolios
 

Summary: Polling systems as performance models for mobile ad hoc networking
Statistical analysis of dependencies within insurance portfolios
Roland de Haan
Victor Lukocius
PhD-TW-ColloquiumPhD-TW-Colloquium
Thursday, October 9, 3:45PM, Citadel T300
What is the distribution of the sum of individual claims of large insurance portfolios?
Typically it is assumed that insurance claims are independent, although it is clearly recognized that dependencies do occur in practice:
man and wife both insured in the same portfolio, carpoolers using a collective company insurance, catastrophes like hurricanes or floods hitting numerous insured at the same time.
Studies demonstrate that the effects of dependence can be astronomical, so there is ample cause to take small dependence effects seriously.
In my work a general model is developed, which covers what happens in practice in a realistic way.
Approximations are presented which are both accurate and transparent and the results obtained are illustrated through some explicit examples.
Mobile ad hoc networks are rapidly emerging in a variety of application areas such as wild life monitoring, road-traffic information dissemination and disaster relief situations.
Akey characteristic of such networks is that connections between stations are intermittently rather than stationary.
In this presentation, we propose a modelling framework for a class of mobile ad hoc networks. This class comprises single-channel networks with mobile stations that move only in a local neighbourhood.
The proposed model is in fact a single-server polling system which operates under a specific time-limited service discipline.
The analysis of this model provides us insight in the transfer delays and required buffer levels of the stations in the network.
We will give some examples of networks that fit into our framework, and indicate several directions for future work.

  

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

 

Collections: Engineering