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About Some Applications of Kolmogorov Equations to the Simulation of Financial Institutions Activity

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  • Mikhail I. Rumyantsev

Abstract

The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based upon combination of system dynamics, queuing theory and tools of ordinary differential equations (Kolmogorov equations) is offered.

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  • Mikhail I. Rumyantsev, 2009. "About Some Applications of Kolmogorov Equations to the Simulation of Financial Institutions Activity," Papers 0912.1037, arXiv.org.
    • Handle: RePEc:arx:papers:0912.1037
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    File URL: http://arxiv.org/pdf/0912.1037
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    1. Rumyantsev, Mikhail I., 2011. "Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора [A hybrid simulation model of bank branch considered as system of queuing: the role of h," MPRA Paper 48589, University Library of Munich, Germany.

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