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Using Infinite Server Queues Theory In Stress Testing

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Zhang_Guichang.pdf (203.32 KB)

Date

2016-12-05

Authors

Zhang, Guichang

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University of Waterloo

Abstract

In this thesis, we propose and study a framework to model stress testing, using an infinite server queues theory, such that this framework is aligned with and integrates several existing frameworks currently used in the industry. On the other hand, memoryless property plays a critical rule in the framework of industry models. Our proposed framework will provide a mathematical analysis for the memoryless property as well.

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http://hdl.handle.net/10012/11094

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Statistics and Actuarial Science