Upper first-exit times of compound poisson processes revisited

Probability in the Engineering and Informational Sciences

Volumn 17, Issue 4, 2003, Pages 459-465

  Stadje, W ^a   Zacks, S ^b  

^a UNIVERSITY OF OSNABRÜCK   (Germany)

^b BINGHAMTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING; INDUSTRIAL ENGINEERING;

COMPOUND POISSON PROCESS; CONDITIONAL DENSITY; FUNCTION OF TIME; HITTING TIME; MOMENT INTEGRAL;

POISSON DISTRIBUTION;

EID: 1642450918     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964803174025     Document Type: Article

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3. Borovkov, K. & Burq, Z. (2001). Kendall's identity for the first crossing time revisited. Communications on Probability 6: 91-94.
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