Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries

DOI10.1016/j.jspi.2003.05.003zbMath1073.60045OpenAlexW2076577848MaRDI QIDQ1763436

Shelemyahu Zacks

Publication date: 22 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.05.003

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)

Related Items (13)

Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions ⋮ Review of some functionals of compound Poisson processes and related stopping times ⋮ Compound Poisson Process with a Poisson Subordinator ⋮ Distributions of stopping times in some sequential estimation procedures ⋮ EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models ⋮ First exit times for ordinary and compound Poisson processes with nonlinear boundaries ⋮ First-crossing and ballot-type results for some nonstationary sequences ⋮ On finite-time ruin probabilities for classical risk models ⋮ On a First-Passage-Time Problem for the Compound Power-Law Process ⋮ An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions ⋮ On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss ⋮ Sequential Testing to Guarantee the Necessary Sample Size in Clinical Trials ⋮ A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates

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