First Exit Times of Compound Poisson Processes with Parallel Boundaries

DOI10.1080/07474946.2012.665673zbMath1255.60070OpenAlexW1995947372MaRDI QIDQ2888568

Yi-Fan Xu

Publication date: 1 June 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.665673

zbMATH Keywords

stopping timecompound Poisson processlinear boundariesparallel boundaries

Mathematics Subject Classification ID

Related Items (5)

Population processes sampled at random times ⋮ Number of jumps in two-sided first-exit problems for a compound Poisson process ⋮ Boundary crossing of order statistics point processes ⋮ Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution ⋮ Two-sided exit problems in the ordered risk model

Cites Work

• Unnamed Item
• A two-sided first-exit problem for a compound Poisson process with a random upper boundary
• Review of some functionals of compound Poisson processes and related stopping times
• Stage‐Wise Adaptive Designs
• Distributions of stopping times for poisson processes with linear boundaries
• HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE
• UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED

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