Review of some functionals of compound Poisson processes and related stopping times

DOI10.1007/s11009-006-9015-1zbMath1122.60045MaRDI QIDQ2644300

Shelemyahu Zacks

Publication date: 10 September 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-9015-1

zbMATH Keywords

Compound Poisson process; Sequential estimation; Stopping times; Expected cost functionals; Production/Inventory systems; Random boundaries

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

90B05: Inventory, storage, reservoirs

60G40: Stopping times; optimal stopping problems; gambling theory

60G17: Sample path properties

Related Items

Number of jumps in two-sided first-exit problems for a compound Poisson process, First Exit Times of Compound Poisson Processes with Parallel Boundaries

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