Distributions of stopping times for compound poisson processes with positive jumps and linear boundaries

DOI10.1080/15326349908807527zbMath0932.60049OpenAlexW2019911212MaRDI QIDQ4237925

Shaul K. Bar-Lev, David Perry, Shelemyahu Zacks, Daoud Bshouty

Publication date: 13 March 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807527

zbMATH Keywords

Laplace transformstopping timecompound Poisson processlinear boundary

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Martingales and classical analysis (60G46)

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