First Crossing by Compound Poisson Processes

  • Shelemyahu Zacks
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 2203)

Abstract

In this chapter we develop the distribution function of the first crossing times of compound Poisson processes, with different types of linear boundaries. The results have applications in inventory theory, in queuing theory, in insurance, reliability and more. Examples of applications will be given in the appropriate sections. One of the first papers on this subject is that of Perry et al. (1999).

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Shelemyahu Zacks
    • 1
  1. 1.Binghamton UniversityBinghamtonUSA

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