Results 271 to 280 of about 568,969 (316)
Some of the next articles are maybe not open access.
First Crossing by Compound Poisson Processes
2017In 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.
openaire +1 more source
The large deviation principle for a compound Poisson process
, 2017A. A. Mogul'skii
semanticscholar +1 more source
The Allan variance in the presence of a compound Poisson process modelling clock frequency jumps
, 2016V. Formichella
semanticscholar +1 more source
Risk theory for the compound Poisson process that is perturbed by diffusion
, 1991F. Dufresne, H. Gerber
semanticscholar +1 more source
Estimation of parameters in the fractional compound Poisson process
Communications in nonlinear science & numerical simulation, 2014Y. Wang, Dehui Wang, Fukang Zhu
semanticscholar +1 more source

