Author/Authors
ÖZEL, Gamze Hacettepe University - Department of Statistics, Turkey , İNAL, Ceyhan Hacettepe University - Department of Statistics, Turkey
Title Of Article
DISTRIBUTION FUNCTION OF FIRST EXIT TIME FOR A COMPOUND POISSONPROCESS
شماره ركورد
41846
Abstract
In this study, the first exit time of a compound Poisson process with positive jumps and an upper horizontal boundary is considered. An explicit formula is derived for the distribution function of the first exit time associated with the compound Poisson process. By means of a proposed algorithm, some numerical examples and an application on traffic accidents are also given to illustrate the usage of the distribution function of the first exit time and proposed algorithm.
From Page
91
NaturalLanguageKeyword
Compound poisson process , First exit time , Upper horizontal boundary , Oracle database.
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
To Page
104
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
Link To Document