文章基本信息

标题：ON THE MEAN FIRST EXIT TIME FOR A COMPOUND POISSON PROCESS
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作者：Gamze Özel
期刊名称：Journal of Data Science
印刷版ISSN：1680-743X
电子版ISSN：1683-8602
出版年度：2016
卷号：14
期号：2
页码：347-364
出版社：Tingmao Publish Company
摘要：In this study, first exit time of a compound Poisson process with positivejumps and an upper horizontal boundary is considered. An explicit formula isderived for the mean first exit time associated with the compound Poisson process.Finally, an application on traffic accidents is given to illustrate the usage of themean first exit time.
关键词：Compound Poisson process; First exit time; Upper horizontal;boundary; Mean