Exit problems for the difference of a compound Poisson process and a compound renewal process.

Tetyana Kadankova, Victor Kadankov

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)

    Abstract

    two-sided exit problem, difference of a compound Poisson porcess and compound renewal process
    Original languageEnglish
    Pages (from-to)271-296
    Number of pages26
    JournalQueueing Systems
    Volume59
    Publication statusPublished - 2008

    Keywords

    • first exit time difference of compound processes

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