A two-sided first-exit problem for a compound poisson process with a random upper boundary

Keyphrases

• Compound Poisson Process 100%
• Upper Boundary 100%
• Exit Conditions 100%
• Poisson 50%
• Risk Theory 50%
• Queuing Theory 50%
• Straight Line 50%
• Bounded below 50%
• Integral Equations 50%
• First Exit Time 50%
• Laplace-Stieltjes Transform 50%

Mathematics

• Compound Poisson Process 100%
• Straight Line 50%
• Integral Equation 50%
• Risk Theory 50%
• First Exit Time 50%
• Stieltjes 50%