First-exit times for compound Poisson processes for some types of positive and negative jumps

Keyphrases

• Cash Management 50%
• Compound Poisson Process 100%
• Erlang 50%
• Exit Conditions 50%
• First Exit Time 100%
• Hyperexponential 50%
• Joint Distribution 50%
• Negative Jumps 100%
• Single-server Queueing System 50%
• Workload Components 50%

Mathematics

• Compound Poisson Process 100%
• First Exit Time 100%
• Inf 100%
• Joint Distribution 50%
• Queueing System 50%
• Single Server 50%