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math.PR2011
Busy period, time of the first loss of a customer and the number of customers in
Tetyana Kadankova, Victor Kadankov, Noel Veraverbeke
A two-sided exit problem is solved for a difference of a compound Poisson process and a compound renewal process. More precisely, the Laplace transforms of the joint distribution o…
math.PR2007
On several two-boundary problems for a particular class of Lévy processes
Tetyana Kadankova, Noël Veraverbeke
Several two-boundary problems are solved for a special Lévy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Po…