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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.PR2011
Exit problems for oscillating compound Poisson process
Tetyana Kadankova
In this article we determine the Laplace transforms of the main boundary functionals of the oscillating compound Poisson process. These are the first passage time of the level, the…