On the Mean First Exit Time for a Compound Poisson Process

Journal of Data Science

article

Gamze Ozel¹ 

[1] Department of Statistics, Hacettepe University

关键词: Compound Poisson process;    First exit time;    Upper horizontal boundary;   

DOI  :  10.6339/JDS.201604_14(2).0007

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

In this study, first exit time of a compound Poisson process with positive jumps and an upper horizontal boundary is considered. An explicit formula is derived for the mean first exit time associated with the compound Poisson process. Finally, an application on traffic accidents is given to illustrate the usage of the mean first exit time.

【 授权许可】

CC BY