Monitoring risk in a ruin model perturbed by diffusion (Q745469): Difference between revisions

@@ Property / DOI @@
-.1007/s00184-008-0187-2
@@ Property / DOI: 10.1007/s00184-008-0187-2 / rank @@
-Normal rank
@@ Property / author @@
-Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
-Normal rank
@@ Property / author @@
+Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00184-008-0187-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2034354636
@@ Property / OpenAlex ID: W2034354636 / rank @@
+Normal rank
@@ Property / cites work @@
+Delay time in sequential detection of change
@@ Property / cites work: Delay time in sequential detection of change / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+A nonparametric sequential test with power 1 for the ruin probability in some risk models
+Normal rank
@@ Property / cites work @@
+On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
+Normal rank
@@ Property / cites work @@
+Empirical Laplace transform and approximation of compound distributions
+Normal rank
@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+On the empirical saddlepoint approximation
@@ Property / cites work: On the empirical saddlepoint approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV'-s, and the sample DF. I
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV's, and the sample DF. II
+Normal rank
@@ Property / cites work @@
+A note on the adjustment coefficient in ruin theory
+Normal rank
@@ Property / cites work @@
+Confidence bounds for the adjustment coefficient
@@ Property / cites work: Confidence bounds for the adjustment coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Q5600531
@@ Property / cites work: Q5600531 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00184-008-0187-2
@@ Property / DOI: 10.1007/S00184-008-0187-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:745469