A nonparametric sequential test with power 1 for the ruin probability in some risk models (Q2483873)
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scientific article; zbMATH DE number 2190380
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| English | A nonparametric sequential test with power 1 for the ruin probability in some risk models |
scientific article; zbMATH DE number 2190380 |
Statements
A nonparametric sequential test with power 1 for the ruin probability in some risk models (English)
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1 August 2005
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Sequential analysis
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Risk theory
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Ruin probability
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0.8405876755714417
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0.7826987504959106
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0.7810828685760498
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0.7681334614753723
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0.766578733921051
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