Monitoring risk in a ruin model perturbed by diffusion
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Cites work
- A nonparametric sequential test with power 1 for the ruin probability in some risk models
- A note on the adjustment coefficient in ruin theory
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An approximation of partial sums of independent RV's, and the sample DF. II
- Aspects of risk theory
- Confidence bounds for the adjustment coefficient
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
- Delay time in sequential detection of change
- Empirical Laplace transform and approximation of compound distributions
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
- scientific article; zbMATH DE number 3320019 (Why is no real title available?)
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
- Monitoring changes in linear models
- Monitoring Structural Change
- On the empirical saddlepoint approximation
- On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
- Risk theory for the compound Poisson process that is perturbed by diffusion
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