A nonparametric sequential test with power 1 for the ruin probability in some risk models
DOI10.1016/J.SPL.2005.02.002zbMATH Open1065.62142OpenAlexW2081207772MaRDI QIDQ2483873FDOQ2483873
Authors: Pier Luigi Conti 
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.002
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Cites Work
- CONFIDENCE SEQUENCES FOR MEAN, VARIANCE, AND MEDIAN
- Statistical Methods Related to the Law of the Iterated Logarithm
- On the empirical saddlepoint approximation
- Title not available (Why is that?)
- Aspects of risk theory
- On the Convergence of Moments in the Central Limit Theorem
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Title not available (Why is that?)
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Confidence bounds for the adjustment coefficient
- The expected sample size of some tests of power one
- ITERATED LOGARITHM INEQUALITIES
- SOME FURTHER REMARKS ON INEQUALITIES FOR SAMPLE SUMS
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