Monetary loss surveillance for credit models

DOI10.1080/07474946.2016.1206379zbMATH Open1351.62183OpenAlexW2518849785MaRDI QIDQ2830722FDOQ2830722

Authors: Ivair Silva, Vincius B. M. Barros 

Publication date: 28 October 2016

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206379

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zbMATH Keywords

hypothesis testingsequential analysisrisk management

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Cites Work

• Title not available (Why is that?)
• A maximized sequential probability ratio test for drug and vaccine safety surveillance
• A sequential clinical trial for testing \(p_1=p_2\)

Cited In (1)

• Statistical fraud detection: a review

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