Monitoring risk in a ruin model perturbed by diffusion
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Publication:745469
DOI10.1007/S00184-008-0187-2zbMath1433.62296OpenAlexW2034354636MaRDI QIDQ745469
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0187-2
Wiener processruin probabilitystrong approximationperturbed risk modeladjustment coefficientasymptotic sizechange-point testempirical moment-generating functionnonparametric sequential testpower 1
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential statistical analysis (62L10) Risk models (general) (91B05)
Cites Work
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