Monitoring risk in a ruin model perturbed by diffusion
| Year of publication: |
2009
|
|---|---|
| Authors: | Steinebach, Josef |
| Published in: |
Metrika. - Springer. - Vol. 70.2009, 2, p. 205-224
|
| Publisher: |
Springer |
| Subject: | Perturbed risk model | Ruin probability | Adjustment coefficient | Nonparametric sequential test | Asymptotic size | Power 1 | Change-point test | Empirical moment-generating function | Strong approximation | Wiener process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005061290