Monitoring risk in a ruin model perturbed by diffusion (Q745469)
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scientific article; zbMATH DE number 6493936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring risk in a ruin model perturbed by diffusion |
scientific article; zbMATH DE number 6493936 |
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Monitoring risk in a ruin model perturbed by diffusion (English)
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14 October 2015
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perturbed risk model
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ruin probability
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adjustment coefficient
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nonparametric sequential test
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asymptotic size
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power 1
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change-point test
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empirical moment-generating function
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strong approximation
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Wiener process
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