The generalized discretized sequential probability ratio test and its application in insurance mathematics
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Publication:1002459
zbMath1156.62052MaRDI QIDQ1002459
Publication date: 26 February 2009
Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)
risk processcompound Poisson processerror probabilitiesexcess of lossclosed sequential testsorthogonal hypotheses
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10)
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