The generalized discretized sequential probability ratio test and its application in insurance mathematics

Mammitzsch, Volker . Acta Mathematica Vietnamica 2008. 33 (2) :173-180

Locate this article in:

Bibtex

@article{CIS-227402,
  Author = {Mammitzsch, Volker},
  Title = {The generalized discretized sequential probability ratio test and its application in insurance mathematics},
  Journal = {Acta Mathematica Vietnamica},
  Volume = {33},
  Number = {2},
  Year = {2008},
  Pages = {173--180},
  Keywords = {Compound Poisson process, Error probabilities, Risk process, excess of loss, closed sequenctial tests, orthogonal hypotheses}
}

Similar articles