The Matrix Sequential Probability Ratio Test and Multivariate Ruin Theory
Author:
Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-47417-0_26
Reference9 articles.
1. Albrecher, H., Asadi, P., Ivanovs, J.: Exact boundaries in sequential testing for phase-type distributions. Journal of Applied Probability 51(A), 347–358 (2014)
2. Avram, F., Palmowski, Z., Pistorius, M.: A two-dimensional ruin problem on the positive quadrant. Insurance: Mathematics and Economics 42(1), 227–234 (2008)
3. Badescu, A.L., Cheung, E.C., Rabehasaina, L.: A two-dimensional risk model with proportional reinsurance. Journal of Applied Probability 48(3), 749–765 (2011)
4. Badila, E., Boxma, O., Resing, J., Winands, E.: Queues and risk models with simultaneous arrivals. Advances in Applied Probability 46(3), 812–831 (2014)
5. Draglia, V., Tartakovsky, A.G., Veeravalli, V.V.: Multihypothesis sequential probability ratio tests. I. Asymptotic optimality. IEEE Transactions on Information Theory 45(7), 2448–2461 (1999)
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