Model tracking for risk problems

International Journal of Mathematics and Mathematical Sciences

Volumn 29, Issue 9, 2002, Pages 517-524

  Aggoun, Lakhdar ^a   Benkherouf, Lakdere ^a  

^a SULTAN QABOOS UNIVERSITY   (Oman)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344273036     PISSN: 01611712     EISSN: None     Source Type: Journal    
DOI: 10.1155/S0161171202008013     Document Type: Article

References (7)

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2. J. Grandell, Aspects of Risk Theory, Springer Series in Statistics: Probability and Its Applications, Springer-Verlag, New York, 1991. MathSciNet. Zentralblatt für Mathematik.
3. J. Jacod, Calcul Stochastique et Problèmes de Martingales [Stochastic Calculus and Martingale Problems], Lecture Notes in Mathematics, vol. 714, Springer, Berlin, 1979 (French). MathSciNet. Zentralblatt für Mathematik.
4. J. Jacod and A. N. Shiryaev, Limit Theorems for Stochastic Processes, Grundlehren der mathematischen Wissenschaften, vol. 288, Springer-Verlag, Berlin, 1987. MathSciNet. Zentralblatt für Mathematik.
5. H. V. Poor, An Introduction to Signal Detection and Estimation, Springer Texts in Electrical Engineering, Springer-Verlag, New York, 1988. MathSciNet. Zentralblatt für Mathematik.
6. D. L. Snyder, Filtering and detection for doubly stochastic Poisson processes, IEEE Trans. Information Theory IT-18 (1972), 91-102. MathSciNet. Zentralblatt für Mathematik.
7. E. Wong and B. Hajek, Stochastic Processes in Engineering Systems, Springer Texts in Electrical Engineering, Springer-Verlag, New York, 1985. MathSciNet. Zentralblatt für Mathematik.