Quickest Detection of a Disorder Time in Poisson Rate

Yahia Salhi ()
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Yahia Salhi: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2014-10
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Published in International Conference on Quantitative Finance, Insurance and Risk Management., Oct 2014, Marrakech, Morocco

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02017173

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