{"id":"https://openalex.org/W2952449586","doi":"https://doi.org/10.1017/s0021900200021379","title":"Exact boundaries in sequential testing for phase-type distributions","display_name":"Exact boundaries in sequential testing for phase-type distributions","publication_year":2014,"publication_date":"2014-12-01","ids":{"openalex":"https://openalex.org/W2952449586","doi":"https://doi.org/10.1017/s0021900200021379","mag":"2952449586"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200021379","is_oa":true,"landing_page_url":"https://doi.org/10.1017/s0021900200021379","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6E8BB4F6AA563BEE3357EFF9270EB7A3/S0021900200021379a.pdf/div-class-title-exact-boundaries-in-sequential-testing-for-phase-type-distributions-div.pdf","source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6E8BB4F6AA563BEE3357EFF9270EB7A3/S0021900200021379a.pdf/div-class-title-exact-boundaries-in-sequential-testing-for-phase-type-distributions-div.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052397914","display_name":"Hansj\u00f6rg Albrecher","orcid":"https://orcid.org/0000-0002-5434-9270"},"institutions":[{"id":"https://openalex.org/I97565354","display_name":"University of Lausanne","ror":"https://ror.org/019whta54","country_code":"CH","type":"education","lineage":["https://openalex.org/I97565354"]},{"id":"https://openalex.org/I54157616","display_name":"Swiss Finance Institute","ror":"https://ror.org/02cgn2a44","country_code":"CH","type":"education","lineage":["https://openalex.org/I54157616"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Hansj\u00f6rg Albrecher","raw_affiliation_strings":["University of Lausanne and Swiss Finance Institute, Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Quartier UNIL-Dorigny, 1015 Lausanne, Switzerland. Email address:"],"affiliations":[{"raw_affiliation_string":"University of Lausanne and Swiss Finance Institute, Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Quartier UNIL-Dorigny, 1015 Lausanne, Switzerland. Email address:","institution_ids":["https://openalex.org/I54157616","https://openalex.org/I97565354"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019681866","display_name":"Peiman Asadi","orcid":null},"institutions":[{"id":"https://openalex.org/I97565354","display_name":"University of Lausanne","ror":"https://ror.org/019whta54","country_code":"CH","type":"education","lineage":["https://openalex.org/I97565354"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Peiman Asadi","raw_affiliation_strings":["Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Quartier UNIL-Dorigny, 1015 Lausanne, Switzerland. Email address:"],"affiliations":[{"raw_affiliation_string":"Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Quartier UNIL-Dorigny, 1015 Lausanne, Switzerland. Email address:","institution_ids":["https://openalex.org/I97565354"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003287891","display_name":"Jevge\u0146ijs Ivanovs","orcid":"https://orcid.org/0000-0002-3664-8365"},"institutions":[{"id":"https://openalex.org/I97565354","display_name":"University of Lausanne","ror":"https://ror.org/019whta54","country_code":"CH","type":"education","lineage":["https://openalex.org/I97565354"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Jevgenijs Ivanovs","raw_affiliation_strings":["Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Quartier UNIL-Dorigny, 1015 Lausanne, Switzerland. Email address:"],"affiliations":[{"raw_affiliation_string":"Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Quartier UNIL-Dorigny, 1015 Lausanne, Switzerland. Email address:","institution_ids":["https://openalex.org/I97565354"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5052397914"],"corresponding_institution_ids":["https://openalex.org/I54157616","https://openalex.org/I97565354"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.27563278,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"51","issue":"A","first_page":"347","last_page":"358"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11235","display_name":"Statistical Methods in Clinical Trials","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9871000051498413,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8830646276473999},{"id":"https://openalex.org/keywords/independent-and-identically-distributed-random-variables","display_name":"Independent and identically distributed random variables","score":0.7850431203842163},{"id":"https://openalex.org/keywords/sequential-probability-ratio-test","display_name":"Sequential probability ratio test","score":0.6608139276504517},{"id":"https://openalex.org/keywords/type","display_name":"Type (biology)","score":0.6446837782859802},{"id":"https://openalex.org/keywords/phase-type-distribution","display_name":"Phase-type distribution","score":0.5891788601875305},{"id":"https://openalex.org/keywords/wald-test","display_name":"Wald test","score":0.5744684338569641},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.5625543594360352},{"id":"https://openalex.org/keywords/exponential-distribution","display_name":"Exponential distribution","score":0.5215885043144226},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5072205066680908},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5041981935501099},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.43569445610046387},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4270303547382355},{"id":"https://openalex.org/keywords/order-statistic","display_name":"Order statistic","score":0.41944870352745056},{"id":"https://openalex.org/keywords/heavy-tailed-distribution","display_name":"Heavy-tailed distribution","score":0.41613543033599854},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.4052352011203766},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.38063371181488037},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.3638470768928528},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.25597071647644043}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8830646276473999},{"id":"https://openalex.org/C141513077","wikidata":"https://www.wikidata.org/wiki/Q378542","display_name":"Independent and identically distributed random variables","level":3,"score":0.7850431203842163},{"id":"https://openalex.org/C34602496","wikidata":"https://www.wikidata.org/wiki/Q2271882","display_name":"Sequential probability ratio test","level":2,"score":0.6608139276504517},{"id":"https://openalex.org/C2777299769","wikidata":"https://www.wikidata.org/wiki/Q3707858","display_name":"Type (biology)","level":2,"score":0.6446837782859802},{"id":"https://openalex.org/C120375044","wikidata":"https://www.wikidata.org/wiki/Q7180911","display_name":"Phase-type distribution","level":3,"score":0.5891788601875305},{"id":"https://openalex.org/C203274628","wikidata":"https://www.wikidata.org/wiki/Q748664","display_name":"Wald test","level":3,"score":0.5744684338569641},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.5625543594360352},{"id":"https://openalex.org/C55350006","wikidata":"https://www.wikidata.org/wiki/Q237193","display_name":"Exponential distribution","level":2,"score":0.5215885043144226},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5072205066680908},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5041981935501099},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.43569445610046387},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4270303547382355},{"id":"https://openalex.org/C44082924","wikidata":"https://www.wikidata.org/wiki/Q1767128","display_name":"Order statistic","level":2,"score":0.41944870352745056},{"id":"https://openalex.org/C1602530","wikidata":"https://www.wikidata.org/wiki/Q1472677","display_name":"Heavy-tailed distribution","level":3,"score":0.41613543033599854},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.4052352011203766},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.38063371181488037},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.3638470768928528},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.25597071647644043},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/s0021900200021379","is_oa":true,"landing_page_url":"https://doi.org/10.1017/s0021900200021379","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6E8BB4F6AA563BEE3357EFF9270EB7A3/S0021900200021379a.pdf/div-class-title-exact-boundaries-in-sequential-testing-for-phase-type-distributions-div.pdf","source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1017/s0021900200021379","is_oa":true,"landing_page_url":"https://doi.org/10.1017/s0021900200021379","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6E8BB4F6AA563BEE3357EFF9270EB7A3/S0021900200021379a.pdf/div-class-title-exact-boundaries-in-sequential-testing-for-phase-type-distributions-div.pdf","source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","score":0.7300000190734863,"id":"https://metadata.un.org/sdg/16"}],"awards":[{"id":"https://openalex.org/G1441312571","display_name":null,"funder_award_id":"00020","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G4836148144","display_name":"Immunologie des Typ-1 Diabetes.","funder_award_id":"20002","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5022888442","display_name":"Mathematical Analysis of Insurance Risk Processes II","funder_award_id":"143889","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5599649393","display_name":null,"funder_award_id":"200020","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G628552264","display_name":null,"funder_award_id":"200020","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G6867356574","display_name":null,"funder_award_id":"200020_143889","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G848032724","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320320924","display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung","ror":"https://ror.org/00yjd3n13"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2952449586.pdf","grobid_xml":"https://content.openalex.org/works/W2952449586.grobid-xml"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W2010443999","https://openalex.org/W2011318242","https://openalex.org/W2012037220","https://openalex.org/W2025866323","https://openalex.org/W2036814295","https://openalex.org/W2047392643","https://openalex.org/W2068112524","https://openalex.org/W2792736684","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2067424133","https://openalex.org/W2026860995","https://openalex.org/W4239759374","https://openalex.org/W149552479","https://openalex.org/W2047392643","https://openalex.org/W1985994451","https://openalex.org/W2898209808","https://openalex.org/W2044024083","https://openalex.org/W1588017995","https://openalex.org/W2029947082"],"abstract_inverted_index":{"Consider":[0],"Wald's":[1],"sequential":[2],"probability":[3],"ratio":[4],"test":[5,56],"for":[6,33],"deciding":[7],"whether":[8],"a":[9,19,43,74],"sequence":[10],"of":[11,54,68,90],"independent":[12],"and":[13,36],"identically":[14],"distributed":[15],"observations":[16],"comes":[17],"from":[18,24],"specified":[20],"phase-type":[21],"distribution":[22],"or":[23],"an":[25],"exponentially":[26],"tilted":[27],"alternative":[28],"distribution.":[29],"Exact":[30],"decision":[31],"boundaries":[32],"given":[34],"type-I":[35],"type-II":[37],"errors":[38],"are":[39],"derived":[40],"by":[41],"establishing":[42],"link":[44],"with":[45,73,95],"ruin":[46],"theory.":[47],"Information":[48],"on":[49,65],"the":[50,55,66,83],"mean":[51],"sample":[52],"size":[53],"can":[57],"be":[58],"retrieved":[59],"as":[60],"well.":[61],"The":[62],"approach":[63],"relies":[64],"use":[67],"matrix-valued":[69],"scale":[70],"functions":[71],"associated":[72],"certain":[75],"one-sided":[76],"Markov":[77],"additive":[78],"process.":[79],"By":[80],"suitable":[81],"transformations,":[82],"results":[84],"also":[85],"apply":[86],"to":[87],"other":[88],"types":[89],"distributions,":[91],"including":[92],"some":[93],"distributions":[94],"regularly":[96],"varying":[97],"tails.":[98]},"counts_by_year":[],"updated_date":"2026-03-15T09:29:46.208133","created_date":"2025-10-10T00:00:00"}
