O. Hadjiliadis

activity

20072014

most citedStochastic Modeling and Fair Valuation of Drawdown Insurance

42 citations · 72 across the 7 of their papers we have counts for

collaborators

Showing 2014Show all

2 papers · 1 filter

math.ST2014★ 8 cited

Robustness of the $N$ -CUSUM stopping rule in a Wiener disorder problem

Hongzhong Zhang, Neofytos Rodosthenous, Olympia Hadjiliadis

We study a Wiener disorder problem of detecting the minimum of $N$ change-points in $N$ observation channels coupled by correlated noises. It is assumed that the observations in ea…

math.OC2014★ 10 cited

Quickest detection in coupled systems

Hongzhong Zhang, Olympia Hadjiliadis, Tobias Schäfer +1

This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is as…

Robustness of the N-CUSUM stopping rule in a Wiener disorder problem

Quickest detection in coupled systems

Robustness of the $N$ -CUSUM stopping rule in a Wiener disorder problem