Ornstein-Uhlenback type Omega model (Q528231): Difference between revisions

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+https://doi.org/10.1007/s11464-016-0521-3
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+W2343353776
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+Q5558293
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+The optimal dividend barrier in the gamma-omega model
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
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+On the Time Value of Ruin
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+The Omega model: from bankruptcy to occupation times in the red
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+Occupation times of spectrally negative Lévy processes with applications
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+The Joint Laplace Transforms for Diffusion Occupation Times
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+Diffusion occupation time before exiting
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+On pre-exit joint occupation times for spectrally negative Lévy processes
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+Two-sided discounted potential measures for spectrally negative Lévy processes
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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