Ornstein-Uhlenback type Omega model (Q528231): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:26, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ornstein-Uhlenback type Omega model |
scientific article |
Statements
Ornstein-Uhlenback type Omega model (English)
0 references
12 May 2017
0 references
Omega model
0 references
Ornstein-Uhlenbeck type Omega model
0 references
probability of bankruptcy
0 references
Gerber-Shiu function at bankruptcy
0 references
occupation time
0 references