Ornstein-Uhlenback type Omega model (Q528231): Difference between revisions
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| Property / author: Wei Wang / rank | |||
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| Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number: 6714860 / rank | |||
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Omega model | |||
| Property / zbMATH Keywords: Omega model / rank | |||
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Ornstein-Uhlenbeck type Omega model | |||
| Property / zbMATH Keywords: Ornstein-Uhlenbeck type Omega model / rank | |||
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probability of bankruptcy | |||
| Property / zbMATH Keywords: probability of bankruptcy / rank | |||
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Gerber-Shiu function at bankruptcy | |||
| Property / zbMATH Keywords: Gerber-Shiu function at bankruptcy / rank | |||
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occupation time | |||
| Property / zbMATH Keywords: occupation time / rank | |||
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Revision as of 08:11, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein-Uhlenback type Omega model |
scientific article |
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Ornstein-Uhlenback type Omega model (English)
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12 May 2017
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Omega model
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Ornstein-Uhlenbeck type Omega model
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probability of bankruptcy
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Gerber-Shiu function at bankruptcy
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occupation time
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