Ornstein-Uhlenback type Omega model (Q528231)

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Ornstein-Uhlenback type Omega model
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    title
    Ornstein-Uhlenback type Omega model (English)
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    author
    Xiulian Wang
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    Wei Wang
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    Chun-sheng Zhang
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    Wei Wang
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    publication date
    12 May 2017
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6714860
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