The Omega model: from bankruptcy to occupation times in the red (Q1936471)
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scientific article; zbMATH DE number 6134558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Omega model: from bankruptcy to occupation times in the red |
scientific article; zbMATH DE number 6134558 |
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The Omega model: from bankruptcy to occupation times in the red (English)
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5 February 2013
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Omega model
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discounted penalty
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probability of bankruptcy
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occupation times
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Airy functions
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0.87554413
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0.7274206
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0.7135105
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0.7011257
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