The Omega model: from bankruptcy to occupation times in the red (Q1936471)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The Omega model: from bankruptcy to occupation times in the red
scientific article

    Statements

    The Omega model: from bankruptcy to occupation times in the red (English)
    0 references
    0 references
    0 references
    0 references
    5 February 2013
    0 references
    0 references
    Omega model
    0 references
    discounted penalty
    0 references
    probability of bankruptcy
    0 references
    occupation times
    0 references
    Airy functions
    0 references
    0 references