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

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Publication:1936471

DOI10.1007/s13385-012-0052-6zbMath1256.91057OpenAlexW2021240540MaRDI QIDQ1936471

Hailiang Yang, Hans U. Gerber, Elias S. W. Shiu

Publication date: 5 February 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-012-0052-6



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