Ornstein-Uhlenback type Omega model
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Publication:528231
DOI10.1007/s11464-016-0521-3zbMath1361.60079MaRDI QIDQ528231
Xiulian Wang, Wei Wang, Chun-sheng Zhang
Publication date: 12 May 2017
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-016-0521-3
occupation time; Gerber-Shiu function at bankruptcy; Omega model; Ornstein-Uhlenbeck type Omega model; probability of bankruptcy
60K10: Applications of renewal theory (reliability, demand theory, etc.)
Cites Work
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