Ornstein-Uhlenback type Omega model (Q528231)
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scientific article; zbMATH DE number 6714860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein-Uhlenback type Omega model |
scientific article; zbMATH DE number 6714860 |
Statements
Ornstein-Uhlenback type Omega model (English)
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12 May 2017
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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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