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

TitleThe Omega model: from bankruptcy to occupation times in the red
Authors
Gerber, HUShiu, ESWYang, H
KeywordsAiry functions
Discounted penalty
Occupation times
Omega model
Probability of bankruptcy
Issue Date2012
Citation
European Acturial journal, 2012, v. 2, p. 259-272 How to Cite?
DOI: http://dx.doi.org/10.1007/s13385-012-0052-6
Persistent Identifierhttp://hdl.handle.net/10722/186276
ISSN
2190-9733
2023 Impact Factor: 0.8
2023 SCImago Journal Rankings: 0.625
ISI Accession Number ID
WOS:000218947300006

 

DC FieldValueLanguage
dc.contributor.authorGerber, HUen_US
dc.contributor.authorShiu, ESWen_US
dc.contributor.authorYang, Hen_US
dc.date.accessioned2013-08-20T12:02:42Z-
dc.date.available2013-08-20T12:02:42Z-
dc.date.issued2012en_US
dc.identifier.citationEuropean Acturial journal, 2012, v. 2, p. 259-272en_US
dc.identifier.issn2190-9733-
dc.identifier.urihttp://hdl.handle.net/10722/186276-
dc.languageengen_US
dc.relation.ispartofEuropean Acturial journalen_US
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectAiry functions-
dc.subjectDiscounted penalty-
dc.subjectOccupation times-
dc.subjectOmega model-
dc.subjectProbability of bankruptcy-
dc.titleThe Omega model: from bankruptcy to occupation times in the reden_US
dc.typeArticleen_US
dc.identifier.emailYang, H: hlyang@hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1007/s13385-012-0052-6-
dc.identifier.scopuseid_2-s2.0-84890294050-
dc.identifier.hkuros217280en_US
dc.identifier.volume2en_US
dc.identifier.spage259en_US
dc.identifier.epage272en_US
dc.identifier.eissn2190-9741-
dc.identifier.isiWOS:000218947300006-
dc.identifier.issnl2190-9733-

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