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Article: The Omega model: from bankruptcy to occupation times in the red
Title | The Omega model: from bankruptcy to occupation times in the red |
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Authors | |
Keywords | Airy functions Discounted penalty Occupation times Omega model Probability of bankruptcy |
Issue Date | 2012 |
Citation | European Acturial journal, 2012, v. 2, p. 259-272 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/186276 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.625 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Gerber, HU | en_US |
dc.contributor.author | Shiu, ESW | en_US |
dc.contributor.author | Yang, H | en_US |
dc.date.accessioned | 2013-08-20T12:02:42Z | - |
dc.date.available | 2013-08-20T12:02:42Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.citation | European Acturial journal, 2012, v. 2, p. 259-272 | en_US |
dc.identifier.issn | 2190-9733 | - |
dc.identifier.uri | http://hdl.handle.net/10722/186276 | - |
dc.language | eng | en_US |
dc.relation.ispartof | European Acturial journal | en_US |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Airy functions | - |
dc.subject | Discounted penalty | - |
dc.subject | Occupation times | - |
dc.subject | Omega model | - |
dc.subject | Probability of bankruptcy | - |
dc.title | The Omega model: from bankruptcy to occupation times in the red | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yang, H: hlyang@hku.hk | en_US |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1007/s13385-012-0052-6 | - |
dc.identifier.scopus | eid_2-s2.0-84890294050 | - |
dc.identifier.hkuros | 217280 | en_US |
dc.identifier.volume | 2 | en_US |
dc.identifier.spage | 259 | en_US |
dc.identifier.epage | 272 | en_US |
dc.identifier.eissn | 2190-9741 | - |
dc.identifier.isi | WOS:000218947300006 | - |
dc.identifier.issnl | 2190-9733 | - |