Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bound for finite-time ruin probability in a Markov-modulated market |
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Upper bound for finite-time ruin probability in a Markov-modulated market (English)
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17 November 2011
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finite-time ruin probability
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jump-diffusion model
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Markov-modulated process
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