Bounds of ruin probability for regime-switching models using time scale separation (Q3440848)
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scientific article; zbMATH DE number 5158832
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| English | Bounds of ruin probability for regime-switching models using time scale separation |
scientific article; zbMATH DE number 5158832 |
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Bounds of ruin probability for regime-switching models using time scale separation (English)
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29 May 2007
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bounds of ruin probability
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regime-switching models
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time scale separation
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Markov chain
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two-time scale
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0.8135890364646912
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0.8100441694259644
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0.8032191395759583
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0.7994570136070251
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0.7831081748008728
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