Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756)
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scientific article; zbMATH DE number 5973941
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| English | Upper bound for finite-time ruin probability in a Markov-modulated market |
scientific article; zbMATH DE number 5973941 |
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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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0.9407146
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0.92099935
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0.9180509
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0.9172201
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0.9155141
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