Upper bound for finite-time ruin probability in a Markov-modulated market
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Cites work
- scientific article; zbMATH DE number 3888631 (Why is no real title available?)
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- Asymptotic ruin probabilities and optimal investment
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case
- Bounds of ruin probability for regime-switching models using time scale separation
- Expansions for Markov-modulated systems and approximations of ruin probability
- Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
- On the probability of ruin in a Markov-modulated risk model
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- Optimal investment for insurer with jump-diffusion risk process
- Optimal investment for insurers
- Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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