UPPER BOUND FOR FINITE-TIME RUIN PROBABILITY IN A MARKOV-MODULATED MARKET

Jinzhu LI;Rong WU

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (2) : 308-316.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (2) : 308-316. DOI: 10.1007/s11424-010-8348-6
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UPPER BOUND FOR FINITE-TIME RUIN PROBABILITY IN A MARKOV-MODULATED MARKET

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(2): 308-316 https://doi.org/10.1007/s11424-010-8348-6

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