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Upper bound for finite-time ruin probability in a Markov-modulated market.

Jinzhu LiRong Wu
Published in: J. Syst. Sci. Complex. (2011)
Keyphrases
  • upper bound
  • markov modulated
  • poisson process
  • lower bound
  • worst case
  • probability distribution
  • decision making
  • probabilistic model
  • pairwise