Jinzhu Li, Rong Wu. Upper bound for finite-time ruin probability in a Markov-modulated market. J. Systems Science & Complexity, 24(2):308-316, 2011. [doi]
@article{LiW11-49,
title = {Upper bound for finite-time ruin probability in a Markov-modulated market},
author = {Jinzhu Li and Rong Wu},
year = {2011},
doi = {10.1007/s11424-010-8348-6},
url = {http://dx.doi.org/10.1007/s11424-010-8348-6},
researchr = {https://researchr.org/publication/LiW11-49},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {24},
number = {2},
pages = {308-316},
}